CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115-040 |
115-185 |
0-145 |
0.4% |
114-175 |
High |
115-130 |
115-185 |
0-055 |
0.1% |
114-270 |
Low |
115-040 |
115-100 |
0-060 |
0.2% |
114-050 |
Close |
115-130 |
115-110 |
-0-020 |
-0.1% |
114-235 |
Range |
0-090 |
0-085 |
-0-005 |
-5.6% |
0-220 |
ATR |
0-151 |
0-146 |
-0-005 |
-3.1% |
0-000 |
Volume |
64,182 |
97,212 |
33,030 |
51.5% |
358,366 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-067 |
116-013 |
115-157 |
|
R3 |
115-302 |
115-248 |
115-133 |
|
R2 |
115-217 |
115-217 |
115-126 |
|
R1 |
115-163 |
115-163 |
115-118 |
115-148 |
PP |
115-132 |
115-132 |
115-132 |
115-124 |
S1 |
115-078 |
115-078 |
115-102 |
115-062 |
S2 |
115-047 |
115-047 |
115-094 |
|
S3 |
114-282 |
114-313 |
115-087 |
|
S4 |
114-197 |
114-228 |
115-063 |
|
|
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 |
116-226 |
2.618 |
116-088 |
1.618 |
116-003 |
1.000 |
115-270 |
0.618 |
115-238 |
HIGH |
115-185 |
0.618 |
115-153 |
0.500 |
115-142 |
0.382 |
115-132 |
LOW |
115-100 |
0.618 |
115-047 |
1.000 |
115-015 |
1.618 |
114-282 |
2.618 |
114-197 |
4.250 |
114-059 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115-142 |
115-092 |
PP |
115-132 |
115-075 |
S1 |
115-121 |
115-058 |
|