CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
116-090 |
-0-050 |
-0.1% |
116-020 |
| High |
116-140 |
116-090 |
-0-050 |
-0.1% |
116-070 |
| Low |
116-085 |
114-285 |
-1-120 |
-1.2% |
115-005 |
| Close |
116-100 |
115-155 |
-0-265 |
-0.7% |
116-010 |
| Range |
0-055 |
1-125 |
1-070 |
709.1% |
1-065 |
| ATR |
0-181 |
0-200 |
0-020 |
10.8% |
0-000 |
| Volume |
52,607 |
74,885 |
22,278 |
42.3% |
397,223 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-232 |
118-318 |
116-080 |
|
| R3 |
118-107 |
117-193 |
115-277 |
|
| R2 |
116-302 |
116-302 |
115-237 |
|
| R1 |
116-068 |
116-068 |
115-196 |
115-282 |
| PP |
115-177 |
115-177 |
115-177 |
115-124 |
| S1 |
114-263 |
114-263 |
115-114 |
114-158 |
| S2 |
114-052 |
114-052 |
115-073 |
|
| S3 |
112-247 |
113-138 |
115-033 |
|
| S4 |
111-122 |
112-013 |
114-230 |
|
|
| 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 |
122-061 |
|
2.618 |
119-295 |
|
1.618 |
118-170 |
|
1.000 |
117-215 |
|
0.618 |
117-045 |
|
HIGH |
116-090 |
|
0.618 |
115-240 |
|
0.500 |
115-188 |
|
0.382 |
115-135 |
|
LOW |
114-285 |
|
0.618 |
114-010 |
|
1.000 |
113-160 |
|
1.618 |
112-205 |
|
2.618 |
111-080 |
|
4.250 |
108-314 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-188 |
115-258 |
| PP |
115-177 |
115-223 |
| S1 |
115-166 |
115-189 |
|