CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115-250 |
116-195 |
0-265 |
0.7% |
114-250 |
High |
115-315 |
116-305 |
0-310 |
0.8% |
115-315 |
Low |
115-245 |
116-195 |
0-270 |
0.7% |
114-250 |
Close |
115-305 |
116-305 |
1-000 |
0.9% |
115-305 |
Range |
0-070 |
0-110 |
0-040 |
57.1% |
1-065 |
ATR |
0-146 |
0-158 |
0-012 |
8.5% |
0-000 |
Volume |
79,169 |
53,586 |
-25,583 |
-32.3% |
380,045 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-278 |
117-242 |
117-046 |
|
R3 |
117-168 |
117-132 |
117-015 |
|
R2 |
117-058 |
117-058 |
117-005 |
|
R1 |
117-022 |
117-022 |
116-315 |
117-040 |
PP |
116-268 |
116-268 |
116-268 |
116-278 |
S1 |
116-232 |
116-232 |
116-295 |
116-250 |
S2 |
116-158 |
116-158 |
116-285 |
|
S3 |
116-048 |
116-122 |
116-275 |
|
S4 |
115-258 |
116-012 |
116-244 |
|
|
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 |
118-132 |
2.618 |
117-273 |
1.618 |
117-163 |
1.000 |
117-095 |
0.618 |
117-053 |
HIGH |
116-305 |
0.618 |
116-263 |
0.500 |
116-250 |
0.382 |
116-237 |
LOW |
116-195 |
0.618 |
116-127 |
1.000 |
116-085 |
1.618 |
116-017 |
2.618 |
115-227 |
4.250 |
115-048 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116-287 |
116-209 |
PP |
116-268 |
116-113 |
S1 |
116-250 |
116-018 |
|