CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
114-250 |
115-040 |
0-110 |
0.3% |
114-175 |
High |
114-250 |
115-130 |
0-200 |
0.5% |
114-270 |
Low |
114-250 |
115-040 |
0-110 |
0.3% |
114-050 |
Close |
114-250 |
115-130 |
0-200 |
0.5% |
114-235 |
Range |
0-000 |
0-090 |
0-090 |
|
0-220 |
ATR |
0-147 |
0-151 |
0-004 |
2.6% |
0-000 |
Volume |
79,639 |
64,182 |
-15,457 |
-19.4% |
358,366 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-050 |
116-020 |
115-180 |
|
R3 |
115-280 |
115-250 |
115-155 |
|
R2 |
115-190 |
115-190 |
115-146 |
|
R1 |
115-160 |
115-160 |
115-138 |
115-175 |
PP |
115-100 |
115-100 |
115-100 |
115-108 |
S1 |
115-070 |
115-070 |
115-122 |
115-085 |
S2 |
115-010 |
115-010 |
115-114 |
|
S3 |
114-240 |
114-300 |
115-105 |
|
S4 |
114-150 |
114-210 |
115-080 |
|
|
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 |
116-192 |
2.618 |
116-046 |
1.618 |
115-276 |
1.000 |
115-220 |
0.618 |
115-186 |
HIGH |
115-130 |
0.618 |
115-096 |
0.500 |
115-085 |
0.382 |
115-074 |
LOW |
115-040 |
0.618 |
114-304 |
1.000 |
114-270 |
1.618 |
114-214 |
2.618 |
114-124 |
4.250 |
113-298 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115-115 |
115-068 |
PP |
115-100 |
115-007 |
S1 |
115-085 |
114-265 |
|