CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
114-055 |
115-120 |
1-065 |
1.1% |
114-180 |
High |
115-105 |
116-010 |
0-225 |
0.6% |
115-270 |
Low |
114-055 |
115-110 |
1-055 |
1.0% |
114-060 |
Close |
114-310 |
115-135 |
0-145 |
0.4% |
114-135 |
Range |
1-050 |
0-220 |
-0-150 |
-40.5% |
1-210 |
ATR |
0-244 |
0-251 |
0-007 |
2.8% |
0-000 |
Volume |
1,389,877 |
1,229,133 |
-160,744 |
-11.6% |
4,895,299 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-212 |
117-073 |
115-256 |
|
R3 |
116-312 |
116-173 |
115-196 |
|
R2 |
116-092 |
116-092 |
115-175 |
|
R1 |
115-273 |
115-273 |
115-155 |
116-022 |
PP |
115-192 |
115-192 |
115-192 |
115-226 |
S1 |
115-053 |
115-053 |
115-115 |
115-122 |
S2 |
114-292 |
114-292 |
115-095 |
|
S3 |
114-072 |
114-153 |
115-074 |
|
S4 |
113-172 |
113-253 |
115-014 |
|
|
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 |
118-305 |
2.618 |
117-266 |
1.618 |
117-046 |
1.000 |
116-230 |
0.618 |
116-146 |
HIGH |
116-010 |
0.618 |
115-246 |
0.500 |
115-220 |
0.382 |
115-194 |
LOW |
115-110 |
0.618 |
114-294 |
1.000 |
114-210 |
1.618 |
114-074 |
2.618 |
113-174 |
4.250 |
112-135 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
115-220 |
115-101 |
PP |
115-192 |
115-067 |
S1 |
115-163 |
115-032 |
|