CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 26-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-230 |
113-000 |
0-090 |
0.2% |
111-110 |
High |
112-250 |
113-245 |
0-315 |
0.9% |
112-310 |
Low |
112-060 |
113-000 |
0-260 |
0.7% |
111-085 |
Close |
112-250 |
113-210 |
0-280 |
0.8% |
112-155 |
Range |
0-190 |
0-245 |
0-055 |
28.9% |
1-225 |
ATR |
0-236 |
0-241 |
0-006 |
2.4% |
0-000 |
Volume |
862,755 |
923,322 |
60,567 |
7.0% |
4,532,349 |
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-247 |
115-153 |
114-025 |
|
R3 |
115-002 |
114-228 |
113-277 |
|
R2 |
114-077 |
114-077 |
113-255 |
|
R1 |
113-303 |
113-303 |
113-232 |
114-030 |
PP |
113-152 |
113-152 |
113-152 |
113-175 |
S1 |
113-058 |
113-058 |
113-188 |
113-105 |
S2 |
112-227 |
112-227 |
113-165 |
|
S3 |
111-302 |
112-133 |
113-143 |
|
S4 |
111-057 |
111-208 |
113-075 |
|
|
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 |
117-006 |
2.618 |
115-246 |
1.618 |
115-001 |
1.000 |
114-170 |
0.618 |
114-076 |
HIGH |
113-245 |
0.618 |
113-151 |
0.500 |
113-122 |
0.382 |
113-094 |
LOW |
113-000 |
0.618 |
112-169 |
1.000 |
112-075 |
1.618 |
111-244 |
2.618 |
110-319 |
4.250 |
109-239 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-181 |
113-138 |
PP |
113-152 |
113-065 |
S1 |
113-122 |
112-312 |
|