CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-055 |
116-140 |
0-085 |
0.2% |
116-020 |
| High |
116-230 |
116-140 |
-0-090 |
-0.2% |
116-070 |
| Low |
116-055 |
116-085 |
0-030 |
0.1% |
115-005 |
| Close |
116-135 |
116-100 |
-0-035 |
-0.1% |
116-010 |
| Range |
0-175 |
0-055 |
-0-120 |
-68.6% |
1-065 |
| ATR |
0-190 |
0-181 |
-0-010 |
-5.1% |
0-000 |
| Volume |
49,650 |
52,607 |
2,957 |
6.0% |
397,223 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-273 |
116-242 |
116-130 |
|
| R3 |
116-218 |
116-187 |
116-115 |
|
| R2 |
116-163 |
116-163 |
116-110 |
|
| R1 |
116-132 |
116-132 |
116-105 |
116-120 |
| PP |
116-108 |
116-108 |
116-108 |
116-102 |
| S1 |
116-077 |
116-077 |
116-095 |
116-065 |
| S2 |
116-053 |
116-053 |
116-090 |
|
| S3 |
115-318 |
116-022 |
116-085 |
|
| S4 |
115-263 |
115-287 |
116-070 |
|
|
| 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 |
117-054 |
|
2.618 |
116-284 |
|
1.618 |
116-229 |
|
1.000 |
116-195 |
|
0.618 |
116-174 |
|
HIGH |
116-140 |
|
0.618 |
116-119 |
|
0.500 |
116-112 |
|
0.382 |
116-106 |
|
LOW |
116-085 |
|
0.618 |
116-051 |
|
1.000 |
116-030 |
|
1.618 |
115-316 |
|
2.618 |
115-261 |
|
4.250 |
115-171 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-112 |
116-087 |
| PP |
116-108 |
116-073 |
| S1 |
116-104 |
116-060 |
|