CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115-220 |
115-075 |
-0-145 |
-0.4% |
116-195 |
| High |
115-220 |
115-110 |
-0-110 |
-0.3% |
118-020 |
| Low |
115-180 |
115-005 |
-0-175 |
-0.5% |
115-165 |
| Close |
115-185 |
115-005 |
-0-180 |
-0.5% |
116-030 |
| Range |
0-040 |
0-105 |
0-065 |
162.5% |
2-175 |
| ATR |
0-179 |
0-179 |
0-000 |
0.0% |
0-000 |
| Volume |
63,066 |
57,543 |
-5,523 |
-8.8% |
368,787 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-035 |
115-285 |
115-063 |
|
| R3 |
115-250 |
115-180 |
115-034 |
|
| R2 |
115-145 |
115-145 |
115-024 |
|
| R1 |
115-075 |
115-075 |
115-015 |
115-058 |
| PP |
115-040 |
115-040 |
115-040 |
115-031 |
| S1 |
114-290 |
114-290 |
114-315 |
114-272 |
| S2 |
114-255 |
114-255 |
114-306 |
|
| S3 |
114-150 |
114-185 |
114-296 |
|
| S4 |
114-045 |
114-080 |
114-267 |
|
|
| 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 |
116-236 |
|
2.618 |
116-065 |
|
1.618 |
115-280 |
|
1.000 |
115-215 |
|
0.618 |
115-175 |
|
HIGH |
115-110 |
|
0.618 |
115-070 |
|
0.500 |
115-058 |
|
0.382 |
115-045 |
|
LOW |
115-005 |
|
0.618 |
114-260 |
|
1.000 |
114-220 |
|
1.618 |
114-155 |
|
2.618 |
114-050 |
|
4.250 |
113-199 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-058 |
115-172 |
| PP |
115-040 |
115-117 |
| S1 |
115-022 |
115-061 |
|