CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-210 |
113-170 |
0-280 |
0.8% |
113-110 |
High |
113-140 |
114-080 |
0-260 |
0.7% |
113-120 |
Low |
112-200 |
112-300 |
0-100 |
0.3% |
111-230 |
Close |
113-100 |
114-050 |
0-270 |
0.7% |
112-130 |
Range |
0-260 |
1-100 |
0-160 |
61.5% |
1-210 |
ATR |
0-186 |
0-203 |
0-017 |
9.0% |
0-000 |
Volume |
931,524 |
1,245,253 |
313,729 |
33.7% |
2,622,714 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-230 |
117-080 |
114-281 |
|
R3 |
116-130 |
115-300 |
114-166 |
|
R2 |
115-030 |
115-030 |
114-127 |
|
R1 |
114-200 |
114-200 |
114-088 |
114-275 |
PP |
113-250 |
113-250 |
113-250 |
113-288 |
S1 |
113-100 |
113-100 |
114-012 |
113-175 |
S2 |
112-150 |
112-150 |
113-293 |
|
S3 |
111-050 |
112-000 |
113-254 |
|
S4 |
109-270 |
110-220 |
113-139 |
|
|
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 |
119-265 |
2.618 |
117-220 |
1.618 |
116-120 |
1.000 |
115-180 |
0.618 |
115-020 |
HIGH |
114-080 |
0.618 |
113-240 |
0.500 |
113-190 |
0.382 |
113-140 |
LOW |
112-300 |
0.618 |
112-040 |
1.000 |
111-200 |
1.618 |
110-260 |
2.618 |
109-160 |
4.250 |
107-115 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-310 |
113-275 |
PP |
113-250 |
113-180 |
S1 |
113-190 |
113-085 |
|