CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
113-240 |
0-080 |
0.2% |
113-300 |
| High |
113-160 |
114-030 |
0-190 |
0.5% |
114-100 |
| Low |
113-090 |
113-240 |
0-150 |
0.4% |
113-090 |
| Close |
113-110 |
114-030 |
0-240 |
0.7% |
114-030 |
| Range |
0-070 |
0-110 |
0-040 |
57.1% |
1-010 |
| ATR |
0-148 |
0-154 |
0-007 |
4.5% |
0-000 |
| Volume |
152,172 |
151,838 |
-334 |
-0.2% |
522,300 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-003 |
114-287 |
114-090 |
|
| R3 |
114-213 |
114-177 |
114-060 |
|
| R2 |
114-103 |
114-103 |
114-050 |
|
| R1 |
114-067 |
114-067 |
114-040 |
114-085 |
| PP |
113-313 |
113-313 |
113-313 |
114-002 |
| S1 |
113-277 |
113-277 |
114-020 |
113-295 |
| S2 |
113-203 |
113-203 |
114-010 |
|
| S3 |
113-093 |
113-167 |
114-000 |
|
| S4 |
112-303 |
113-057 |
113-290 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-317 |
116-183 |
114-212 |
|
| R3 |
115-307 |
115-173 |
114-121 |
|
| R2 |
114-297 |
114-297 |
114-090 |
|
| R1 |
114-163 |
114-163 |
114-060 |
114-230 |
| PP |
113-287 |
113-287 |
113-287 |
114-000 |
| S1 |
113-153 |
113-153 |
114-000 |
113-220 |
| S2 |
112-277 |
112-277 |
113-290 |
|
| S3 |
111-267 |
112-143 |
113-259 |
|
| S4 |
110-257 |
111-133 |
113-168 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-178 |
|
2.618 |
114-318 |
|
1.618 |
114-208 |
|
1.000 |
114-140 |
|
0.618 |
114-098 |
|
HIGH |
114-030 |
|
0.618 |
113-308 |
|
0.500 |
113-295 |
|
0.382 |
113-282 |
|
LOW |
113-240 |
|
0.618 |
113-172 |
|
1.000 |
113-130 |
|
1.618 |
113-062 |
|
2.618 |
112-272 |
|
4.250 |
112-092 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-012 |
113-318 |
| PP |
113-313 |
113-287 |
| S1 |
113-295 |
113-255 |
|