CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-045 |
115-040 |
-0-005 |
0.0% |
114-125 |
| High |
115-215 |
115-040 |
-0-175 |
-0.5% |
115-215 |
| Low |
115-040 |
114-050 |
-0-310 |
-0.8% |
113-250 |
| Close |
115-070 |
114-110 |
-0-280 |
-0.8% |
115-070 |
| Range |
0-175 |
0-310 |
0-135 |
77.1% |
1-285 |
| ATR |
0-246 |
0-253 |
0-007 |
2.7% |
0-000 |
| Volume |
1,898,022 |
1,382,044 |
-515,978 |
-27.2% |
6,921,754 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-143 |
116-277 |
114-280 |
|
| R3 |
116-153 |
115-287 |
114-195 |
|
| R2 |
115-163 |
115-163 |
114-167 |
|
| R1 |
114-297 |
114-297 |
114-138 |
114-235 |
| PP |
114-173 |
114-173 |
114-173 |
114-142 |
| S1 |
113-307 |
113-307 |
114-082 |
113-245 |
| S2 |
113-183 |
113-183 |
114-053 |
|
| S3 |
112-193 |
112-317 |
114-025 |
|
| S4 |
111-203 |
112-007 |
113-260 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-180 |
119-250 |
116-083 |
|
| R3 |
118-215 |
117-285 |
115-236 |
|
| R2 |
116-250 |
116-250 |
115-181 |
|
| R1 |
116-000 |
116-000 |
115-125 |
116-125 |
| PP |
114-285 |
114-285 |
114-285 |
115-028 |
| S1 |
114-035 |
114-035 |
115-015 |
114-160 |
| S2 |
113-000 |
113-000 |
114-279 |
|
| S3 |
111-035 |
112-070 |
114-224 |
|
| S4 |
109-070 |
110-105 |
114-057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-215 |
113-250 |
1-285 |
1.7% |
1-017 |
0.9% |
30% |
False |
False |
1,660,759 |
| 10 |
116-165 |
113-250 |
2-235 |
2.4% |
0-292 |
0.8% |
21% |
False |
False |
1,503,749 |
| 20 |
116-230 |
113-250 |
2-300 |
2.6% |
0-204 |
0.6% |
19% |
False |
False |
789,167 |
| 40 |
118-020 |
111-165 |
6-175 |
5.7% |
0-135 |
0.4% |
43% |
False |
False |
426,329 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-091 |
0.2% |
48% |
False |
False |
337,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-078 |
|
2.618 |
117-212 |
|
1.618 |
116-222 |
|
1.000 |
116-030 |
|
0.618 |
115-232 |
|
HIGH |
115-040 |
|
0.618 |
114-242 |
|
0.500 |
114-205 |
|
0.382 |
114-168 |
|
LOW |
114-050 |
|
0.618 |
113-178 |
|
1.000 |
113-060 |
|
1.618 |
112-188 |
|
2.618 |
111-198 |
|
4.250 |
110-012 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-205 |
114-262 |
| PP |
114-173 |
114-212 |
| S1 |
114-142 |
114-161 |
|