CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
114-100 |
114-270 |
0-170 |
0.5% |
112-225 |
High |
114-175 |
114-270 |
0-095 |
0.3% |
114-145 |
Low |
114-100 |
114-270 |
0-170 |
0.5% |
112-225 |
Close |
114-175 |
114-270 |
0-095 |
0.3% |
114-120 |
Range |
0-075 |
0-000 |
-0-075 |
-100.0% |
1-240 |
ATR |
0-154 |
0-150 |
-0-004 |
-2.7% |
0-000 |
Volume |
68,813 |
58,830 |
-9,983 |
-14.5% |
121,068 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-270 |
114-270 |
114-270 |
|
R3 |
114-270 |
114-270 |
114-270 |
|
R2 |
114-270 |
114-270 |
114-270 |
|
R1 |
114-270 |
114-270 |
114-270 |
114-270 |
PP |
114-270 |
114-270 |
114-270 |
114-270 |
S1 |
114-270 |
114-270 |
114-270 |
114-270 |
S2 |
114-270 |
114-270 |
114-270 |
|
S3 |
114-270 |
114-270 |
114-270 |
|
S4 |
114-270 |
114-270 |
114-270 |
|
|
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 |
114-270 |
2.618 |
114-270 |
1.618 |
114-270 |
1.000 |
114-270 |
0.618 |
114-270 |
HIGH |
114-270 |
0.618 |
114-270 |
0.500 |
114-270 |
0.382 |
114-270 |
LOW |
114-270 |
0.618 |
114-270 |
1.000 |
114-270 |
1.618 |
114-270 |
2.618 |
114-270 |
4.250 |
114-270 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
114-270 |
114-242 |
PP |
114-270 |
114-213 |
S1 |
114-270 |
114-185 |
|