CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 12-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-180 |
112-055 |
-0-125 |
-0.3% |
112-210 |
High |
113-010 |
112-055 |
-0-275 |
-0.8% |
114-140 |
Low |
112-100 |
111-125 |
-0-295 |
-0.8% |
112-200 |
Close |
112-180 |
111-155 |
-1-025 |
-1.0% |
114-000 |
Range |
0-230 |
0-250 |
0-020 |
8.7% |
1-260 |
ATR |
0-233 |
0-243 |
0-010 |
4.3% |
0-000 |
Volume |
986,309 |
1,062,737 |
76,428 |
7.7% |
6,428,952 |
|
Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-008 |
113-172 |
111-292 |
|
R3 |
113-078 |
112-242 |
111-224 |
|
R2 |
112-148 |
112-148 |
111-201 |
|
R1 |
111-312 |
111-312 |
111-178 |
111-265 |
PP |
111-218 |
111-218 |
111-218 |
111-195 |
S1 |
111-062 |
111-062 |
111-132 |
111-015 |
S2 |
110-288 |
110-288 |
111-109 |
|
S3 |
110-038 |
110-132 |
111-086 |
|
S4 |
109-108 |
109-202 |
111-018 |
|
|
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 |
115-158 |
2.618 |
114-070 |
1.618 |
113-140 |
1.000 |
112-305 |
0.618 |
112-210 |
HIGH |
112-055 |
0.618 |
111-280 |
0.500 |
111-250 |
0.382 |
111-220 |
LOW |
111-125 |
0.618 |
110-290 |
1.000 |
110-195 |
1.618 |
110-040 |
2.618 |
109-110 |
4.250 |
108-022 |
|
|
Fisher Pivots for day following 12-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-250 |
112-080 |
PP |
111-218 |
111-318 |
S1 |
111-187 |
111-237 |
|