CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
115-120 |
115-160 |
0-040 |
0.1% |
114-180 |
High |
116-010 |
115-160 |
-0-170 |
-0.5% |
115-270 |
Low |
115-110 |
114-240 |
-0-190 |
-0.5% |
114-060 |
Close |
115-135 |
114-280 |
-0-175 |
-0.5% |
114-135 |
Range |
0-220 |
0-240 |
0-020 |
9.1% |
1-210 |
ATR |
0-251 |
0-250 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,229,133 |
1,203,722 |
-25,411 |
-2.1% |
4,895,299 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-093 |
116-267 |
115-092 |
|
R3 |
116-173 |
116-027 |
115-026 |
|
R2 |
115-253 |
115-253 |
115-004 |
|
R1 |
115-107 |
115-107 |
114-302 |
115-060 |
PP |
115-013 |
115-013 |
115-013 |
114-310 |
S1 |
114-187 |
114-187 |
114-258 |
114-140 |
S2 |
114-093 |
114-093 |
114-236 |
|
S3 |
113-173 |
113-267 |
114-214 |
|
S4 |
112-253 |
113-027 |
114-148 |
|
|
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 |
118-220 |
2.618 |
117-148 |
1.618 |
116-228 |
1.000 |
116-080 |
0.618 |
115-308 |
HIGH |
115-160 |
0.618 |
115-068 |
0.500 |
115-040 |
0.382 |
115-012 |
LOW |
114-240 |
0.618 |
114-092 |
1.000 |
114-000 |
1.618 |
113-172 |
2.618 |
112-252 |
4.250 |
111-180 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
115-040 |
115-032 |
PP |
115-013 |
115-008 |
S1 |
114-307 |
114-304 |
|