CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-050 |
111-110 |
0-060 |
0.2% |
113-310 |
High |
111-295 |
111-210 |
-0-085 |
-0.2% |
113-310 |
Low |
111-050 |
111-085 |
0-035 |
0.1% |
111-050 |
Close |
111-050 |
111-115 |
0-065 |
0.2% |
111-050 |
Range |
0-245 |
0-125 |
-0-120 |
-49.0% |
2-260 |
ATR |
0-244 |
0-238 |
-0-006 |
-2.5% |
0-000 |
Volume |
1,110,600 |
1,006,408 |
-104,192 |
-9.4% |
5,569,077 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-192 |
112-118 |
111-184 |
|
R3 |
112-067 |
111-313 |
111-149 |
|
R2 |
111-262 |
111-262 |
111-138 |
|
R1 |
111-188 |
111-188 |
111-126 |
111-225 |
PP |
111-137 |
111-137 |
111-137 |
111-155 |
S1 |
111-063 |
111-063 |
111-104 |
111-100 |
S2 |
111-012 |
111-012 |
111-092 |
|
S3 |
110-207 |
110-258 |
111-081 |
|
S4 |
110-082 |
110-133 |
111-046 |
|
|
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 |
113-101 |
2.618 |
112-217 |
1.618 |
112-092 |
1.000 |
112-015 |
0.618 |
111-287 |
HIGH |
111-210 |
0.618 |
111-162 |
0.500 |
111-148 |
0.382 |
111-133 |
LOW |
111-085 |
0.618 |
111-008 |
1.000 |
110-280 |
1.618 |
110-203 |
2.618 |
110-078 |
4.250 |
109-194 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-148 |
111-212 |
PP |
111-137 |
111-180 |
S1 |
111-126 |
111-148 |
|