CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-240 |
114-085 |
0-165 |
0.5% |
112-085 |
High |
114-035 |
114-175 |
0-140 |
0.4% |
114-050 |
Low |
113-240 |
113-275 |
0-035 |
0.1% |
112-055 |
Close |
113-295 |
113-280 |
-0-015 |
0.0% |
113-265 |
Range |
0-115 |
0-220 |
0-105 |
91.3% |
1-315 |
ATR |
0-227 |
0-226 |
0-000 |
-0.2% |
0-000 |
Volume |
963,868 |
901,542 |
-62,326 |
-6.5% |
4,355,163 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-050 |
115-225 |
114-081 |
|
R3 |
115-150 |
115-005 |
114-020 |
|
R2 |
114-250 |
114-250 |
114-000 |
|
R1 |
114-105 |
114-105 |
113-300 |
114-068 |
PP |
114-030 |
114-030 |
114-030 |
114-011 |
S1 |
113-205 |
113-205 |
113-260 |
113-168 |
S2 |
113-130 |
113-130 |
113-240 |
|
S3 |
112-230 |
112-305 |
113-220 |
|
S4 |
112-010 |
112-085 |
113-159 |
|
|
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 |
117-150 |
2.618 |
116-111 |
1.618 |
115-211 |
1.000 |
115-075 |
0.618 |
114-311 |
HIGH |
114-175 |
0.618 |
114-091 |
0.500 |
114-065 |
0.382 |
114-039 |
LOW |
113-275 |
0.618 |
113-139 |
1.000 |
113-055 |
1.618 |
112-239 |
2.618 |
112-019 |
4.250 |
110-300 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
114-065 |
114-040 |
PP |
114-030 |
114-013 |
S1 |
113-315 |
113-307 |
|