CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-055 |
111-050 |
-1-005 |
-0.9% |
113-310 |
High |
112-055 |
111-295 |
-0-080 |
-0.2% |
113-310 |
Low |
111-125 |
111-050 |
-0-075 |
-0.2% |
111-050 |
Close |
111-155 |
111-050 |
-0-105 |
-0.3% |
111-050 |
Range |
0-250 |
0-245 |
-0-005 |
-2.0% |
2-260 |
ATR |
0-243 |
0-244 |
0-000 |
0.0% |
0-000 |
Volume |
1,062,737 |
1,110,600 |
47,863 |
4.5% |
5,569,077 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-227 |
113-063 |
111-185 |
|
R3 |
112-302 |
112-138 |
111-117 |
|
R2 |
112-057 |
112-057 |
111-095 |
|
R1 |
111-213 |
111-213 |
111-072 |
111-172 |
PP |
111-132 |
111-132 |
111-132 |
111-111 |
S1 |
110-288 |
110-288 |
111-028 |
110-248 |
S2 |
110-207 |
110-207 |
111-005 |
|
S3 |
109-282 |
110-043 |
110-303 |
|
S4 |
109-037 |
109-118 |
110-235 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-170 |
118-210 |
112-225 |
|
R3 |
117-230 |
115-270 |
111-298 |
|
R2 |
114-290 |
114-290 |
111-215 |
|
R1 |
113-010 |
113-010 |
111-132 |
112-180 |
PP |
112-030 |
112-030 |
112-030 |
111-275 |
S1 |
110-070 |
110-070 |
110-288 |
109-240 |
S2 |
109-090 |
109-090 |
110-205 |
|
S3 |
106-150 |
107-130 |
110-122 |
|
S4 |
103-210 |
104-190 |
109-195 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-056 |
2.618 |
113-296 |
1.618 |
113-051 |
1.000 |
112-220 |
0.618 |
112-126 |
HIGH |
111-295 |
0.618 |
111-201 |
0.500 |
111-172 |
0.382 |
111-144 |
LOW |
111-050 |
0.618 |
110-219 |
1.000 |
110-125 |
1.618 |
109-294 |
2.618 |
109-049 |
4.250 |
107-289 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-172 |
112-030 |
PP |
111-132 |
111-250 |
S1 |
111-091 |
111-150 |
|