CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-010 |
115-215 |
-0-115 |
-0.3% |
116-020 |
| High |
116-010 |
115-260 |
-0-070 |
-0.2% |
116-070 |
| Low |
116-010 |
115-210 |
-0-120 |
-0.3% |
115-005 |
| Close |
116-010 |
115-255 |
-0-075 |
-0.2% |
116-010 |
| Range |
0-000 |
0-050 |
0-050 |
|
1-065 |
| ATR |
0-187 |
0-182 |
-0-005 |
-2.6% |
0-000 |
| Volume |
65,013 |
103,369 |
38,356 |
59.0% |
397,223 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-072 |
116-053 |
115-282 |
|
| R3 |
116-022 |
116-003 |
115-269 |
|
| R2 |
115-292 |
115-292 |
115-264 |
|
| R1 |
115-273 |
115-273 |
115-260 |
115-282 |
| PP |
115-242 |
115-242 |
115-242 |
115-246 |
| S1 |
115-223 |
115-223 |
115-250 |
115-232 |
| S2 |
115-192 |
115-192 |
115-246 |
|
| S3 |
115-142 |
115-173 |
115-241 |
|
| S4 |
115-092 |
115-123 |
115-228 |
|
|
| 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 |
116-152 |
|
2.618 |
116-071 |
|
1.618 |
116-021 |
|
1.000 |
115-310 |
|
0.618 |
115-291 |
|
HIGH |
115-260 |
|
0.618 |
115-241 |
|
0.500 |
115-235 |
|
0.382 |
115-229 |
|
LOW |
115-210 |
|
0.618 |
115-179 |
|
1.000 |
115-160 |
|
1.618 |
115-129 |
|
2.618 |
115-079 |
|
4.250 |
114-318 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-248 |
115-300 |
| PP |
115-242 |
115-285 |
| S1 |
115-235 |
115-270 |
|