CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
114-285 |
115-160 |
0-195 |
0.5% |
113-240 |
High |
115-160 |
115-270 |
0-110 |
0.3% |
114-175 |
Low |
114-275 |
115-130 |
0-175 |
0.5% |
113-240 |
Close |
115-160 |
115-215 |
0-055 |
0.1% |
114-115 |
Range |
0-205 |
0-140 |
-0-065 |
-31.7% |
0-255 |
ATR |
0-223 |
0-217 |
-0-006 |
-2.7% |
0-000 |
Volume |
974,771 |
930,863 |
-43,908 |
-4.5% |
4,055,666 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-305 |
116-240 |
115-292 |
|
R3 |
116-165 |
116-100 |
115-254 |
|
R2 |
116-025 |
116-025 |
115-241 |
|
R1 |
115-280 |
115-280 |
115-228 |
115-312 |
PP |
115-205 |
115-205 |
115-205 |
115-221 |
S1 |
115-140 |
115-140 |
115-202 |
115-172 |
S2 |
115-065 |
115-065 |
115-189 |
|
S3 |
114-245 |
115-000 |
115-176 |
|
S4 |
114-105 |
114-180 |
115-138 |
|
|
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 |
117-225 |
2.618 |
116-317 |
1.618 |
116-177 |
1.000 |
116-090 |
0.618 |
116-037 |
HIGH |
115-270 |
0.618 |
115-217 |
0.500 |
115-200 |
0.382 |
115-183 |
LOW |
115-130 |
0.618 |
115-043 |
1.000 |
114-310 |
1.618 |
114-223 |
2.618 |
114-083 |
4.250 |
113-175 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
115-210 |
115-180 |
PP |
115-205 |
115-145 |
S1 |
115-200 |
115-110 |
|