CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-275 |
116-010 |
0-055 |
0.1% |
116-020 |
| High |
116-070 |
116-010 |
-0-060 |
-0.2% |
116-070 |
| Low |
115-230 |
116-010 |
0-100 |
0.3% |
115-005 |
| Close |
115-235 |
116-010 |
0-095 |
0.3% |
116-010 |
| Range |
0-160 |
0-000 |
-0-160 |
-100.0% |
1-065 |
| ATR |
0-194 |
0-187 |
-0-007 |
-3.6% |
0-000 |
| Volume |
69,580 |
65,013 |
-4,567 |
-6.6% |
397,223 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-010 |
116-010 |
116-010 |
|
| R3 |
116-010 |
116-010 |
116-010 |
|
| R2 |
116-010 |
116-010 |
116-010 |
|
| R1 |
116-010 |
116-010 |
116-010 |
116-010 |
| PP |
116-010 |
116-010 |
116-010 |
116-010 |
| S1 |
116-010 |
116-010 |
116-010 |
116-010 |
| S2 |
116-010 |
116-010 |
116-010 |
|
| S3 |
116-010 |
116-010 |
116-010 |
|
| S4 |
116-010 |
116-010 |
116-010 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
118-288 |
116-222 |
|
| R3 |
118-052 |
117-223 |
116-116 |
|
| R2 |
116-307 |
116-307 |
116-081 |
|
| R1 |
116-158 |
116-158 |
116-045 |
116-040 |
| PP |
115-242 |
115-242 |
115-242 |
115-182 |
| S1 |
115-093 |
115-093 |
115-295 |
114-295 |
| S2 |
114-177 |
114-177 |
115-259 |
|
| S3 |
113-112 |
114-028 |
115-224 |
|
| S4 |
112-047 |
112-283 |
115-118 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-010 |
|
2.618 |
116-010 |
|
1.618 |
116-010 |
|
1.000 |
116-010 |
|
0.618 |
116-010 |
|
HIGH |
116-010 |
|
0.618 |
116-010 |
|
0.500 |
116-010 |
|
0.382 |
116-010 |
|
LOW |
116-010 |
|
0.618 |
116-010 |
|
1.000 |
116-010 |
|
1.618 |
116-010 |
|
2.618 |
116-010 |
|
4.250 |
116-010 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-010 |
115-286 |
| PP |
116-010 |
115-242 |
| S1 |
116-010 |
115-198 |
|