CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-280 |
113-300 |
0-020 |
0.1% |
114-170 |
| High |
113-280 |
114-010 |
0-050 |
0.1% |
115-000 |
| Low |
113-280 |
113-250 |
-0-030 |
-0.1% |
113-030 |
| Close |
113-280 |
114-000 |
0-040 |
0.1% |
113-280 |
| Range |
0-000 |
0-080 |
0-080 |
|
1-290 |
| ATR |
|
|
|
|
|
| Volume |
65,819 |
38,386 |
-27,433 |
-41.7% |
176,260 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-220 |
114-190 |
114-044 |
|
| R3 |
114-140 |
114-110 |
114-022 |
|
| R2 |
114-060 |
114-060 |
114-015 |
|
| R1 |
114-030 |
114-030 |
114-007 |
114-045 |
| PP |
113-300 |
113-300 |
113-300 |
113-308 |
| S1 |
113-270 |
113-270 |
113-313 |
113-285 |
| S2 |
113-220 |
113-220 |
113-305 |
|
| S3 |
113-140 |
113-190 |
113-298 |
|
| S4 |
113-060 |
113-110 |
113-276 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-227 |
118-223 |
114-296 |
|
| R3 |
117-257 |
116-253 |
114-128 |
|
| R2 |
115-287 |
115-287 |
114-072 |
|
| R1 |
114-283 |
114-283 |
114-016 |
114-140 |
| PP |
113-317 |
113-317 |
113-317 |
113-245 |
| S1 |
112-313 |
112-313 |
113-224 |
112-170 |
| S2 |
112-027 |
112-027 |
113-168 |
|
| S3 |
110-057 |
111-023 |
113-112 |
|
| S4 |
108-087 |
109-053 |
112-264 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-030 |
|
2.618 |
114-219 |
|
1.618 |
114-139 |
|
1.000 |
114-090 |
|
0.618 |
114-059 |
|
HIGH |
114-010 |
|
0.618 |
113-299 |
|
0.500 |
113-290 |
|
0.382 |
113-281 |
|
LOW |
113-250 |
|
0.618 |
113-201 |
|
1.000 |
113-170 |
|
1.618 |
113-121 |
|
2.618 |
113-041 |
|
4.250 |
112-230 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-310 |
113-287 |
| PP |
113-300 |
113-253 |
| S1 |
113-290 |
113-220 |
|