CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 20-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-080 |
112-165 |
0-085 |
0.2% |
111-110 |
High |
112-310 |
112-195 |
-0-115 |
-0.3% |
112-310 |
Low |
111-260 |
112-075 |
0-135 |
0.4% |
111-085 |
Close |
111-275 |
112-155 |
0-200 |
0.6% |
112-155 |
Range |
1-050 |
0-120 |
-0-250 |
-67.6% |
1-225 |
ATR |
0-243 |
0-243 |
0-000 |
-0.1% |
0-000 |
Volume |
945,888 |
989,674 |
43,786 |
4.6% |
4,532,349 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-182 |
113-128 |
112-221 |
|
R3 |
113-062 |
113-008 |
112-188 |
|
R2 |
112-262 |
112-262 |
112-177 |
|
R1 |
112-208 |
112-208 |
112-166 |
112-175 |
PP |
112-142 |
112-142 |
112-142 |
112-125 |
S1 |
112-088 |
112-088 |
112-144 |
112-055 |
S2 |
112-022 |
112-022 |
112-133 |
|
S3 |
111-222 |
111-288 |
112-122 |
|
S4 |
111-102 |
111-168 |
112-089 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-112 |
116-198 |
113-135 |
|
R3 |
115-207 |
114-293 |
112-305 |
|
R2 |
113-302 |
113-302 |
112-255 |
|
R1 |
113-068 |
113-068 |
112-205 |
113-185 |
PP |
112-077 |
112-077 |
112-077 |
112-135 |
S1 |
111-163 |
111-163 |
112-105 |
111-280 |
S2 |
110-172 |
110-172 |
112-055 |
|
S3 |
108-267 |
109-258 |
112-005 |
|
S4 |
107-042 |
108-033 |
111-175 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-065 |
2.618 |
113-189 |
1.618 |
113-069 |
1.000 |
112-315 |
0.618 |
112-269 |
HIGH |
112-195 |
0.618 |
112-149 |
0.500 |
112-135 |
0.382 |
112-121 |
LOW |
112-075 |
0.618 |
112-001 |
1.000 |
111-275 |
1.618 |
111-201 |
2.618 |
111-081 |
4.250 |
110-205 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-148 |
112-145 |
PP |
112-142 |
112-135 |
S1 |
112-135 |
112-125 |
|