CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
115-160 |
115-205 |
0-045 |
0.1% |
114-180 |
High |
115-270 |
115-220 |
-0-050 |
-0.1% |
115-270 |
Low |
115-130 |
114-085 |
-1-045 |
-1.0% |
114-060 |
Close |
115-215 |
114-135 |
-1-080 |
-1.1% |
114-135 |
Range |
0-140 |
1-135 |
0-315 |
225.0% |
1-210 |
ATR |
0-217 |
0-234 |
0-017 |
7.8% |
0-000 |
Volume |
930,863 |
1,076,881 |
146,018 |
15.7% |
4,895,299 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-018 |
118-052 |
115-065 |
|
R3 |
117-203 |
116-237 |
114-260 |
|
R2 |
116-068 |
116-068 |
114-218 |
|
R1 |
115-102 |
115-102 |
114-177 |
115-018 |
PP |
114-253 |
114-253 |
114-253 |
114-211 |
S1 |
113-287 |
113-287 |
114-093 |
113-202 |
S2 |
113-118 |
113-118 |
114-052 |
|
S3 |
111-303 |
112-152 |
114-010 |
|
S4 |
110-168 |
111-017 |
113-205 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-252 |
118-243 |
115-106 |
|
R3 |
118-042 |
117-033 |
114-281 |
|
R2 |
116-152 |
116-152 |
114-232 |
|
R1 |
115-143 |
115-143 |
114-184 |
115-042 |
PP |
114-262 |
114-262 |
114-262 |
114-211 |
S1 |
113-253 |
113-253 |
114-086 |
113-152 |
S2 |
113-052 |
113-052 |
114-038 |
|
S3 |
111-162 |
112-043 |
113-309 |
|
S4 |
109-272 |
110-153 |
113-164 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-234 |
2.618 |
119-131 |
1.618 |
117-316 |
1.000 |
117-035 |
0.618 |
116-181 |
HIGH |
115-220 |
0.618 |
115-046 |
0.500 |
114-312 |
0.382 |
114-259 |
LOW |
114-085 |
0.618 |
113-124 |
1.000 |
112-270 |
1.618 |
111-309 |
2.618 |
110-174 |
4.250 |
108-071 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
114-312 |
115-018 |
PP |
114-253 |
114-270 |
S1 |
114-194 |
114-202 |
|