CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
111-225 |
111-115 |
-0-110 |
-0.3% |
111-190 |
| High |
111-225 |
111-115 |
-0-110 |
-0.3% |
112-255 |
| Low |
111-225 |
111-115 |
-0-110 |
-0.3% |
111-190 |
| Close |
111-225 |
111-115 |
-0-110 |
-0.3% |
111-225 |
| Range |
|
|
|
|
|
| ATR |
0-156 |
0-153 |
-0-003 |
-2.1% |
0-000 |
| Volume |
50,292 |
29,895 |
-20,397 |
-40.6% |
367,647 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-115 |
111-115 |
111-115 |
|
| R3 |
111-115 |
111-115 |
111-115 |
|
| R2 |
111-115 |
111-115 |
111-115 |
|
| R1 |
111-115 |
111-115 |
111-115 |
111-115 |
| PP |
111-115 |
111-115 |
111-115 |
111-115 |
| S1 |
111-115 |
111-115 |
111-115 |
111-115 |
| S2 |
111-115 |
111-115 |
111-115 |
|
| S3 |
111-115 |
111-115 |
111-115 |
|
| S4 |
111-115 |
111-115 |
111-115 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-205 |
114-280 |
112-117 |
|
| R3 |
114-140 |
113-215 |
112-011 |
|
| R2 |
113-075 |
113-075 |
111-296 |
|
| R1 |
112-150 |
112-150 |
111-260 |
112-272 |
| PP |
112-010 |
112-010 |
112-010 |
112-071 |
| S1 |
111-085 |
111-085 |
111-190 |
111-208 |
| S2 |
110-265 |
110-265 |
111-154 |
|
| S3 |
109-200 |
110-020 |
111-119 |
|
| S4 |
108-135 |
108-275 |
111-013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-115 |
|
2.618 |
111-115 |
|
1.618 |
111-115 |
|
1.000 |
111-115 |
|
0.618 |
111-115 |
|
HIGH |
111-115 |
|
0.618 |
111-115 |
|
0.500 |
111-115 |
|
0.382 |
111-115 |
|
LOW |
111-115 |
|
0.618 |
111-115 |
|
1.000 |
111-115 |
|
1.618 |
111-115 |
|
2.618 |
111-115 |
|
4.250 |
111-115 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-115 |
112-025 |
| PP |
111-115 |
111-268 |
| S1 |
111-115 |
111-192 |
|