CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
113-200 |
113-230 |
0-030 |
0.1% |
111-115 |
| High |
113-245 |
113-230 |
-0-015 |
0.0% |
112-065 |
| Low |
113-200 |
113-230 |
0-030 |
0.1% |
110-275 |
| Close |
113-245 |
113-230 |
-0-015 |
0.0% |
112-065 |
| Range |
0-045 |
0-000 |
-0-045 |
-100.0% |
1-110 |
| ATR |
0-174 |
0-163 |
-0-011 |
-6.5% |
0-000 |
| Volume |
14,976 |
40,450 |
25,474 |
170.1% |
80,261 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-230 |
113-230 |
113-230 |
|
| R3 |
113-230 |
113-230 |
113-230 |
|
| R2 |
113-230 |
113-230 |
113-230 |
|
| R1 |
113-230 |
113-230 |
113-230 |
113-230 |
| PP |
113-230 |
113-230 |
113-230 |
113-230 |
| S1 |
113-230 |
113-230 |
113-230 |
113-230 |
| S2 |
113-230 |
113-230 |
113-230 |
|
| S3 |
113-230 |
113-230 |
113-230 |
|
| S4 |
113-230 |
113-230 |
113-230 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-252 |
115-108 |
112-302 |
|
| R3 |
114-142 |
113-318 |
112-183 |
|
| R2 |
113-032 |
113-032 |
112-144 |
|
| R1 |
112-208 |
112-208 |
112-104 |
112-280 |
| PP |
111-242 |
111-242 |
111-242 |
111-278 |
| S1 |
111-098 |
111-098 |
112-026 |
111-170 |
| S2 |
110-132 |
110-132 |
111-306 |
|
| S3 |
109-022 |
109-308 |
111-267 |
|
| S4 |
107-232 |
108-198 |
111-148 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-230 |
|
2.618 |
113-230 |
|
1.618 |
113-230 |
|
1.000 |
113-230 |
|
0.618 |
113-230 |
|
HIGH |
113-230 |
|
0.618 |
113-230 |
|
0.500 |
113-230 |
|
0.382 |
113-230 |
|
LOW |
113-230 |
|
0.618 |
113-230 |
|
1.000 |
113-230 |
|
1.618 |
113-230 |
|
2.618 |
113-230 |
|
4.250 |
113-230 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-230 |
113-178 |
| PP |
113-230 |
113-127 |
| S1 |
113-230 |
113-075 |
|