CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-140 |
112-230 |
0-090 |
0.3% |
111-110 |
High |
112-305 |
112-250 |
-0-055 |
-0.2% |
112-310 |
Low |
112-130 |
112-060 |
-0-070 |
-0.2% |
111-085 |
Close |
112-300 |
112-250 |
-0-050 |
-0.1% |
112-155 |
Range |
0-175 |
0-190 |
0-015 |
8.6% |
1-225 |
ATR |
0-235 |
0-236 |
0-000 |
0.1% |
0-000 |
Volume |
654,965 |
862,755 |
207,790 |
31.7% |
4,532,349 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-117 |
114-053 |
113-034 |
|
R3 |
113-247 |
113-183 |
112-302 |
|
R2 |
113-057 |
113-057 |
112-285 |
|
R1 |
112-313 |
112-313 |
112-267 |
113-025 |
PP |
112-187 |
112-187 |
112-187 |
112-202 |
S1 |
112-123 |
112-123 |
112-233 |
112-155 |
S2 |
111-317 |
111-317 |
112-215 |
|
S3 |
111-127 |
111-253 |
112-198 |
|
S4 |
110-257 |
111-063 |
112-146 |
|
|
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 |
115-098 |
2.618 |
114-107 |
1.618 |
113-237 |
1.000 |
113-120 |
0.618 |
113-047 |
HIGH |
112-250 |
0.618 |
112-177 |
0.500 |
112-155 |
0.382 |
112-133 |
LOW |
112-060 |
0.618 |
111-263 |
1.000 |
111-190 |
1.618 |
111-073 |
2.618 |
110-203 |
4.250 |
109-212 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-218 |
112-227 |
PP |
112-187 |
112-203 |
S1 |
112-155 |
112-180 |
|