CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115-275 |
116-055 |
0-100 |
0.3% |
115-215 |
High |
116-165 |
116-105 |
-0-060 |
-0.2% |
116-230 |
Low |
115-275 |
115-120 |
-0-155 |
-0.4% |
114-285 |
Close |
116-075 |
115-240 |
-0-155 |
-0.4% |
116-005 |
Range |
0-210 |
0-305 |
0-095 |
45.2% |
1-265 |
ATR |
0-199 |
0-207 |
0-008 |
3.8% |
0-000 |
Volume |
1,197,638 |
1,020,230 |
-177,408 |
-14.8% |
348,625 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-217 |
118-053 |
116-088 |
|
R3 |
117-232 |
117-068 |
116-004 |
|
R2 |
116-247 |
116-247 |
115-296 |
|
R1 |
116-083 |
116-083 |
115-268 |
116-012 |
PP |
115-262 |
115-262 |
115-262 |
115-226 |
S1 |
115-098 |
115-098 |
115-212 |
115-028 |
S2 |
114-277 |
114-277 |
115-184 |
|
S3 |
113-292 |
114-113 |
115-156 |
|
S4 |
112-307 |
113-128 |
115-072 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-115 |
120-165 |
117-007 |
|
R3 |
119-170 |
118-220 |
116-166 |
|
R2 |
117-225 |
117-225 |
116-112 |
|
R1 |
116-275 |
116-275 |
116-059 |
117-090 |
PP |
115-280 |
115-280 |
115-280 |
116-028 |
S1 |
115-010 |
115-010 |
115-271 |
115-145 |
S2 |
114-015 |
114-015 |
115-218 |
|
S3 |
112-070 |
113-065 |
115-164 |
|
S4 |
110-125 |
111-120 |
115-003 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-121 |
2.618 |
118-263 |
1.618 |
117-278 |
1.000 |
117-090 |
0.618 |
116-293 |
HIGH |
116-105 |
0.618 |
115-308 |
0.500 |
115-272 |
0.382 |
115-237 |
LOW |
115-120 |
0.618 |
114-252 |
1.000 |
114-135 |
1.618 |
113-267 |
2.618 |
112-282 |
4.250 |
111-104 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115-272 |
115-302 |
PP |
115-262 |
115-282 |
S1 |
115-251 |
115-261 |
|