CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-170 |
114-045 |
0-195 |
0.5% |
113-110 |
High |
114-080 |
114-140 |
0-060 |
0.2% |
113-120 |
Low |
112-300 |
113-255 |
0-275 |
0.8% |
111-230 |
Close |
114-050 |
113-295 |
-0-075 |
-0.2% |
112-130 |
Range |
1-100 |
0-205 |
-0-215 |
-51.2% |
1-210 |
ATR |
0-203 |
0-203 |
0-000 |
0.1% |
0-000 |
Volume |
1,245,253 |
1,644,941 |
399,688 |
32.1% |
2,622,714 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-312 |
115-188 |
114-088 |
|
R3 |
115-107 |
114-303 |
114-031 |
|
R2 |
114-222 |
114-222 |
114-013 |
|
R1 |
114-098 |
114-098 |
113-314 |
114-058 |
PP |
114-017 |
114-017 |
114-017 |
113-316 |
S1 |
113-213 |
113-213 |
113-276 |
113-172 |
S2 |
113-132 |
113-132 |
113-257 |
|
S3 |
112-247 |
113-008 |
113-239 |
|
S4 |
112-042 |
112-123 |
113-182 |
|
|
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 |
117-051 |
2.618 |
116-037 |
1.618 |
115-152 |
1.000 |
115-025 |
0.618 |
114-267 |
HIGH |
114-140 |
0.618 |
114-062 |
0.500 |
114-038 |
0.382 |
114-013 |
LOW |
113-255 |
0.618 |
113-128 |
1.000 |
113-050 |
1.618 |
112-243 |
2.618 |
112-038 |
4.250 |
111-024 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
114-038 |
113-253 |
PP |
114-017 |
113-212 |
S1 |
113-316 |
113-170 |
|