CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
112-255 |
111-225 |
-1-030 |
-1.0% |
111-190 |
High |
112-255 |
111-225 |
-1-030 |
-1.0% |
112-255 |
Low |
112-255 |
111-225 |
-1-030 |
-1.0% |
111-190 |
Close |
112-255 |
111-225 |
-1-030 |
-1.0% |
111-225 |
Range |
|
|
|
|
|
ATR |
0-141 |
0-156 |
0-015 |
10.6% |
0-000 |
Volume |
50,000 |
50,292 |
292 |
0.6% |
367,647 |
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-225 |
111-225 |
111-225 |
|
R3 |
111-225 |
111-225 |
111-225 |
|
R2 |
111-225 |
111-225 |
111-225 |
|
R1 |
111-225 |
111-225 |
111-225 |
111-225 |
PP |
111-225 |
111-225 |
111-225 |
111-225 |
S1 |
111-225 |
111-225 |
111-225 |
111-225 |
S2 |
111-225 |
111-225 |
111-225 |
|
S3 |
111-225 |
111-225 |
111-225 |
|
S4 |
111-225 |
111-225 |
111-225 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-205 |
114-280 |
112-117 |
|
R3 |
114-140 |
113-215 |
112-011 |
|
R2 |
113-075 |
113-075 |
111-296 |
|
R1 |
112-150 |
112-150 |
111-260 |
112-272 |
PP |
112-010 |
112-010 |
112-010 |
112-071 |
S1 |
111-085 |
111-085 |
111-190 |
111-208 |
S2 |
110-265 |
110-265 |
111-154 |
|
S3 |
109-200 |
110-020 |
111-119 |
|
S4 |
108-135 |
108-275 |
111-013 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-225 |
2.618 |
111-225 |
1.618 |
111-225 |
1.000 |
111-225 |
0.618 |
111-225 |
HIGH |
111-225 |
0.618 |
111-225 |
0.500 |
111-225 |
0.382 |
111-225 |
LOW |
111-225 |
0.618 |
111-225 |
1.000 |
111-225 |
1.618 |
111-225 |
2.618 |
111-225 |
4.250 |
111-225 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
111-225 |
112-080 |
PP |
111-225 |
112-022 |
S1 |
111-225 |
111-283 |
|