CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 31-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115-075 |
115-275 |
0-200 |
0.5% |
116-195 |
High |
115-110 |
116-070 |
0-280 |
0.8% |
118-020 |
Low |
115-005 |
115-230 |
0-225 |
0.6% |
115-165 |
Close |
115-005 |
115-235 |
0-230 |
0.6% |
116-030 |
Range |
0-105 |
0-160 |
0-055 |
52.4% |
2-175 |
ATR |
0-179 |
0-194 |
0-015 |
8.2% |
0-000 |
Volume |
57,543 |
69,580 |
12,037 |
20.9% |
368,787 |
|
Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-125 |
117-020 |
116-003 |
|
R3 |
116-285 |
116-180 |
115-279 |
|
R2 |
116-125 |
116-125 |
115-264 |
|
R1 |
116-020 |
116-020 |
115-250 |
115-312 |
PP |
115-285 |
115-285 |
115-285 |
115-271 |
S1 |
115-180 |
115-180 |
115-220 |
115-152 |
S2 |
115-125 |
115-125 |
115-206 |
|
S3 |
114-285 |
115-020 |
115-191 |
|
S4 |
114-125 |
114-180 |
115-147 |
|
|
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 |
118-110 |
2.618 |
117-169 |
1.618 |
117-009 |
1.000 |
116-230 |
0.618 |
116-169 |
HIGH |
116-070 |
0.618 |
116-009 |
0.500 |
115-310 |
0.382 |
115-291 |
LOW |
115-230 |
0.618 |
115-131 |
1.000 |
115-070 |
1.618 |
114-291 |
2.618 |
114-131 |
4.250 |
113-190 |
|
|
Fisher Pivots for day following 31-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115-310 |
115-222 |
PP |
115-285 |
115-210 |
S1 |
115-260 |
115-198 |
|