CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115-050 |
115-250 |
0-200 |
0.5% |
114-250 |
High |
115-275 |
115-315 |
0-040 |
0.1% |
115-315 |
Low |
115-050 |
115-245 |
0-195 |
0.5% |
114-250 |
Close |
115-275 |
115-305 |
0-030 |
0.1% |
115-305 |
Range |
0-225 |
0-070 |
-0-155 |
-68.9% |
1-065 |
ATR |
0-152 |
0-146 |
-0-006 |
-3.8% |
0-000 |
Volume |
59,843 |
79,169 |
19,326 |
32.3% |
380,045 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-178 |
116-152 |
116-024 |
|
R3 |
116-108 |
116-082 |
116-004 |
|
R2 |
116-038 |
116-038 |
115-318 |
|
R1 |
116-012 |
116-012 |
115-311 |
116-025 |
PP |
115-288 |
115-288 |
115-288 |
115-295 |
S1 |
115-262 |
115-262 |
115-299 |
115-275 |
S2 |
115-218 |
115-218 |
115-292 |
|
S3 |
115-148 |
115-192 |
115-286 |
|
S4 |
115-078 |
115-122 |
115-266 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-058 |
118-247 |
116-197 |
|
R3 |
117-313 |
117-182 |
116-091 |
|
R2 |
116-248 |
116-248 |
116-056 |
|
R1 |
116-117 |
116-117 |
116-020 |
116-182 |
PP |
115-183 |
115-183 |
115-183 |
115-216 |
S1 |
115-052 |
115-052 |
115-270 |
115-118 |
S2 |
114-118 |
114-118 |
115-234 |
|
S3 |
113-053 |
113-307 |
115-199 |
|
S4 |
111-308 |
112-242 |
115-093 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-292 |
2.618 |
116-178 |
1.618 |
116-108 |
1.000 |
116-065 |
0.618 |
116-038 |
HIGH |
115-315 |
0.618 |
115-288 |
0.500 |
115-280 |
0.382 |
115-272 |
LOW |
115-245 |
0.618 |
115-202 |
1.000 |
115-175 |
1.618 |
115-132 |
2.618 |
115-062 |
4.250 |
114-268 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115-297 |
115-264 |
PP |
115-288 |
115-223 |
S1 |
115-280 |
115-182 |
|