CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
112-145 |
112-255 |
0-110 |
0.3% |
111-240 |
| High |
112-145 |
112-255 |
0-110 |
0.3% |
112-315 |
| Low |
112-145 |
112-255 |
0-110 |
0.3% |
111-055 |
| Close |
112-145 |
112-255 |
0-110 |
0.3% |
111-075 |
| Range |
|
|
|
|
|
| ATR |
0-143 |
0-141 |
-0-002 |
-1.7% |
0-000 |
| Volume |
96,660 |
50,000 |
-46,660 |
-48.3% |
615,137 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-255 |
112-255 |
112-255 |
|
| R3 |
112-255 |
112-255 |
112-255 |
|
| R2 |
112-255 |
112-255 |
112-255 |
|
| R1 |
112-255 |
112-255 |
112-255 |
112-255 |
| PP |
112-255 |
112-255 |
112-255 |
112-255 |
| S1 |
112-255 |
112-255 |
112-255 |
112-255 |
| S2 |
112-255 |
112-255 |
112-255 |
|
| S3 |
112-255 |
112-255 |
112-255 |
|
| S4 |
112-255 |
112-255 |
112-255 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-075 |
116-015 |
112-074 |
|
| R3 |
115-135 |
114-075 |
111-234 |
|
| R2 |
113-195 |
113-195 |
111-181 |
|
| R1 |
112-135 |
112-135 |
111-128 |
112-035 |
| PP |
111-255 |
111-255 |
111-255 |
111-205 |
| S1 |
110-195 |
110-195 |
111-022 |
110-095 |
| S2 |
109-315 |
109-315 |
110-289 |
|
| S3 |
108-055 |
108-255 |
110-236 |
|
| S4 |
106-115 |
106-315 |
110-076 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-255 |
|
2.618 |
112-255 |
|
1.618 |
112-255 |
|
1.000 |
112-255 |
|
0.618 |
112-255 |
|
HIGH |
112-255 |
|
0.618 |
112-255 |
|
0.500 |
112-255 |
|
0.382 |
112-255 |
|
LOW |
112-255 |
|
0.618 |
112-255 |
|
1.000 |
112-255 |
|
1.618 |
112-255 |
|
2.618 |
112-255 |
|
4.250 |
112-255 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-255 |
112-218 |
| PP |
112-255 |
112-182 |
| S1 |
112-255 |
112-145 |
|