CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115-185 |
115-050 |
-0-135 |
-0.4% |
114-175 |
High |
115-185 |
115-275 |
0-090 |
0.2% |
114-270 |
Low |
115-100 |
115-050 |
-0-050 |
-0.1% |
114-050 |
Close |
115-110 |
115-275 |
0-165 |
0.4% |
114-235 |
Range |
0-085 |
0-225 |
0-140 |
164.7% |
0-220 |
ATR |
0-146 |
0-152 |
0-006 |
3.9% |
0-000 |
Volume |
97,212 |
59,843 |
-37,369 |
-38.4% |
358,366 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-235 |
117-160 |
116-079 |
|
R3 |
117-010 |
116-255 |
116-017 |
|
R2 |
116-105 |
116-105 |
115-316 |
|
R1 |
116-030 |
116-030 |
115-296 |
116-068 |
PP |
115-200 |
115-200 |
115-200 |
115-219 |
S1 |
115-125 |
115-125 |
115-254 |
115-162 |
S2 |
114-295 |
114-295 |
115-234 |
|
S3 |
114-070 |
114-220 |
115-213 |
|
S4 |
113-165 |
113-315 |
115-151 |
|
|
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 |
118-271 |
2.618 |
117-224 |
1.618 |
116-319 |
1.000 |
116-180 |
0.618 |
116-094 |
HIGH |
115-275 |
0.618 |
115-189 |
0.500 |
115-162 |
0.382 |
115-136 |
LOW |
115-050 |
0.618 |
114-231 |
1.000 |
114-145 |
1.618 |
114-006 |
2.618 |
113-101 |
4.250 |
112-054 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115-238 |
115-236 |
PP |
115-200 |
115-197 |
S1 |
115-162 |
115-158 |
|