CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
114-235 |
113-200 |
-1-035 |
-1.0% |
114-055 |
High |
114-235 |
114-060 |
-0-175 |
-0.5% |
116-010 |
Low |
113-275 |
113-195 |
-0-080 |
-0.2% |
113-195 |
Close |
113-285 |
113-195 |
-0-090 |
-0.2% |
113-195 |
Range |
0-280 |
0-185 |
-0-095 |
-33.9% |
2-135 |
ATR |
0-255 |
0-250 |
-0-005 |
-2.0% |
0-000 |
Volume |
1,168,307 |
1,171,065 |
2,758 |
0.2% |
6,162,104 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-172 |
115-048 |
113-297 |
|
R3 |
114-307 |
114-183 |
113-246 |
|
R2 |
114-122 |
114-122 |
113-229 |
|
R1 |
113-318 |
113-318 |
113-212 |
113-288 |
PP |
113-257 |
113-257 |
113-257 |
113-241 |
S1 |
113-133 |
113-133 |
113-178 |
113-102 |
S2 |
113-072 |
113-072 |
113-161 |
|
S3 |
112-207 |
112-268 |
113-144 |
|
S4 |
112-022 |
112-083 |
113-093 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-218 |
120-022 |
114-301 |
|
R3 |
119-083 |
117-207 |
114-088 |
|
R2 |
116-268 |
116-268 |
114-017 |
|
R1 |
115-072 |
115-072 |
113-266 |
114-262 |
PP |
114-133 |
114-133 |
114-133 |
114-069 |
S1 |
112-257 |
112-257 |
113-124 |
112-128 |
S2 |
111-318 |
111-318 |
113-053 |
|
S3 |
109-183 |
110-122 |
112-302 |
|
S4 |
107-048 |
107-307 |
112-089 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-206 |
2.618 |
115-224 |
1.618 |
115-039 |
1.000 |
114-245 |
0.618 |
114-174 |
HIGH |
114-060 |
0.618 |
113-309 |
0.500 |
113-288 |
0.382 |
113-266 |
LOW |
113-195 |
0.618 |
113-081 |
1.000 |
113-010 |
1.618 |
112-216 |
2.618 |
112-031 |
4.250 |
111-049 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-288 |
114-178 |
PP |
113-257 |
114-077 |
S1 |
113-226 |
113-296 |
|