CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
112-040 |
112-100 |
0-060 |
0.2% |
113-110 |
High |
112-050 |
112-200 |
0-150 |
0.4% |
113-120 |
Low |
111-230 |
112-090 |
0-180 |
0.5% |
111-230 |
Close |
112-050 |
112-130 |
0-080 |
0.2% |
112-130 |
Range |
0-140 |
0-110 |
-0-030 |
-21.4% |
1-210 |
ATR |
0-177 |
0-175 |
-0-002 |
-1.1% |
0-000 |
Volume |
820,167 |
1,089,970 |
269,803 |
32.9% |
2,622,714 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-150 |
113-090 |
112-190 |
|
R3 |
113-040 |
112-300 |
112-160 |
|
R2 |
112-250 |
112-250 |
112-150 |
|
R1 |
112-190 |
112-190 |
112-140 |
112-220 |
PP |
112-140 |
112-140 |
112-140 |
112-155 |
S1 |
112-080 |
112-080 |
112-120 |
112-110 |
S2 |
112-030 |
112-030 |
112-110 |
|
S3 |
111-240 |
111-290 |
112-100 |
|
S4 |
111-130 |
111-180 |
112-070 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-150 |
116-190 |
113-102 |
|
R3 |
115-260 |
114-300 |
112-276 |
|
R2 |
114-050 |
114-050 |
112-227 |
|
R1 |
113-090 |
113-090 |
112-179 |
112-285 |
PP |
112-160 |
112-160 |
112-160 |
112-098 |
S1 |
111-200 |
111-200 |
112-081 |
111-075 |
S2 |
110-270 |
110-270 |
112-033 |
|
S3 |
109-060 |
109-310 |
111-304 |
|
S4 |
107-170 |
108-100 |
111-158 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-028 |
2.618 |
113-168 |
1.618 |
113-058 |
1.000 |
112-310 |
0.618 |
112-268 |
HIGH |
112-200 |
0.618 |
112-158 |
0.500 |
112-145 |
0.382 |
112-132 |
LOW |
112-090 |
0.618 |
112-022 |
1.000 |
111-300 |
1.618 |
111-232 |
2.618 |
111-122 |
4.250 |
110-262 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112-145 |
112-145 |
PP |
112-140 |
112-140 |
S1 |
112-135 |
112-135 |
|