CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114-050 |
114-080 |
0-030 |
0.1% |
114-175 |
| High |
114-050 |
114-240 |
0-190 |
0.5% |
114-270 |
| Low |
114-050 |
114-080 |
0-030 |
0.1% |
114-050 |
| Close |
114-050 |
114-235 |
0-185 |
0.5% |
114-235 |
| Range |
0-000 |
0-160 |
0-160 |
|
0-220 |
| ATR |
0-155 |
0-157 |
0-003 |
1.6% |
0-000 |
| Volume |
77,880 |
83,612 |
5,732 |
7.4% |
358,366 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-025 |
115-290 |
115-003 |
|
| R3 |
115-185 |
115-130 |
114-279 |
|
| R2 |
115-025 |
115-025 |
114-264 |
|
| R1 |
114-290 |
114-290 |
114-250 |
114-318 |
| PP |
114-185 |
114-185 |
114-185 |
114-199 |
| S1 |
114-130 |
114-130 |
114-220 |
114-158 |
| S2 |
114-025 |
114-025 |
114-206 |
|
| S3 |
113-185 |
113-290 |
114-191 |
|
| S4 |
113-025 |
113-130 |
114-147 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-205 |
116-120 |
115-036 |
|
| R3 |
115-305 |
115-220 |
114-296 |
|
| R2 |
115-085 |
115-085 |
114-275 |
|
| R1 |
115-000 |
115-000 |
114-255 |
115-042 |
| PP |
114-185 |
114-185 |
114-185 |
114-206 |
| S1 |
114-100 |
114-100 |
114-215 |
114-142 |
| S2 |
113-285 |
113-285 |
114-195 |
|
| S3 |
113-065 |
113-200 |
114-174 |
|
| S4 |
112-165 |
112-300 |
114-114 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-280 |
|
2.618 |
116-019 |
|
1.618 |
115-179 |
|
1.000 |
115-080 |
|
0.618 |
115-019 |
|
HIGH |
114-240 |
|
0.618 |
114-179 |
|
0.500 |
114-160 |
|
0.382 |
114-141 |
|
LOW |
114-080 |
|
0.618 |
113-301 |
|
1.000 |
113-240 |
|
1.618 |
113-141 |
|
2.618 |
112-301 |
|
4.250 |
112-040 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-210 |
114-210 |
| PP |
114-185 |
114-185 |
| S1 |
114-160 |
114-160 |
|