CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 04-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
113-230 |
114-145 |
0-235 |
0.6% |
112-225 |
High |
113-230 |
114-145 |
0-235 |
0.6% |
114-145 |
Low |
113-230 |
114-120 |
0-210 |
0.6% |
112-225 |
Close |
113-230 |
114-120 |
0-210 |
0.6% |
114-120 |
Range |
0-000 |
0-025 |
0-025 |
|
1-240 |
ATR |
0-163 |
0-168 |
0-005 |
3.2% |
0-000 |
Volume |
40,450 |
37,126 |
-3,324 |
-8.2% |
121,068 |
|
Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-203 |
114-187 |
114-134 |
|
R3 |
114-178 |
114-162 |
114-127 |
|
R2 |
114-153 |
114-153 |
114-125 |
|
R1 |
114-137 |
114-137 |
114-122 |
114-132 |
PP |
114-128 |
114-128 |
114-128 |
114-126 |
S1 |
114-112 |
114-112 |
114-118 |
114-108 |
S2 |
114-103 |
114-103 |
114-115 |
|
S3 |
114-078 |
114-087 |
114-113 |
|
S4 |
114-053 |
114-062 |
114-106 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-030 |
118-155 |
115-108 |
|
R3 |
117-110 |
116-235 |
114-274 |
|
R2 |
115-190 |
115-190 |
114-223 |
|
R1 |
114-315 |
114-315 |
114-171 |
115-092 |
PP |
113-270 |
113-270 |
113-270 |
113-319 |
S1 |
113-075 |
113-075 |
114-069 |
113-172 |
S2 |
112-030 |
112-030 |
114-017 |
|
S3 |
110-110 |
111-155 |
113-286 |
|
S4 |
108-190 |
109-235 |
113-132 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-251 |
2.618 |
114-210 |
1.618 |
114-185 |
1.000 |
114-170 |
0.618 |
114-160 |
HIGH |
114-145 |
0.618 |
114-135 |
0.500 |
114-132 |
0.382 |
114-130 |
LOW |
114-120 |
0.618 |
114-105 |
1.000 |
114-095 |
1.618 |
114-080 |
2.618 |
114-055 |
4.250 |
114-014 |
|
|
Fisher Pivots for day following 04-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
114-132 |
114-084 |
PP |
114-128 |
114-048 |
S1 |
114-124 |
114-012 |
|