CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-160 |
114-305 |
-0-175 |
-0.5% |
115-275 |
| High |
115-230 |
115-130 |
-0-100 |
-0.3% |
116-165 |
| Low |
114-220 |
114-250 |
0-030 |
0.1% |
114-220 |
| Close |
114-305 |
115-050 |
0-065 |
0.2% |
115-050 |
| Range |
1-010 |
0-200 |
-0-130 |
-39.4% |
1-265 |
| ATR |
0-216 |
0-215 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,418,697 |
1,691,432 |
272,735 |
19.2% |
6,733,694 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-317 |
116-223 |
115-160 |
|
| R3 |
116-117 |
116-023 |
115-105 |
|
| R2 |
115-237 |
115-237 |
115-087 |
|
| R1 |
115-143 |
115-143 |
115-068 |
115-190 |
| PP |
115-037 |
115-037 |
115-037 |
115-060 |
| S1 |
114-263 |
114-263 |
115-032 |
114-310 |
| S2 |
114-157 |
114-157 |
115-013 |
|
| S3 |
113-277 |
114-063 |
114-315 |
|
| S4 |
113-077 |
113-183 |
114-260 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-300 |
119-280 |
116-052 |
|
| R3 |
119-035 |
118-015 |
115-211 |
|
| R2 |
117-090 |
117-090 |
115-157 |
|
| R1 |
116-070 |
116-070 |
115-104 |
115-268 |
| PP |
115-145 |
115-145 |
115-145 |
115-084 |
| S1 |
114-125 |
114-125 |
114-316 |
114-002 |
| S2 |
113-200 |
113-200 |
114-263 |
|
| S3 |
111-255 |
112-180 |
114-209 |
|
| S4 |
109-310 |
110-235 |
114-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-165 |
114-220 |
1-265 |
1.6% |
0-247 |
0.7% |
26% |
False |
False |
1,346,738 |
| 10 |
116-230 |
114-220 |
2-010 |
1.8% |
0-208 |
0.6% |
23% |
False |
False |
708,231 |
| 20 |
118-020 |
114-220 |
3-120 |
2.9% |
0-151 |
0.4% |
14% |
False |
False |
396,374 |
| 40 |
118-020 |
110-275 |
7-065 |
6.3% |
0-093 |
0.3% |
60% |
False |
False |
224,625 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-063 |
0.2% |
60% |
False |
False |
211,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-020 |
|
2.618 |
117-014 |
|
1.618 |
116-134 |
|
1.000 |
116-010 |
|
0.618 |
115-254 |
|
HIGH |
115-130 |
|
0.618 |
115-054 |
|
0.500 |
115-030 |
|
0.382 |
115-006 |
|
LOW |
114-250 |
|
0.618 |
114-126 |
|
1.000 |
114-050 |
|
1.618 |
113-246 |
|
2.618 |
113-046 |
|
4.250 |
112-040 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-043 |
115-120 |
| PP |
115-037 |
115-097 |
| S1 |
115-030 |
115-073 |
|