CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-215 |
116-055 |
0-160 |
0.4% |
116-020 |
| High |
115-260 |
116-230 |
0-290 |
0.8% |
116-070 |
| Low |
115-210 |
116-055 |
0-165 |
0.4% |
115-005 |
| Close |
115-255 |
116-135 |
0-200 |
0.5% |
116-010 |
| Range |
0-050 |
0-175 |
0-125 |
250.0% |
1-065 |
| ATR |
0-182 |
0-190 |
0-008 |
4.4% |
0-000 |
| Volume |
103,369 |
49,650 |
-53,719 |
-52.0% |
397,223 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-025 |
117-255 |
116-231 |
|
| R3 |
117-170 |
117-080 |
116-183 |
|
| R2 |
116-315 |
116-315 |
116-167 |
|
| R1 |
116-225 |
116-225 |
116-151 |
116-270 |
| PP |
116-140 |
116-140 |
116-140 |
116-162 |
| S1 |
116-050 |
116-050 |
116-119 |
116-095 |
| S2 |
115-285 |
115-285 |
116-103 |
|
| S3 |
115-110 |
115-195 |
116-087 |
|
| S4 |
114-255 |
115-020 |
116-039 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
118-288 |
116-222 |
|
| R3 |
118-052 |
117-223 |
116-116 |
|
| R2 |
116-307 |
116-307 |
116-081 |
|
| R1 |
116-158 |
116-158 |
116-045 |
116-040 |
| PP |
115-242 |
115-242 |
115-242 |
115-182 |
| S1 |
115-093 |
115-093 |
115-295 |
114-295 |
| S2 |
114-177 |
114-177 |
115-259 |
|
| S3 |
113-112 |
114-028 |
115-224 |
|
| S4 |
112-047 |
112-283 |
115-118 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-014 |
|
2.618 |
118-048 |
|
1.618 |
117-193 |
|
1.000 |
117-085 |
|
0.618 |
117-018 |
|
HIGH |
116-230 |
|
0.618 |
116-163 |
|
0.500 |
116-142 |
|
0.382 |
116-122 |
|
LOW |
116-055 |
|
0.618 |
115-267 |
|
1.000 |
115-200 |
|
1.618 |
115-092 |
|
2.618 |
114-237 |
|
4.250 |
113-271 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-142 |
116-110 |
| PP |
116-140 |
116-085 |
| S1 |
116-138 |
116-060 |
|