CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
114-080 |
114-180 |
0-100 |
0.3% |
113-240 |
High |
114-140 |
115-140 |
1-000 |
0.9% |
114-175 |
Low |
113-290 |
114-060 |
0-090 |
0.2% |
113-240 |
Close |
114-115 |
114-270 |
0-155 |
0.4% |
114-115 |
Range |
0-170 |
1-080 |
0-230 |
135.3% |
0-255 |
ATR |
0-216 |
0-229 |
0-013 |
6.1% |
0-000 |
Volume |
958,065 |
921,215 |
-36,850 |
-3.8% |
4,055,666 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-183 |
117-307 |
115-170 |
|
R3 |
117-103 |
116-227 |
115-060 |
|
R2 |
116-023 |
116-023 |
115-023 |
|
R1 |
115-147 |
115-147 |
114-307 |
115-245 |
PP |
114-263 |
114-263 |
114-263 |
114-312 |
S1 |
114-067 |
114-067 |
114-233 |
114-165 |
S2 |
113-183 |
113-183 |
114-197 |
|
S3 |
112-103 |
112-307 |
114-160 |
|
S4 |
111-023 |
111-227 |
114-050 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-195 |
116-090 |
114-255 |
|
R3 |
115-260 |
115-155 |
114-185 |
|
R2 |
115-005 |
115-005 |
114-162 |
|
R1 |
114-220 |
114-220 |
114-138 |
114-272 |
PP |
114-070 |
114-070 |
114-070 |
114-096 |
S1 |
113-285 |
113-285 |
114-092 |
114-018 |
S2 |
113-135 |
113-135 |
114-068 |
|
S3 |
112-200 |
113-030 |
114-045 |
|
S4 |
111-265 |
112-095 |
113-295 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-240 |
2.618 |
118-227 |
1.618 |
117-147 |
1.000 |
116-220 |
0.618 |
116-067 |
HIGH |
115-140 |
0.618 |
114-307 |
0.500 |
114-260 |
0.382 |
114-213 |
LOW |
114-060 |
0.618 |
113-133 |
1.000 |
112-300 |
1.618 |
112-053 |
2.618 |
110-293 |
4.250 |
108-280 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
114-267 |
114-248 |
PP |
114-263 |
114-225 |
S1 |
114-260 |
114-202 |
|