CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-200 |
115-275 |
0-075 |
0.2% |
115-215 |
| High |
116-005 |
116-165 |
0-160 |
0.4% |
116-230 |
| Low |
115-200 |
115-275 |
0-075 |
0.2% |
114-285 |
| Close |
116-005 |
116-075 |
0-070 |
0.2% |
116-005 |
| Range |
0-125 |
0-210 |
0-085 |
68.0% |
1-265 |
| ATR |
0-198 |
0-199 |
0-001 |
0.4% |
0-000 |
| Volume |
68,114 |
1,197,638 |
1,129,524 |
1,658.3% |
348,625 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-055 |
117-275 |
116-190 |
|
| R3 |
117-165 |
117-065 |
116-133 |
|
| R2 |
116-275 |
116-275 |
116-114 |
|
| R1 |
116-175 |
116-175 |
116-094 |
116-225 |
| PP |
116-065 |
116-065 |
116-065 |
116-090 |
| S1 |
115-285 |
115-285 |
116-056 |
116-015 |
| S2 |
115-175 |
115-175 |
116-036 |
|
| S3 |
114-285 |
115-075 |
116-017 |
|
| S4 |
114-075 |
114-185 |
115-280 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-115 |
120-165 |
117-007 |
|
| R3 |
119-170 |
118-220 |
116-166 |
|
| R2 |
117-225 |
117-225 |
116-112 |
|
| R1 |
116-275 |
116-275 |
116-059 |
117-090 |
| PP |
115-280 |
115-280 |
115-280 |
116-028 |
| S1 |
115-010 |
115-010 |
115-271 |
115-145 |
| S2 |
114-015 |
114-015 |
115-218 |
|
| S3 |
112-070 |
113-065 |
115-164 |
|
| S4 |
110-125 |
111-120 |
115-003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-098 |
|
2.618 |
118-075 |
|
1.618 |
117-185 |
|
1.000 |
117-055 |
|
0.618 |
116-295 |
|
HIGH |
116-165 |
|
0.618 |
116-085 |
|
0.500 |
116-060 |
|
0.382 |
116-035 |
|
LOW |
115-275 |
|
0.618 |
115-145 |
|
1.000 |
115-065 |
|
1.618 |
114-255 |
|
2.618 |
114-045 |
|
4.250 |
113-022 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-070 |
116-018 |
| PP |
116-065 |
115-282 |
| S1 |
116-060 |
115-225 |
|