CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-315 |
114-080 |
0-085 |
0.2% |
112-085 |
High |
114-080 |
114-140 |
0-060 |
0.2% |
114-050 |
Low |
113-265 |
113-290 |
0-025 |
0.1% |
112-055 |
Close |
114-070 |
114-115 |
0-045 |
0.1% |
113-265 |
Range |
0-135 |
0-170 |
0-035 |
25.9% |
1-315 |
ATR |
0-220 |
0-216 |
-0-004 |
-1.6% |
0-000 |
Volume |
1,232,191 |
958,065 |
-274,126 |
-22.2% |
4,355,163 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-265 |
115-200 |
114-208 |
|
R3 |
115-095 |
115-030 |
114-162 |
|
R2 |
114-245 |
114-245 |
114-146 |
|
R1 |
114-180 |
114-180 |
114-131 |
114-212 |
PP |
114-075 |
114-075 |
114-075 |
114-091 |
S1 |
114-010 |
114-010 |
114-099 |
114-042 |
S2 |
113-225 |
113-225 |
114-084 |
|
S3 |
113-055 |
113-160 |
114-068 |
|
S4 |
112-205 |
112-310 |
114-022 |
|
|
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 |
116-222 |
2.618 |
115-265 |
1.618 |
115-095 |
1.000 |
114-310 |
0.618 |
114-245 |
HIGH |
114-140 |
0.618 |
114-075 |
0.500 |
114-055 |
0.382 |
114-035 |
LOW |
113-290 |
0.618 |
113-185 |
1.000 |
113-120 |
1.618 |
113-015 |
2.618 |
112-165 |
4.250 |
111-208 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
114-095 |
114-097 |
PP |
114-075 |
114-078 |
S1 |
114-055 |
114-060 |
|