CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 24-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
117-290 |
115-235 |
-2-055 |
-1.8% |
114-250 |
High |
118-020 |
115-235 |
-2-105 |
-2.0% |
115-315 |
Low |
117-080 |
115-235 |
-1-165 |
-1.3% |
114-250 |
Close |
117-080 |
115-235 |
-1-165 |
-1.3% |
115-305 |
Range |
0-260 |
0-000 |
-0-260 |
-100.0% |
1-065 |
ATR |
0-172 |
0-195 |
0-022 |
12.9% |
0-000 |
Volume |
75,219 |
114,964 |
39,745 |
52.8% |
380,045 |
|
Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-235 |
115-235 |
115-235 |
|
R3 |
115-235 |
115-235 |
115-235 |
|
R2 |
115-235 |
115-235 |
115-235 |
|
R1 |
115-235 |
115-235 |
115-235 |
115-235 |
PP |
115-235 |
115-235 |
115-235 |
115-235 |
S1 |
115-235 |
115-235 |
115-235 |
115-235 |
S2 |
115-235 |
115-235 |
115-235 |
|
S3 |
115-235 |
115-235 |
115-235 |
|
S4 |
115-235 |
115-235 |
115-235 |
|
|
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 |
115-235 |
2.618 |
115-235 |
1.618 |
115-235 |
1.000 |
115-235 |
0.618 |
115-235 |
HIGH |
115-235 |
0.618 |
115-235 |
0.500 |
115-235 |
0.382 |
115-235 |
LOW |
115-235 |
0.618 |
115-235 |
1.000 |
115-235 |
1.618 |
115-235 |
2.618 |
115-235 |
4.250 |
115-235 |
|
|
Fisher Pivots for day following 24-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115-235 |
116-288 |
PP |
115-235 |
116-163 |
S1 |
115-235 |
116-039 |
|