CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
115-025 |
114-285 |
-0-060 |
-0.2% |
113-240 |
High |
115-110 |
115-160 |
0-050 |
0.1% |
114-175 |
Low |
114-270 |
114-275 |
0-005 |
0.0% |
113-240 |
Close |
115-075 |
115-160 |
0-085 |
0.2% |
114-115 |
Range |
0-160 |
0-205 |
0-045 |
28.1% |
0-255 |
ATR |
0-224 |
0-223 |
-0-001 |
-0.6% |
0-000 |
Volume |
991,569 |
974,771 |
-16,798 |
-1.7% |
4,055,666 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-067 |
116-318 |
115-273 |
|
R3 |
116-182 |
116-113 |
115-216 |
|
R2 |
115-297 |
115-297 |
115-198 |
|
R1 |
115-228 |
115-228 |
115-179 |
115-262 |
PP |
115-092 |
115-092 |
115-092 |
115-109 |
S1 |
115-023 |
115-023 |
115-141 |
115-058 |
S2 |
114-207 |
114-207 |
115-122 |
|
S3 |
114-002 |
114-138 |
115-104 |
|
S4 |
113-117 |
113-253 |
115-047 |
|
|
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 |
118-071 |
2.618 |
117-057 |
1.618 |
116-172 |
1.000 |
116-045 |
0.618 |
115-287 |
HIGH |
115-160 |
0.618 |
115-082 |
0.500 |
115-058 |
0.382 |
115-033 |
LOW |
114-275 |
0.618 |
114-148 |
1.000 |
114-070 |
1.618 |
113-263 |
2.618 |
113-058 |
4.250 |
112-044 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
115-126 |
115-090 |
PP |
115-092 |
115-020 |
S1 |
115-058 |
114-270 |
|