CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-310 |
113-000 |
-0-310 |
-0.9% |
112-210 |
High |
113-310 |
113-035 |
-0-275 |
-0.8% |
114-140 |
Low |
113-005 |
112-055 |
-0-270 |
-0.7% |
112-200 |
Close |
113-090 |
112-095 |
-0-315 |
-0.9% |
114-000 |
Range |
0-305 |
0-300 |
-0-005 |
-1.6% |
1-260 |
ATR |
0-224 |
0-233 |
0-009 |
4.2% |
0-000 |
Volume |
1,253,052 |
1,156,379 |
-96,673 |
-7.7% |
6,428,952 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-108 |
114-242 |
112-260 |
|
R3 |
114-128 |
113-262 |
112-178 |
|
R2 |
113-148 |
113-148 |
112-150 |
|
R1 |
112-282 |
112-282 |
112-122 |
112-225 |
PP |
112-168 |
112-168 |
112-168 |
112-140 |
S1 |
111-302 |
111-302 |
112-068 |
111-245 |
S2 |
111-188 |
111-188 |
112-040 |
|
S3 |
110-208 |
111-002 |
112-012 |
|
S4 |
109-228 |
110-022 |
111-250 |
|
|
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 |
117-030 |
2.618 |
115-180 |
1.618 |
114-200 |
1.000 |
114-015 |
0.618 |
113-220 |
HIGH |
113-035 |
0.618 |
112-240 |
0.500 |
112-205 |
0.382 |
112-170 |
LOW |
112-055 |
0.618 |
111-190 |
1.000 |
111-075 |
1.618 |
110-210 |
2.618 |
109-230 |
4.250 |
108-060 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-205 |
113-062 |
PP |
112-168 |
112-287 |
S1 |
112-132 |
112-191 |
|