CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113-100 |
112-245 |
-0-175 |
-0.5% |
113-095 |
| High |
113-100 |
112-245 |
-0-175 |
-0.5% |
113-095 |
| Low |
113-100 |
112-245 |
-0-175 |
-0.5% |
112-030 |
| Close |
113-100 |
112-245 |
-0-175 |
-0.5% |
112-185 |
| Range |
|
|
|
|
|
| ATR |
0-104 |
0-109 |
0-005 |
4.9% |
0-000 |
| Volume |
139,690 |
148,624 |
8,934 |
6.4% |
1,627,894 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-245 |
112-245 |
112-245 |
|
| R3 |
112-245 |
112-245 |
112-245 |
|
| R2 |
112-245 |
112-245 |
112-245 |
|
| R1 |
112-245 |
112-245 |
112-245 |
112-245 |
| PP |
112-245 |
112-245 |
112-245 |
112-245 |
| S1 |
112-245 |
112-245 |
112-245 |
112-245 |
| S2 |
112-245 |
112-245 |
112-245 |
|
| S3 |
112-245 |
112-245 |
112-245 |
|
| S4 |
112-245 |
112-245 |
112-245 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-085 |
115-200 |
113-077 |
|
| R3 |
115-020 |
114-135 |
112-291 |
|
| R2 |
113-275 |
113-275 |
112-256 |
|
| R1 |
113-070 |
113-070 |
112-220 |
112-300 |
| PP |
112-210 |
112-210 |
112-210 |
112-165 |
| S1 |
112-005 |
112-005 |
112-150 |
111-235 |
| S2 |
111-145 |
111-145 |
112-114 |
|
| S3 |
110-080 |
110-260 |
112-079 |
|
| S4 |
109-015 |
109-195 |
111-293 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-245 |
|
2.618 |
112-245 |
|
1.618 |
112-245 |
|
1.000 |
112-245 |
|
0.618 |
112-245 |
|
HIGH |
112-245 |
|
0.618 |
112-245 |
|
0.500 |
112-245 |
|
0.382 |
112-245 |
|
LOW |
112-245 |
|
0.618 |
112-245 |
|
1.000 |
112-245 |
|
1.618 |
112-245 |
|
2.618 |
112-245 |
|
4.250 |
112-245 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-245 |
113-012 |
| PP |
112-245 |
112-303 |
| S1 |
112-245 |
112-274 |
|