CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-125 |
114-045 |
-0-080 |
-0.2% |
115-275 |
| High |
115-085 |
114-185 |
-0-220 |
-0.6% |
116-165 |
| Low |
113-250 |
113-250 |
0-000 |
0.0% |
114-220 |
| Close |
114-095 |
114-005 |
-0-090 |
-0.2% |
115-050 |
| Range |
1-155 |
0-255 |
-0-220 |
-46.3% |
1-265 |
| ATR |
0-233 |
0-235 |
0-002 |
0.7% |
0-000 |
| Volume |
1,048,555 |
1,843,464 |
794,909 |
75.8% |
6,733,694 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-165 |
116-020 |
114-145 |
|
| R3 |
115-230 |
115-085 |
114-075 |
|
| R2 |
114-295 |
114-295 |
114-052 |
|
| R1 |
114-150 |
114-150 |
114-028 |
114-095 |
| PP |
114-040 |
114-040 |
114-040 |
114-012 |
| S1 |
113-215 |
113-215 |
113-302 |
113-160 |
| S2 |
113-105 |
113-105 |
113-278 |
|
| S3 |
112-170 |
112-280 |
113-255 |
|
| S4 |
111-235 |
112-025 |
113-185 |
|
|
| 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 |
116-020 |
113-250 |
2-090 |
2.0% |
0-290 |
0.8% |
10% |
False |
True |
1,481,569 |
| 10 |
116-165 |
113-250 |
2-235 |
2.4% |
0-259 |
0.7% |
9% |
False |
True |
982,131 |
| 20 |
118-020 |
113-250 |
4-090 |
3.8% |
0-178 |
0.5% |
5% |
False |
True |
534,338 |
| 40 |
118-020 |
110-275 |
7-065 |
6.3% |
0-111 |
0.3% |
44% |
False |
False |
293,259 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-075 |
0.2% |
44% |
False |
False |
256,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-309 |
|
2.618 |
116-213 |
|
1.618 |
115-278 |
|
1.000 |
115-120 |
|
0.618 |
115-023 |
|
HIGH |
114-185 |
|
0.618 |
114-088 |
|
0.500 |
114-058 |
|
0.382 |
114-027 |
|
LOW |
113-250 |
|
0.618 |
113-092 |
|
1.000 |
112-315 |
|
1.618 |
112-157 |
|
2.618 |
111-222 |
|
4.250 |
110-126 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-058 |
114-190 |
| PP |
114-040 |
114-128 |
| S1 |
114-022 |
114-067 |
|