CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-110 |
111-220 |
0-110 |
0.3% |
113-310 |
High |
111-210 |
111-290 |
0-080 |
0.2% |
113-310 |
Low |
111-085 |
111-135 |
0-050 |
0.1% |
111-050 |
Close |
111-115 |
111-240 |
0-125 |
0.4% |
111-050 |
Range |
0-125 |
0-155 |
0-030 |
24.0% |
2-260 |
ATR |
0-238 |
0-233 |
-0-004 |
-1.9% |
0-000 |
Volume |
1,006,408 |
645,503 |
-360,905 |
-35.9% |
5,569,077 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-047 |
112-298 |
112-005 |
|
R3 |
112-212 |
112-143 |
111-283 |
|
R2 |
112-057 |
112-057 |
111-268 |
|
R1 |
111-308 |
111-308 |
111-254 |
112-022 |
PP |
111-222 |
111-222 |
111-222 |
111-239 |
S1 |
111-153 |
111-153 |
111-226 |
111-188 |
S2 |
111-067 |
111-067 |
111-212 |
|
S3 |
110-232 |
110-318 |
111-197 |
|
S4 |
110-077 |
110-163 |
111-155 |
|
|
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 |
113-309 |
2.618 |
113-056 |
1.618 |
112-221 |
1.000 |
112-125 |
0.618 |
112-066 |
HIGH |
111-290 |
0.618 |
111-231 |
0.500 |
111-212 |
0.382 |
111-194 |
LOW |
111-135 |
0.618 |
111-039 |
1.000 |
110-300 |
1.618 |
110-204 |
2.618 |
110-049 |
4.250 |
109-116 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-231 |
111-218 |
PP |
111-222 |
111-195 |
S1 |
111-212 |
111-172 |
|