CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115-165 |
116-020 |
0-175 |
0.5% |
116-195 |
High |
116-030 |
116-020 |
-0-010 |
0.0% |
118-020 |
Low |
115-165 |
116-020 |
0-175 |
0.5% |
115-165 |
Close |
116-030 |
116-020 |
-0-010 |
0.0% |
116-030 |
Range |
0-185 |
0-000 |
-0-185 |
-100.0% |
2-175 |
ATR |
0-194 |
0-181 |
-0-013 |
-6.8% |
0-000 |
Volume |
125,018 |
142,021 |
17,003 |
13.6% |
368,787 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-020 |
116-020 |
116-020 |
|
R3 |
116-020 |
116-020 |
116-020 |
|
R2 |
116-020 |
116-020 |
116-020 |
|
R1 |
116-020 |
116-020 |
116-020 |
116-020 |
PP |
116-020 |
116-020 |
116-020 |
116-020 |
S1 |
116-020 |
116-020 |
116-020 |
116-020 |
S2 |
116-020 |
116-020 |
116-020 |
|
S3 |
116-020 |
116-020 |
116-020 |
|
S4 |
116-020 |
116-020 |
116-020 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-063 |
122-222 |
117-158 |
|
R3 |
121-208 |
120-047 |
116-254 |
|
R2 |
119-033 |
119-033 |
116-179 |
|
R1 |
117-192 |
117-192 |
116-105 |
117-025 |
PP |
116-178 |
116-178 |
116-178 |
116-095 |
S1 |
115-017 |
115-017 |
115-275 |
114-170 |
S2 |
114-003 |
114-003 |
115-201 |
|
S3 |
111-148 |
112-162 |
115-126 |
|
S4 |
108-293 |
109-307 |
114-222 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-020 |
2.618 |
116-020 |
1.618 |
116-020 |
1.000 |
116-020 |
0.618 |
116-020 |
HIGH |
116-020 |
0.618 |
116-020 |
0.500 |
116-020 |
0.382 |
116-020 |
LOW |
116-020 |
0.618 |
116-020 |
1.000 |
116-020 |
1.618 |
116-020 |
2.618 |
116-020 |
4.250 |
116-020 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116-020 |
115-312 |
PP |
116-020 |
115-285 |
S1 |
116-020 |
115-258 |
|