CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-305 |
114-125 |
-0-180 |
-0.5% |
115-275 |
| High |
115-130 |
115-085 |
-0-045 |
-0.1% |
116-165 |
| Low |
114-250 |
113-250 |
-1-000 |
-0.9% |
114-220 |
| Close |
115-050 |
114-095 |
-0-275 |
-0.7% |
115-050 |
| Range |
0-200 |
1-155 |
0-275 |
137.5% |
1-265 |
| ATR |
0-215 |
0-233 |
0-019 |
8.7% |
0-000 |
| Volume |
1,691,432 |
1,048,555 |
-642,877 |
-38.0% |
6,733,694 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-288 |
118-027 |
115-036 |
|
| R3 |
117-133 |
116-192 |
114-226 |
|
| R2 |
115-298 |
115-298 |
114-182 |
|
| R1 |
115-037 |
115-037 |
114-139 |
114-250 |
| PP |
114-143 |
114-143 |
114-143 |
114-090 |
| S1 |
113-202 |
113-202 |
114-051 |
113-095 |
| S2 |
112-308 |
112-308 |
114-008 |
|
| S3 |
111-153 |
112-047 |
113-284 |
|
| S4 |
109-318 |
110-212 |
113-154 |
|
|
| 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 |
116-105 |
113-250 |
2-175 |
2.2% |
0-300 |
0.8% |
20% |
False |
True |
1,316,922 |
| 10 |
116-230 |
113-250 |
2-300 |
2.6% |
0-251 |
0.7% |
18% |
False |
True |
802,750 |
| 20 |
118-020 |
113-250 |
4-090 |
3.7% |
0-171 |
0.5% |
12% |
False |
True |
444,844 |
| 40 |
118-020 |
110-275 |
7-065 |
6.3% |
0-105 |
0.3% |
48% |
False |
False |
248,422 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-070 |
0.2% |
48% |
False |
False |
228,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-184 |
|
2.618 |
119-049 |
|
1.618 |
117-214 |
|
1.000 |
116-240 |
|
0.618 |
116-059 |
|
HIGH |
115-085 |
|
0.618 |
114-224 |
|
0.500 |
114-168 |
|
0.382 |
114-111 |
|
LOW |
113-250 |
|
0.618 |
112-276 |
|
1.000 |
112-095 |
|
1.618 |
111-121 |
|
2.618 |
109-286 |
|
4.250 |
107-151 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-168 |
114-240 |
| PP |
114-143 |
114-192 |
| S1 |
114-119 |
114-143 |
|