CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
112-050 |
113-000 |
0-270 |
0.8% |
112-160 |
| High |
112-050 |
113-000 |
0-270 |
0.8% |
112-310 |
| Low |
112-050 |
113-000 |
0-270 |
0.8% |
111-230 |
| Close |
112-050 |
113-000 |
0-270 |
0.8% |
112-050 |
| Range |
|
|
|
|
|
| ATR |
0-188 |
0-194 |
0-006 |
3.1% |
0-000 |
| Volume |
4,766 |
1,882 |
-2,884 |
-60.5% |
10,813 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-000 |
113-000 |
113-000 |
|
| R3 |
113-000 |
113-000 |
113-000 |
|
| R2 |
113-000 |
113-000 |
113-000 |
|
| R1 |
113-000 |
113-000 |
113-000 |
113-000 |
| PP |
113-000 |
113-000 |
113-000 |
113-000 |
| S1 |
113-000 |
113-000 |
113-000 |
113-000 |
| S2 |
113-000 |
113-000 |
113-000 |
|
| S3 |
113-000 |
113-000 |
113-000 |
|
| S4 |
113-000 |
113-000 |
113-000 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-010 |
115-110 |
112-270 |
|
| R3 |
114-250 |
114-030 |
112-160 |
|
| R2 |
113-170 |
113-170 |
112-123 |
|
| R1 |
112-270 |
112-270 |
112-087 |
112-180 |
| PP |
112-090 |
112-090 |
112-090 |
112-045 |
| S1 |
111-190 |
111-190 |
112-013 |
111-100 |
| S2 |
111-010 |
111-010 |
111-297 |
|
| S3 |
109-250 |
110-110 |
111-260 |
|
| S4 |
108-170 |
109-030 |
111-150 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-000 |
|
2.618 |
113-000 |
|
1.618 |
113-000 |
|
1.000 |
113-000 |
|
0.618 |
113-000 |
|
HIGH |
113-000 |
|
0.618 |
113-000 |
|
0.500 |
113-000 |
|
0.382 |
113-000 |
|
LOW |
113-000 |
|
0.618 |
113-000 |
|
1.000 |
113-000 |
|
1.618 |
113-000 |
|
2.618 |
113-000 |
|
4.250 |
113-000 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-000 |
112-275 |
| PP |
113-000 |
112-230 |
| S1 |
113-000 |
112-185 |
|