CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
112-035 |
112-145 |
0-110 |
0.3% |
111-240 |
High |
112-035 |
112-145 |
0-110 |
0.3% |
112-315 |
Low |
112-035 |
112-145 |
0-110 |
0.3% |
111-055 |
Close |
112-035 |
112-145 |
0-110 |
0.3% |
111-075 |
Range |
|
|
|
|
|
ATR |
0-146 |
0-143 |
-0-003 |
-1.8% |
0-000 |
Volume |
80,677 |
96,660 |
15,983 |
19.8% |
615,137 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-145 |
112-145 |
112-145 |
|
R3 |
112-145 |
112-145 |
112-145 |
|
R2 |
112-145 |
112-145 |
112-145 |
|
R1 |
112-145 |
112-145 |
112-145 |
112-145 |
PP |
112-145 |
112-145 |
112-145 |
112-145 |
S1 |
112-145 |
112-145 |
112-145 |
112-145 |
S2 |
112-145 |
112-145 |
112-145 |
|
S3 |
112-145 |
112-145 |
112-145 |
|
S4 |
112-145 |
112-145 |
112-145 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-075 |
116-015 |
112-074 |
|
R3 |
115-135 |
114-075 |
111-234 |
|
R2 |
113-195 |
113-195 |
111-181 |
|
R1 |
112-135 |
112-135 |
111-128 |
112-035 |
PP |
111-255 |
111-255 |
111-255 |
111-205 |
S1 |
110-195 |
110-195 |
111-022 |
110-095 |
S2 |
109-315 |
109-315 |
110-289 |
|
S3 |
108-055 |
108-255 |
110-236 |
|
S4 |
106-115 |
106-315 |
110-076 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-145 |
2.618 |
112-145 |
1.618 |
112-145 |
1.000 |
112-145 |
0.618 |
112-145 |
HIGH |
112-145 |
0.618 |
112-145 |
0.500 |
112-145 |
0.382 |
112-145 |
LOW |
112-145 |
0.618 |
112-145 |
1.000 |
112-145 |
1.618 |
112-145 |
2.618 |
112-145 |
4.250 |
112-145 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
112-145 |
112-099 |
PP |
112-145 |
112-053 |
S1 |
112-145 |
112-008 |
|