CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114-080 |
114-250 |
0-170 |
0.5% |
114-175 |
| High |
114-240 |
114-250 |
0-010 |
0.0% |
114-270 |
| Low |
114-080 |
114-250 |
0-170 |
0.5% |
114-050 |
| Close |
114-235 |
114-250 |
0-015 |
0.0% |
114-235 |
| Range |
0-160 |
0-000 |
-0-160 |
-100.0% |
0-220 |
| ATR |
0-157 |
0-147 |
-0-010 |
-6.5% |
0-000 |
| Volume |
83,612 |
79,639 |
-3,973 |
-4.8% |
358,366 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-250 |
114-250 |
114-250 |
|
| R3 |
114-250 |
114-250 |
114-250 |
|
| R2 |
114-250 |
114-250 |
114-250 |
|
| R1 |
114-250 |
114-250 |
114-250 |
114-250 |
| PP |
114-250 |
114-250 |
114-250 |
114-250 |
| S1 |
114-250 |
114-250 |
114-250 |
114-250 |
| S2 |
114-250 |
114-250 |
114-250 |
|
| S3 |
114-250 |
114-250 |
114-250 |
|
| S4 |
114-250 |
114-250 |
114-250 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-205 |
116-120 |
115-036 |
|
| R3 |
115-305 |
115-220 |
114-296 |
|
| R2 |
115-085 |
115-085 |
114-275 |
|
| R1 |
115-000 |
115-000 |
114-255 |
115-042 |
| PP |
114-185 |
114-185 |
114-185 |
114-206 |
| S1 |
114-100 |
114-100 |
114-215 |
114-142 |
| S2 |
113-285 |
113-285 |
114-195 |
|
| S3 |
113-065 |
113-200 |
114-174 |
|
| S4 |
112-165 |
112-300 |
114-114 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-250 |
|
2.618 |
114-250 |
|
1.618 |
114-250 |
|
1.000 |
114-250 |
|
0.618 |
114-250 |
|
HIGH |
114-250 |
|
0.618 |
114-250 |
|
0.500 |
114-250 |
|
0.382 |
114-250 |
|
LOW |
114-250 |
|
0.618 |
114-250 |
|
1.000 |
114-250 |
|
1.618 |
114-250 |
|
2.618 |
114-250 |
|
4.250 |
114-250 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-250 |
114-217 |
| PP |
114-250 |
114-183 |
| S1 |
114-250 |
114-150 |
|