CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-180 |
113-260 |
0-080 |
0.2% |
114-055 |
High |
113-245 |
113-260 |
0-015 |
0.0% |
116-010 |
Low |
113-130 |
113-105 |
-0-025 |
-0.1% |
113-195 |
Close |
113-245 |
113-150 |
-0-095 |
-0.3% |
113-195 |
Range |
0-115 |
0-155 |
0-040 |
34.8% |
2-135 |
ATR |
0-241 |
0-235 |
-0-006 |
-2.5% |
0-000 |
Volume |
1,086,041 |
718,554 |
-367,487 |
-33.8% |
6,162,104 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-317 |
114-228 |
113-235 |
|
R3 |
114-162 |
114-073 |
113-193 |
|
R2 |
114-007 |
114-007 |
113-178 |
|
R1 |
113-238 |
113-238 |
113-164 |
113-205 |
PP |
113-172 |
113-172 |
113-172 |
113-155 |
S1 |
113-083 |
113-083 |
113-136 |
113-050 |
S2 |
113-017 |
113-017 |
113-122 |
|
S3 |
112-182 |
112-248 |
113-107 |
|
S4 |
112-027 |
112-093 |
113-065 |
|
|
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 |
115-279 |
2.618 |
115-026 |
1.618 |
114-191 |
1.000 |
114-095 |
0.618 |
114-036 |
HIGH |
113-260 |
0.618 |
113-201 |
0.500 |
113-182 |
0.382 |
113-164 |
LOW |
113-105 |
0.618 |
113-009 |
1.000 |
112-270 |
1.618 |
112-174 |
2.618 |
112-019 |
4.250 |
111-086 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-182 |
113-242 |
PP |
113-172 |
113-212 |
S1 |
113-161 |
113-181 |
|