CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-220 |
111-295 |
0-075 |
0.2% |
113-310 |
High |
111-290 |
112-160 |
0-190 |
0.5% |
113-310 |
Low |
111-135 |
111-295 |
0-160 |
0.4% |
111-050 |
Close |
111-240 |
112-130 |
0-210 |
0.6% |
111-050 |
Range |
0-155 |
0-185 |
0-030 |
19.4% |
2-260 |
ATR |
0-233 |
0-234 |
0-000 |
0.2% |
0-000 |
Volume |
645,503 |
944,876 |
299,373 |
46.4% |
5,569,077 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-003 |
113-252 |
112-232 |
|
R3 |
113-138 |
113-067 |
112-181 |
|
R2 |
112-273 |
112-273 |
112-164 |
|
R1 |
112-202 |
112-202 |
112-147 |
112-238 |
PP |
112-088 |
112-088 |
112-088 |
112-106 |
S1 |
112-017 |
112-017 |
112-113 |
112-052 |
S2 |
111-223 |
111-223 |
112-096 |
|
S3 |
111-038 |
111-152 |
112-079 |
|
S4 |
110-173 |
110-287 |
112-028 |
|
|
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 |
114-306 |
2.618 |
114-004 |
1.618 |
113-139 |
1.000 |
113-025 |
0.618 |
112-274 |
HIGH |
112-160 |
0.618 |
112-089 |
0.500 |
112-068 |
0.382 |
112-046 |
LOW |
111-295 |
0.618 |
111-181 |
1.000 |
111-110 |
1.618 |
110-316 |
2.618 |
110-131 |
4.250 |
109-149 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-109 |
112-074 |
PP |
112-088 |
112-018 |
S1 |
112-068 |
111-282 |
|