CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-100 |
112-210 |
0-110 |
0.3% |
113-110 |
High |
112-200 |
113-140 |
0-260 |
0.7% |
113-120 |
Low |
112-090 |
112-200 |
0-110 |
0.3% |
111-230 |
Close |
112-130 |
113-100 |
0-290 |
0.8% |
112-130 |
Range |
0-110 |
0-260 |
0-150 |
136.4% |
1-210 |
ATR |
0-175 |
0-186 |
0-011 |
6.3% |
0-000 |
Volume |
1,089,970 |
931,524 |
-158,446 |
-14.5% |
2,622,714 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-180 |
115-080 |
113-243 |
|
R3 |
114-240 |
114-140 |
113-172 |
|
R2 |
113-300 |
113-300 |
113-148 |
|
R1 |
113-200 |
113-200 |
113-124 |
113-250 |
PP |
113-040 |
113-040 |
113-040 |
113-065 |
S1 |
112-260 |
112-260 |
113-076 |
112-310 |
S2 |
112-100 |
112-100 |
113-052 |
|
S3 |
111-160 |
112-000 |
113-028 |
|
S4 |
110-220 |
111-060 |
112-277 |
|
|
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 |
116-285 |
2.618 |
115-181 |
1.618 |
114-241 |
1.000 |
114-080 |
0.618 |
113-301 |
HIGH |
113-140 |
0.618 |
113-041 |
0.500 |
113-010 |
0.382 |
112-299 |
LOW |
112-200 |
0.618 |
112-039 |
1.000 |
111-260 |
1.618 |
111-099 |
2.618 |
110-159 |
4.250 |
109-055 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-070 |
113-022 |
PP |
113-040 |
112-263 |
S1 |
113-010 |
112-185 |
|