CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 30-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
112-205 |
112-185 |
-0-020 |
-0.1% |
113-095 |
High |
112-205 |
112-185 |
-0-020 |
-0.1% |
113-095 |
Low |
112-205 |
112-185 |
-0-020 |
-0.1% |
112-030 |
Close |
112-205 |
112-185 |
-0-020 |
-0.1% |
112-185 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
208,782 |
639,855 |
431,073 |
206.5% |
1,627,894 |
|
Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-185 |
112-185 |
112-185 |
|
R3 |
112-185 |
112-185 |
112-185 |
|
R2 |
112-185 |
112-185 |
112-185 |
|
R1 |
112-185 |
112-185 |
112-185 |
112-185 |
PP |
112-185 |
112-185 |
112-185 |
112-185 |
S1 |
112-185 |
112-185 |
112-185 |
112-185 |
S2 |
112-185 |
112-185 |
112-185 |
|
S3 |
112-185 |
112-185 |
112-185 |
|
S4 |
112-185 |
112-185 |
112-185 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-085 |
115-200 |
113-077 |
|
R3 |
115-020 |
114-135 |
112-291 |
|
R2 |
113-275 |
113-275 |
112-256 |
|
R1 |
113-070 |
113-070 |
112-220 |
112-300 |
PP |
112-210 |
112-210 |
112-210 |
112-165 |
S1 |
112-005 |
112-005 |
112-150 |
111-235 |
S2 |
111-145 |
111-145 |
112-114 |
|
S3 |
110-080 |
110-260 |
112-079 |
|
S4 |
109-015 |
109-195 |
111-293 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-185 |
2.618 |
112-185 |
1.618 |
112-185 |
1.000 |
112-185 |
0.618 |
112-185 |
HIGH |
112-185 |
0.618 |
112-185 |
0.500 |
112-185 |
0.382 |
112-185 |
LOW |
112-185 |
0.618 |
112-185 |
1.000 |
112-185 |
1.618 |
112-185 |
2.618 |
112-185 |
4.250 |
112-185 |
|
|
Fisher Pivots for day following 30-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
112-185 |
112-162 |
PP |
112-185 |
112-140 |
S1 |
112-185 |
112-118 |
|