CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-000 |
112-180 |
-0-140 |
-0.4% |
112-210 |
High |
113-035 |
113-010 |
-0-025 |
-0.1% |
114-140 |
Low |
112-055 |
112-100 |
0-045 |
0.1% |
112-200 |
Close |
112-095 |
112-180 |
0-085 |
0.2% |
114-000 |
Range |
0-300 |
0-230 |
-0-070 |
-23.3% |
1-260 |
ATR |
0-233 |
0-233 |
0-000 |
0.1% |
0-000 |
Volume |
1,156,379 |
986,309 |
-170,070 |
-14.7% |
6,428,952 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-253 |
114-127 |
112-306 |
|
R3 |
114-023 |
113-217 |
112-243 |
|
R2 |
113-113 |
113-113 |
112-222 |
|
R1 |
112-307 |
112-307 |
112-201 |
112-295 |
PP |
112-203 |
112-203 |
112-203 |
112-198 |
S1 |
112-077 |
112-077 |
112-159 |
112-065 |
S2 |
111-293 |
111-293 |
112-138 |
|
S3 |
111-063 |
111-167 |
112-117 |
|
S4 |
110-153 |
110-257 |
112-054 |
|
|
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 |
116-028 |
2.618 |
114-292 |
1.618 |
114-062 |
1.000 |
113-240 |
0.618 |
113-152 |
HIGH |
113-010 |
0.618 |
112-242 |
0.500 |
112-215 |
0.382 |
112-188 |
LOW |
112-100 |
0.618 |
111-278 |
1.000 |
111-190 |
1.618 |
111-048 |
2.618 |
110-138 |
4.250 |
109-082 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-215 |
113-022 |
PP |
112-203 |
112-288 |
S1 |
112-192 |
112-234 |
|