CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-260 |
113-020 |
-0-240 |
-0.7% |
114-055 |
High |
113-260 |
113-060 |
-0-200 |
-0.5% |
116-010 |
Low |
113-105 |
112-270 |
-0-155 |
-0.4% |
113-195 |
Close |
113-150 |
113-005 |
-0-145 |
-0.4% |
113-195 |
Range |
0-155 |
0-110 |
-0-045 |
-29.0% |
2-135 |
ATR |
0-235 |
0-232 |
-0-002 |
-1.1% |
0-000 |
Volume |
718,554 |
882,641 |
164,087 |
22.8% |
6,162,104 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-015 |
113-280 |
113-066 |
|
R3 |
113-225 |
113-170 |
113-035 |
|
R2 |
113-115 |
113-115 |
113-025 |
|
R1 |
113-060 |
113-060 |
113-015 |
113-032 |
PP |
113-005 |
113-005 |
113-005 |
112-311 |
S1 |
112-270 |
112-270 |
112-315 |
112-242 |
S2 |
112-215 |
112-215 |
112-305 |
|
S3 |
112-105 |
112-160 |
112-295 |
|
S4 |
111-315 |
112-050 |
112-264 |
|
|
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 |
114-208 |
2.618 |
114-028 |
1.618 |
113-238 |
1.000 |
113-170 |
0.618 |
113-128 |
HIGH |
113-060 |
0.618 |
113-018 |
0.500 |
113-005 |
0.382 |
112-312 |
LOW |
112-270 |
0.618 |
112-202 |
1.000 |
112-160 |
1.618 |
112-092 |
2.618 |
111-302 |
4.250 |
111-122 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-005 |
113-105 |
PP |
113-005 |
113-072 |
S1 |
113-005 |
113-038 |
|