CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
115-160 |
114-235 |
-0-245 |
-0.7% |
114-180 |
High |
115-160 |
114-235 |
-0-245 |
-0.7% |
115-270 |
Low |
114-240 |
113-275 |
-0-285 |
-0.8% |
114-060 |
Close |
114-280 |
113-285 |
-0-315 |
-0.9% |
114-135 |
Range |
0-240 |
0-280 |
0-040 |
16.7% |
1-210 |
ATR |
0-250 |
0-255 |
0-005 |
2.1% |
0-000 |
Volume |
1,203,722 |
1,168,307 |
-35,415 |
-2.9% |
4,895,299 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-252 |
116-068 |
114-119 |
|
R3 |
115-292 |
115-108 |
114-042 |
|
R2 |
115-012 |
115-012 |
114-016 |
|
R1 |
114-148 |
114-148 |
113-311 |
114-100 |
PP |
114-052 |
114-052 |
114-052 |
114-028 |
S1 |
113-188 |
113-188 |
113-259 |
113-140 |
S2 |
113-092 |
113-092 |
113-234 |
|
S3 |
112-132 |
112-228 |
113-208 |
|
S4 |
111-172 |
111-268 |
113-131 |
|
|
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 |
118-145 |
2.618 |
117-008 |
1.618 |
116-048 |
1.000 |
115-195 |
0.618 |
115-088 |
HIGH |
114-235 |
0.618 |
114-128 |
0.500 |
114-095 |
0.382 |
114-062 |
LOW |
113-275 |
0.618 |
113-102 |
1.000 |
112-315 |
1.618 |
112-142 |
2.618 |
111-182 |
4.250 |
110-045 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
114-095 |
114-302 |
PP |
114-052 |
114-190 |
S1 |
114-008 |
114-078 |
|