CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 28-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
Open |
113-110 |
113-050 |
-0-060 |
-0.2% |
113-300 |
High |
113-120 |
113-060 |
-0-060 |
-0.2% |
114-100 |
Low |
113-110 |
112-190 |
-0-240 |
-0.7% |
113-090 |
Close |
113-130 |
112-210 |
-0-240 |
-0.7% |
114-030 |
Range |
0-010 |
0-190 |
0-180 |
1,800.0% |
1-010 |
ATR |
0-160 |
0-168 |
0-007 |
4.4% |
0-000 |
Volume |
172,343 |
540,234 |
367,891 |
213.5% |
522,300 |
|
Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-190 |
114-070 |
112-314 |
|
R3 |
114-000 |
113-200 |
112-262 |
|
R2 |
113-130 |
113-130 |
112-245 |
|
R1 |
113-010 |
113-010 |
112-227 |
112-295 |
PP |
112-260 |
112-260 |
112-260 |
112-242 |
S1 |
112-140 |
112-140 |
112-193 |
112-105 |
S2 |
112-070 |
112-070 |
112-175 |
|
S3 |
111-200 |
111-270 |
112-158 |
|
S4 |
111-010 |
111-080 |
112-106 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-317 |
116-183 |
114-212 |
|
R3 |
115-307 |
115-173 |
114-121 |
|
R2 |
114-297 |
114-297 |
114-090 |
|
R1 |
114-163 |
114-163 |
114-060 |
114-230 |
PP |
113-287 |
113-287 |
113-287 |
114-000 |
S1 |
113-153 |
113-153 |
114-000 |
113-220 |
S2 |
112-277 |
112-277 |
113-290 |
|
S3 |
111-267 |
112-143 |
113-259 |
|
S4 |
110-257 |
111-133 |
113-168 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-228 |
2.618 |
114-237 |
1.618 |
114-047 |
1.000 |
113-250 |
0.618 |
113-177 |
HIGH |
113-060 |
0.618 |
112-307 |
0.500 |
112-285 |
0.382 |
112-263 |
LOW |
112-190 |
0.618 |
112-073 |
1.000 |
112-000 |
1.618 |
111-203 |
2.618 |
111-013 |
4.250 |
110-022 |
|
|
Fisher Pivots for day following 28-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112-285 |
113-110 |
PP |
112-260 |
113-037 |
S1 |
112-235 |
112-283 |
|