CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 31-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
112-065 |
112-225 |
0-160 |
0.4% |
111-115 |
High |
112-065 |
112-225 |
0-160 |
0.4% |
112-065 |
Low |
112-065 |
112-225 |
0-160 |
0.4% |
110-275 |
Close |
112-065 |
112-225 |
0-160 |
0.4% |
112-065 |
Range |
|
|
|
|
|
ATR |
0-162 |
0-162 |
0-000 |
-0.1% |
0-000 |
Volume |
23,634 |
28,516 |
4,882 |
20.7% |
80,261 |
|
Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-225 |
112-225 |
112-225 |
|
R3 |
112-225 |
112-225 |
112-225 |
|
R2 |
112-225 |
112-225 |
112-225 |
|
R1 |
112-225 |
112-225 |
112-225 |
112-225 |
PP |
112-225 |
112-225 |
112-225 |
112-225 |
S1 |
112-225 |
112-225 |
112-225 |
112-225 |
S2 |
112-225 |
112-225 |
112-225 |
|
S3 |
112-225 |
112-225 |
112-225 |
|
S4 |
112-225 |
112-225 |
112-225 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-252 |
115-108 |
112-302 |
|
R3 |
114-142 |
113-318 |
112-183 |
|
R2 |
113-032 |
113-032 |
112-144 |
|
R1 |
112-208 |
112-208 |
112-104 |
112-280 |
PP |
111-242 |
111-242 |
111-242 |
111-278 |
S1 |
111-098 |
111-098 |
112-026 |
111-170 |
S2 |
110-132 |
110-132 |
111-306 |
|
S3 |
109-022 |
109-308 |
111-267 |
|
S4 |
107-232 |
108-198 |
111-148 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-225 |
2.618 |
112-225 |
1.618 |
112-225 |
1.000 |
112-225 |
0.618 |
112-225 |
HIGH |
112-225 |
0.618 |
112-225 |
0.500 |
112-225 |
0.382 |
112-225 |
LOW |
112-225 |
0.618 |
112-225 |
1.000 |
112-225 |
1.618 |
112-225 |
2.618 |
112-225 |
4.250 |
112-225 |
|
|
Fisher Pivots for day following 31-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
112-225 |
112-162 |
PP |
112-225 |
112-098 |
S1 |
112-225 |
112-035 |
|