CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-000 |
113-275 |
0-275 |
0.8% |
112-085 |
High |
113-245 |
114-050 |
0-125 |
0.3% |
114-050 |
Low |
113-000 |
113-225 |
0-225 |
0.6% |
112-055 |
Close |
113-210 |
113-265 |
0-055 |
0.2% |
113-265 |
Range |
0-245 |
0-145 |
-0-100 |
-40.8% |
1-315 |
ATR |
0-241 |
0-236 |
-0-006 |
-2.4% |
0-000 |
Volume |
923,322 |
1,056,912 |
133,590 |
14.5% |
4,355,163 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-082 |
114-318 |
114-025 |
|
R3 |
114-257 |
114-173 |
113-305 |
|
R2 |
114-112 |
114-112 |
113-292 |
|
R1 |
114-028 |
114-028 |
113-278 |
113-318 |
PP |
113-287 |
113-287 |
113-287 |
113-271 |
S1 |
113-203 |
113-203 |
113-252 |
113-172 |
S2 |
113-142 |
113-142 |
113-238 |
|
S3 |
112-317 |
113-058 |
113-225 |
|
S4 |
112-172 |
112-233 |
113-185 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-108 |
118-182 |
114-294 |
|
R3 |
117-113 |
116-187 |
114-120 |
|
R2 |
115-118 |
115-118 |
114-061 |
|
R1 |
114-192 |
114-192 |
114-003 |
114-315 |
PP |
113-123 |
113-123 |
113-123 |
113-185 |
S1 |
112-197 |
112-197 |
113-207 |
113-000 |
S2 |
111-128 |
111-128 |
113-149 |
|
S3 |
109-133 |
110-202 |
113-090 |
|
S4 |
107-138 |
108-207 |
112-236 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-026 |
2.618 |
115-110 |
1.618 |
114-285 |
1.000 |
114-195 |
0.618 |
114-140 |
HIGH |
114-050 |
0.618 |
113-315 |
0.500 |
113-298 |
0.382 |
113-280 |
LOW |
113-225 |
0.618 |
113-135 |
1.000 |
113-080 |
1.618 |
112-310 |
2.618 |
112-165 |
4.250 |
111-249 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-298 |
113-195 |
PP |
113-287 |
113-125 |
S1 |
113-276 |
113-055 |
|