CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
116-020 |
115-220 |
-0-120 |
-0.3% |
116-195 |
High |
116-020 |
115-220 |
-0-120 |
-0.3% |
118-020 |
Low |
116-020 |
115-180 |
-0-160 |
-0.4% |
115-165 |
Close |
116-020 |
115-185 |
-0-155 |
-0.4% |
116-030 |
Range |
0-000 |
0-040 |
0-040 |
|
2-175 |
ATR |
0-181 |
0-179 |
-0-001 |
-0.8% |
0-000 |
Volume |
142,021 |
63,066 |
-78,955 |
-55.6% |
368,787 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-315 |
115-290 |
115-207 |
|
R3 |
115-275 |
115-250 |
115-196 |
|
R2 |
115-235 |
115-235 |
115-192 |
|
R1 |
115-210 |
115-210 |
115-189 |
115-202 |
PP |
115-195 |
115-195 |
115-195 |
115-191 |
S1 |
115-170 |
115-170 |
115-181 |
115-162 |
S2 |
115-155 |
115-155 |
115-178 |
|
S3 |
115-115 |
115-130 |
115-174 |
|
S4 |
115-075 |
115-090 |
115-163 |
|
|
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 |
116-070 |
2.618 |
116-005 |
1.618 |
115-285 |
1.000 |
115-260 |
0.618 |
115-245 |
HIGH |
115-220 |
0.618 |
115-205 |
0.500 |
115-200 |
0.382 |
115-195 |
LOW |
115-180 |
0.618 |
115-155 |
1.000 |
115-140 |
1.618 |
115-115 |
2.618 |
115-075 |
4.250 |
115-010 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115-200 |
115-258 |
PP |
115-195 |
115-233 |
S1 |
115-190 |
115-209 |
|