CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-205 |
114-055 |
-1-150 |
-1.3% |
114-180 |
| High |
115-220 |
115-105 |
-0-115 |
-0.3% |
115-270 |
| Low |
114-085 |
114-055 |
-0-030 |
-0.1% |
114-060 |
| Close |
114-135 |
114-310 |
0-175 |
0.5% |
114-135 |
| Range |
1-135 |
1-050 |
-0-085 |
-18.7% |
1-210 |
| ATR |
0-234 |
0-244 |
0-010 |
4.1% |
0-000 |
| Volume |
1,076,881 |
1,389,877 |
312,996 |
29.1% |
4,895,299 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-093 |
117-252 |
115-194 |
|
| R3 |
117-043 |
116-202 |
115-092 |
|
| R2 |
115-313 |
115-313 |
115-058 |
|
| R1 |
115-152 |
115-152 |
115-024 |
115-232 |
| PP |
114-263 |
114-263 |
114-263 |
114-304 |
| S1 |
114-102 |
114-102 |
114-276 |
114-182 |
| S2 |
113-213 |
113-213 |
114-242 |
|
| S3 |
112-163 |
113-052 |
114-208 |
|
| S4 |
111-113 |
112-002 |
114-106 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-252 |
118-243 |
115-106 |
|
| R3 |
118-042 |
117-033 |
114-281 |
|
| R2 |
116-152 |
116-152 |
114-232 |
|
| R1 |
115-143 |
115-143 |
114-184 |
115-042 |
| PP |
114-262 |
114-262 |
114-262 |
114-211 |
| S1 |
113-253 |
113-253 |
114-086 |
113-152 |
| S2 |
113-052 |
113-052 |
114-038 |
|
| S3 |
111-162 |
112-043 |
113-309 |
|
| S4 |
109-272 |
110-153 |
113-164 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-078 |
|
2.618 |
118-114 |
|
1.618 |
117-064 |
|
1.000 |
116-155 |
|
0.618 |
116-014 |
|
HIGH |
115-105 |
|
0.618 |
114-284 |
|
0.500 |
114-240 |
|
0.382 |
114-196 |
|
LOW |
114-055 |
|
0.618 |
113-146 |
|
1.000 |
113-005 |
|
1.618 |
112-096 |
|
2.618 |
111-046 |
|
4.250 |
109-082 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-287 |
115-002 |
| PP |
114-263 |
114-318 |
| S1 |
114-240 |
114-314 |
|