CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-060 |
113-310 |
0-250 |
0.7% |
112-210 |
High |
114-070 |
113-310 |
-0-080 |
-0.2% |
114-140 |
Low |
113-055 |
113-005 |
-0-050 |
-0.1% |
112-200 |
Close |
114-000 |
113-090 |
-0-230 |
-0.6% |
114-000 |
Range |
1-015 |
0-305 |
-0-030 |
-9.0% |
1-260 |
ATR |
0-217 |
0-224 |
0-007 |
3.2% |
0-000 |
Volume |
1,098,603 |
1,253,052 |
154,449 |
14.1% |
6,428,952 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-090 |
115-235 |
113-258 |
|
R3 |
115-105 |
114-250 |
113-174 |
|
R2 |
114-120 |
114-120 |
113-146 |
|
R1 |
113-265 |
113-265 |
113-118 |
113-200 |
PP |
113-135 |
113-135 |
113-135 |
113-102 |
S1 |
112-280 |
112-280 |
113-062 |
112-215 |
S2 |
112-150 |
112-150 |
113-034 |
|
S3 |
111-165 |
111-295 |
113-006 |
|
S4 |
110-180 |
110-310 |
112-242 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-040 |
118-120 |
114-319 |
|
R3 |
117-100 |
116-180 |
114-160 |
|
R2 |
115-160 |
115-160 |
114-106 |
|
R1 |
114-240 |
114-240 |
114-053 |
115-040 |
PP |
113-220 |
113-220 |
113-220 |
113-280 |
S1 |
112-300 |
112-300 |
113-267 |
113-100 |
S2 |
111-280 |
111-280 |
113-214 |
|
S3 |
110-020 |
111-040 |
113-160 |
|
S4 |
108-080 |
109-100 |
113-001 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-006 |
2.618 |
116-148 |
1.618 |
115-163 |
1.000 |
114-295 |
0.618 |
114-178 |
HIGH |
113-310 |
0.618 |
113-193 |
0.500 |
113-158 |
0.382 |
113-122 |
LOW |
113-005 |
0.618 |
112-137 |
1.000 |
112-020 |
1.618 |
111-152 |
2.618 |
110-167 |
4.250 |
108-309 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-158 |
113-198 |
PP |
113-135 |
113-162 |
S1 |
113-112 |
113-126 |
|