CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-295 |
112-080 |
0-105 |
0.3% |
113-310 |
| High |
112-160 |
112-310 |
0-150 |
0.4% |
113-310 |
| Low |
111-295 |
111-260 |
-0-035 |
-0.1% |
111-050 |
| Close |
112-130 |
111-275 |
-0-175 |
-0.5% |
111-050 |
| Range |
0-185 |
1-050 |
0-185 |
100.0% |
2-260 |
| ATR |
0-234 |
0-243 |
0-010 |
4.2% |
0-000 |
| Volume |
944,876 |
945,888 |
1,012 |
0.1% |
5,569,077 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-218 |
114-297 |
112-158 |
|
| R3 |
114-168 |
113-247 |
112-057 |
|
| R2 |
113-118 |
113-118 |
112-023 |
|
| R1 |
112-197 |
112-197 |
111-309 |
112-132 |
| PP |
112-068 |
112-068 |
112-068 |
112-036 |
| S1 |
111-147 |
111-147 |
111-241 |
111-082 |
| S2 |
111-018 |
111-018 |
111-207 |
|
| S3 |
109-288 |
110-097 |
111-173 |
|
| S4 |
108-238 |
109-047 |
111-072 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-170 |
118-210 |
112-225 |
|
| R3 |
117-230 |
115-270 |
111-298 |
|
| R2 |
114-290 |
114-290 |
111-215 |
|
| R1 |
113-010 |
113-010 |
111-132 |
112-180 |
| PP |
112-030 |
112-030 |
112-030 |
111-275 |
| S1 |
110-070 |
110-070 |
110-288 |
109-240 |
| S2 |
109-090 |
109-090 |
110-205 |
|
| S3 |
106-150 |
107-130 |
110-122 |
|
| S4 |
103-210 |
104-190 |
109-195 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-282 |
|
2.618 |
115-319 |
|
1.618 |
114-269 |
|
1.000 |
114-040 |
|
0.618 |
113-219 |
|
HIGH |
112-310 |
|
0.618 |
112-169 |
|
0.500 |
112-125 |
|
0.382 |
112-081 |
|
LOW |
111-260 |
|
0.618 |
111-031 |
|
1.000 |
110-210 |
|
1.618 |
109-301 |
|
2.618 |
108-251 |
|
4.250 |
106-288 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-125 |
112-062 |
| PP |
112-068 |
112-027 |
| S1 |
112-012 |
111-311 |
|