CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
114-180 |
115-025 |
0-165 |
0.5% |
113-240 |
High |
115-140 |
115-110 |
-0-030 |
-0.1% |
114-175 |
Low |
114-060 |
114-270 |
0-210 |
0.6% |
113-240 |
Close |
114-270 |
115-075 |
0-125 |
0.3% |
114-115 |
Range |
1-080 |
0-160 |
-0-240 |
-60.0% |
0-255 |
ATR |
0-229 |
0-224 |
-0-005 |
-2.2% |
0-000 |
Volume |
921,215 |
991,569 |
70,354 |
7.6% |
4,055,666 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-205 |
116-140 |
115-163 |
|
R3 |
116-045 |
115-300 |
115-119 |
|
R2 |
115-205 |
115-205 |
115-104 |
|
R1 |
115-140 |
115-140 |
115-090 |
115-172 |
PP |
115-045 |
115-045 |
115-045 |
115-061 |
S1 |
114-300 |
114-300 |
115-060 |
115-012 |
S2 |
114-205 |
114-205 |
115-046 |
|
S3 |
114-045 |
114-140 |
115-031 |
|
S4 |
113-205 |
113-300 |
114-307 |
|
|
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 |
117-150 |
2.618 |
116-209 |
1.618 |
116-049 |
1.000 |
115-270 |
0.618 |
115-209 |
HIGH |
115-110 |
0.618 |
115-049 |
0.500 |
115-030 |
0.382 |
115-011 |
LOW |
114-270 |
0.618 |
114-171 |
1.000 |
114-110 |
1.618 |
114-011 |
2.618 |
113-171 |
4.250 |
112-230 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
115-060 |
115-015 |
PP |
115-045 |
114-275 |
S1 |
115-030 |
114-215 |
|