CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114-175 |
114-100 |
-0-075 |
-0.2% |
112-225 |
| High |
114-175 |
114-175 |
0-000 |
0.0% |
114-145 |
| Low |
114-175 |
114-100 |
-0-075 |
-0.2% |
112-225 |
| Close |
114-175 |
114-175 |
0-000 |
0.0% |
114-120 |
| Range |
0-000 |
0-075 |
0-075 |
|
1-240 |
| ATR |
0-160 |
0-154 |
-0-006 |
-3.8% |
0-000 |
| Volume |
69,231 |
68,813 |
-418 |
-0.6% |
121,068 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-055 |
115-030 |
114-216 |
|
| R3 |
114-300 |
114-275 |
114-196 |
|
| R2 |
114-225 |
114-225 |
114-189 |
|
| R1 |
114-200 |
114-200 |
114-182 |
114-212 |
| PP |
114-150 |
114-150 |
114-150 |
114-156 |
| S1 |
114-125 |
114-125 |
114-168 |
114-138 |
| S2 |
114-075 |
114-075 |
114-161 |
|
| S3 |
114-000 |
114-050 |
114-154 |
|
| S4 |
113-245 |
113-295 |
114-134 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-030 |
118-155 |
115-108 |
|
| R3 |
117-110 |
116-235 |
114-274 |
|
| R2 |
115-190 |
115-190 |
114-223 |
|
| R1 |
114-315 |
114-315 |
114-171 |
115-092 |
| PP |
113-270 |
113-270 |
113-270 |
113-319 |
| S1 |
113-075 |
113-075 |
114-069 |
113-172 |
| S2 |
112-030 |
112-030 |
114-017 |
|
| S3 |
110-110 |
111-155 |
113-286 |
|
| S4 |
108-190 |
109-235 |
113-132 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-174 |
|
2.618 |
115-051 |
|
1.618 |
114-296 |
|
1.000 |
114-250 |
|
0.618 |
114-221 |
|
HIGH |
114-175 |
|
0.618 |
114-146 |
|
0.500 |
114-138 |
|
0.382 |
114-129 |
|
LOW |
114-100 |
|
0.618 |
114-054 |
|
1.000 |
114-025 |
|
1.618 |
113-299 |
|
2.618 |
113-224 |
|
4.250 |
113-101 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-162 |
114-162 |
| PP |
114-150 |
114-150 |
| S1 |
114-138 |
114-138 |
|