CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 24-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-085 |
112-140 |
0-055 |
0.2% |
111-110 |
High |
112-200 |
112-305 |
0-105 |
0.3% |
112-310 |
Low |
112-055 |
112-130 |
0-075 |
0.2% |
111-085 |
Close |
112-080 |
112-300 |
0-220 |
0.6% |
112-155 |
Range |
0-145 |
0-175 |
0-030 |
20.7% |
1-225 |
ATR |
0-236 |
0-235 |
-0-001 |
-0.3% |
0-000 |
Volume |
857,209 |
654,965 |
-202,244 |
-23.6% |
4,532,349 |
|
Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-130 |
114-070 |
113-076 |
|
R3 |
113-275 |
113-215 |
113-028 |
|
R2 |
113-100 |
113-100 |
113-012 |
|
R1 |
113-040 |
113-040 |
112-316 |
113-070 |
PP |
112-245 |
112-245 |
112-245 |
112-260 |
S1 |
112-185 |
112-185 |
112-284 |
112-215 |
S2 |
112-070 |
112-070 |
112-268 |
|
S3 |
111-215 |
112-010 |
112-252 |
|
S4 |
111-040 |
111-155 |
112-204 |
|
|
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 |
115-089 |
2.618 |
114-123 |
1.618 |
113-268 |
1.000 |
113-160 |
0.618 |
113-093 |
HIGH |
112-305 |
0.618 |
112-238 |
0.500 |
112-218 |
0.382 |
112-197 |
LOW |
112-130 |
0.618 |
112-022 |
1.000 |
111-275 |
1.618 |
111-167 |
2.618 |
110-312 |
4.250 |
110-026 |
|
|
Fisher Pivots for day following 24-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-272 |
112-260 |
PP |
112-245 |
112-220 |
S1 |
112-218 |
112-180 |
|