CBOT 10-Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-140 |
114-060 |
0-240 |
0.7% |
113-180 |
High |
114-065 |
114-060 |
-0-005 |
0.0% |
114-065 |
Low |
113-140 |
113-135 |
-0-005 |
0.0% |
112-270 |
Close |
114-050 |
113-140 |
-0-230 |
-0.6% |
113-140 |
Range |
0-245 |
0-245 |
0-000 |
0.0% |
1-115 |
ATR |
0-243 |
0-243 |
0-000 |
0.1% |
0-000 |
Volume |
965,203 |
995,122 |
29,919 |
3.1% |
4,647,561 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-313 |
115-152 |
113-275 |
|
R3 |
115-068 |
114-227 |
113-207 |
|
R2 |
114-143 |
114-143 |
113-185 |
|
R1 |
113-302 |
113-302 |
113-162 |
113-260 |
PP |
113-218 |
113-218 |
113-218 |
113-198 |
S1 |
113-057 |
113-057 |
113-118 |
113-015 |
S2 |
112-293 |
112-293 |
113-095 |
|
S3 |
112-048 |
112-132 |
113-073 |
|
S4 |
111-123 |
111-207 |
113-005 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-183 |
116-277 |
114-059 |
|
R3 |
116-068 |
115-162 |
113-260 |
|
R2 |
114-273 |
114-273 |
113-220 |
|
R1 |
114-047 |
114-047 |
113-180 |
113-262 |
PP |
113-158 |
113-158 |
113-158 |
113-106 |
S1 |
112-252 |
112-252 |
113-100 |
112-148 |
S2 |
112-043 |
112-043 |
113-060 |
|
S3 |
110-248 |
111-137 |
113-020 |
|
S4 |
109-133 |
110-022 |
112-221 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-141 |
2.618 |
116-061 |
1.618 |
115-136 |
1.000 |
114-305 |
0.618 |
114-211 |
HIGH |
114-060 |
0.618 |
113-286 |
0.500 |
113-258 |
0.382 |
113-229 |
LOW |
113-135 |
0.618 |
112-304 |
1.000 |
112-210 |
1.618 |
112-059 |
2.618 |
111-134 |
4.250 |
110-054 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-258 |
113-168 |
PP |
113-218 |
113-158 |
S1 |
113-179 |
113-149 |
|