CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 21-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
Open |
113-310 |
114-100 |
0-110 |
0.3% |
114-170 |
High |
113-310 |
114-100 |
0-110 |
0.3% |
115-000 |
Low |
113-310 |
114-100 |
0-110 |
0.3% |
113-030 |
Close |
114-190 |
114-090 |
-0-100 |
-0.3% |
113-280 |
Range |
|
|
|
|
|
ATR |
0-138 |
0-134 |
-0-003 |
-2.5% |
0-000 |
Volume |
64,178 |
115,726 |
51,548 |
80.3% |
176,260 |
|
Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-097 |
114-093 |
114-090 |
|
R3 |
114-097 |
114-093 |
114-090 |
|
R2 |
114-097 |
114-097 |
114-090 |
|
R1 |
114-093 |
114-093 |
114-090 |
114-095 |
PP |
114-097 |
114-097 |
114-097 |
114-098 |
S1 |
114-093 |
114-093 |
114-090 |
114-095 |
S2 |
114-097 |
114-097 |
114-090 |
|
S3 |
114-097 |
114-093 |
114-090 |
|
S4 |
114-097 |
114-093 |
114-090 |
|
|
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 |
114-100 |
2.618 |
114-100 |
1.618 |
114-100 |
1.000 |
114-100 |
0.618 |
114-100 |
HIGH |
114-100 |
0.618 |
114-100 |
0.500 |
114-100 |
0.382 |
114-100 |
LOW |
114-100 |
0.618 |
114-100 |
1.000 |
114-100 |
1.618 |
114-100 |
2.618 |
114-100 |
4.250 |
114-100 |
|
|
Fisher Pivots for day following 21-May-2008 |
Pivot |
1 day |
3 day |
R1 |
114-100 |
114-065 |
PP |
114-097 |
114-040 |
S1 |
114-093 |
114-015 |
|