CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
113-160 |
-0-260 |
-0.7% |
114-170 |
| High |
114-100 |
113-160 |
-0-260 |
-0.7% |
115-000 |
| Low |
114-100 |
113-090 |
-1-010 |
-0.9% |
113-030 |
| Close |
114-090 |
113-110 |
-0-300 |
-0.8% |
113-280 |
| Range |
0-000 |
0-070 |
0-070 |
|
1-290 |
| ATR |
0-134 |
0-148 |
0-013 |
9.9% |
0-000 |
| Volume |
115,726 |
152,172 |
36,446 |
31.5% |
176,260 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-010 |
113-290 |
113-148 |
|
| R3 |
113-260 |
113-220 |
113-129 |
|
| R2 |
113-190 |
113-190 |
113-123 |
|
| R1 |
113-150 |
113-150 |
113-116 |
113-135 |
| PP |
113-120 |
113-120 |
113-120 |
113-112 |
| S1 |
113-080 |
113-080 |
113-104 |
113-065 |
| S2 |
113-050 |
113-050 |
113-097 |
|
| S3 |
112-300 |
113-010 |
113-091 |
|
| S4 |
112-230 |
112-260 |
113-072 |
|
|
| 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 |
114-138 |
|
2.618 |
114-023 |
|
1.618 |
113-273 |
|
1.000 |
113-230 |
|
0.618 |
113-203 |
|
HIGH |
113-160 |
|
0.618 |
113-133 |
|
0.500 |
113-125 |
|
0.382 |
113-117 |
|
LOW |
113-090 |
|
0.618 |
113-047 |
|
1.000 |
113-020 |
|
1.618 |
112-297 |
|
2.618 |
112-227 |
|
4.250 |
112-112 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-125 |
113-255 |
| PP |
113-120 |
113-207 |
| S1 |
113-115 |
113-158 |
|