CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
114-080 |
114-250 |
0-170 |
0.5% |
114-175 |
High |
114-240 |
114-250 |
0-010 |
0.0% |
114-270 |
Low |
114-080 |
114-250 |
0-170 |
0.5% |
114-050 |
Close |
114-235 |
114-250 |
0-015 |
0.0% |
114-235 |
Range |
0-160 |
0-000 |
-0-160 |
-100.0% |
0-220 |
ATR |
0-157 |
0-147 |
-0-010 |
-6.5% |
0-000 |
Volume |
83,612 |
79,639 |
-3,973 |
-4.8% |
358,366 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-250 |
114-250 |
114-250 |
|
R3 |
114-250 |
114-250 |
114-250 |
|
R2 |
114-250 |
114-250 |
114-250 |
|
R1 |
114-250 |
114-250 |
114-250 |
114-250 |
PP |
114-250 |
114-250 |
114-250 |
114-250 |
S1 |
114-250 |
114-250 |
114-250 |
114-250 |
S2 |
114-250 |
114-250 |
114-250 |
|
S3 |
114-250 |
114-250 |
114-250 |
|
S4 |
114-250 |
114-250 |
114-250 |
|
|
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 |
114-250 |
2.618 |
114-250 |
1.618 |
114-250 |
1.000 |
114-250 |
0.618 |
114-250 |
HIGH |
114-250 |
0.618 |
114-250 |
0.500 |
114-250 |
0.382 |
114-250 |
LOW |
114-250 |
0.618 |
114-250 |
1.000 |
114-250 |
1.618 |
114-250 |
2.618 |
114-250 |
4.250 |
114-250 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
114-250 |
114-217 |
PP |
114-250 |
114-183 |
S1 |
114-250 |
114-150 |
|