CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
116-195 |
117-290 |
1-095 |
1.1% |
114-250 |
High |
116-305 |
118-020 |
1-035 |
0.9% |
115-315 |
Low |
116-195 |
117-080 |
0-205 |
0.5% |
114-250 |
Close |
116-305 |
117-080 |
0-095 |
0.3% |
115-305 |
Range |
0-110 |
0-260 |
0-150 |
136.4% |
1-065 |
ATR |
0-158 |
0-172 |
0-014 |
8.9% |
0-000 |
Volume |
53,586 |
75,219 |
21,633 |
40.4% |
380,045 |
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-307 |
119-133 |
117-223 |
|
R3 |
119-047 |
118-193 |
117-152 |
|
R2 |
118-107 |
118-107 |
117-128 |
|
R1 |
117-253 |
117-253 |
117-104 |
117-210 |
PP |
117-167 |
117-167 |
117-167 |
117-145 |
S1 |
116-313 |
116-313 |
117-056 |
116-270 |
S2 |
116-227 |
116-227 |
117-032 |
|
S3 |
115-287 |
116-053 |
117-008 |
|
S4 |
115-027 |
115-113 |
116-257 |
|
|
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 |
121-165 |
2.618 |
120-061 |
1.618 |
119-121 |
1.000 |
118-280 |
0.618 |
118-181 |
HIGH |
118-020 |
0.618 |
117-241 |
0.500 |
117-210 |
0.382 |
117-179 |
LOW |
117-080 |
0.618 |
116-239 |
1.000 |
116-140 |
1.618 |
115-299 |
2.618 |
115-039 |
4.250 |
113-255 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
117-210 |
117-044 |
PP |
117-167 |
117-008 |
S1 |
117-123 |
116-292 |
|