CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 11-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
111-240 |
112-315 |
1-075 |
1.1% |
113-090 |
High |
111-240 |
112-315 |
1-075 |
1.1% |
113-100 |
Low |
111-240 |
112-315 |
1-075 |
1.1% |
111-300 |
Close |
111-240 |
112-315 |
1-075 |
1.1% |
111-300 |
Range |
|
|
|
|
|
ATR |
0-116 |
0-136 |
0-020 |
17.3% |
0-000 |
Volume |
171,200 |
154,616 |
-16,584 |
-9.7% |
1,016,346 |
|
Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-315 |
112-315 |
112-315 |
|
R3 |
112-315 |
112-315 |
112-315 |
|
R2 |
112-315 |
112-315 |
112-315 |
|
R1 |
112-315 |
112-315 |
112-315 |
112-315 |
PP |
112-315 |
112-315 |
112-315 |
112-315 |
S1 |
112-315 |
112-315 |
112-315 |
112-315 |
S2 |
112-315 |
112-315 |
112-315 |
|
S3 |
112-315 |
112-315 |
112-315 |
|
S4 |
112-315 |
112-315 |
112-315 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-167 |
115-193 |
112-222 |
|
R3 |
115-047 |
114-073 |
112-101 |
|
R2 |
113-247 |
113-247 |
112-061 |
|
R1 |
112-273 |
112-273 |
112-020 |
112-200 |
PP |
112-127 |
112-127 |
112-127 |
112-090 |
S1 |
111-153 |
111-153 |
111-260 |
111-080 |
S2 |
111-007 |
111-007 |
111-219 |
|
S3 |
109-207 |
110-033 |
111-179 |
|
S4 |
108-087 |
108-233 |
111-058 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-315 |
2.618 |
112-315 |
1.618 |
112-315 |
1.000 |
112-315 |
0.618 |
112-315 |
HIGH |
112-315 |
0.618 |
112-315 |
0.500 |
112-315 |
0.382 |
112-315 |
LOW |
112-315 |
0.618 |
112-315 |
1.000 |
112-315 |
1.618 |
112-315 |
2.618 |
112-315 |
4.250 |
112-315 |
|
|
Fisher Pivots for day following 11-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
112-315 |
112-249 |
PP |
112-315 |
112-183 |
S1 |
112-315 |
112-118 |
|