CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-255 |
113-060 |
-0-195 |
-0.5% |
112-210 |
| High |
113-265 |
114-070 |
0-125 |
0.3% |
114-140 |
| Low |
113-025 |
113-055 |
0-030 |
0.1% |
112-200 |
| Close |
113-080 |
114-000 |
0-240 |
0.7% |
114-000 |
| Range |
0-240 |
1-015 |
0-095 |
39.6% |
1-260 |
| ATR |
0-208 |
0-217 |
0-009 |
4.4% |
0-000 |
| Volume |
1,508,631 |
1,098,603 |
-410,028 |
-27.2% |
6,428,952 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-300 |
116-165 |
114-184 |
|
| R3 |
115-285 |
115-150 |
114-092 |
|
| R2 |
114-270 |
114-270 |
114-061 |
|
| R1 |
114-135 |
114-135 |
114-031 |
114-202 |
| PP |
113-255 |
113-255 |
113-255 |
113-289 |
| S1 |
113-120 |
113-120 |
113-289 |
113-188 |
| S2 |
112-240 |
112-240 |
113-259 |
|
| S3 |
111-225 |
112-105 |
113-228 |
|
| S4 |
110-210 |
111-090 |
113-136 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-040 |
118-120 |
114-319 |
|
| R3 |
117-100 |
116-180 |
114-160 |
|
| R2 |
115-160 |
115-160 |
114-106 |
|
| R1 |
114-240 |
114-240 |
114-053 |
115-040 |
| PP |
113-220 |
113-220 |
113-220 |
113-280 |
| S1 |
112-300 |
112-300 |
113-267 |
113-100 |
| S2 |
111-280 |
111-280 |
113-214 |
|
| S3 |
110-020 |
111-040 |
113-160 |
|
| S4 |
108-080 |
109-100 |
113-001 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-214 |
|
2.618 |
116-307 |
|
1.618 |
115-292 |
|
1.000 |
115-085 |
|
0.618 |
114-277 |
|
HIGH |
114-070 |
|
0.618 |
113-262 |
|
0.500 |
113-222 |
|
0.382 |
113-183 |
|
LOW |
113-055 |
|
0.618 |
112-168 |
|
1.000 |
112-040 |
|
1.618 |
111-153 |
|
2.618 |
110-138 |
|
4.250 |
108-231 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-288 |
113-294 |
| PP |
113-255 |
113-268 |
| S1 |
113-222 |
113-242 |
|