CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
114-220 |
0-120 |
0.3% |
114-125 |
| High |
114-250 |
115-130 |
0-200 |
0.5% |
115-215 |
| Low |
114-010 |
114-105 |
0-095 |
0.3% |
113-250 |
| Close |
114-195 |
114-215 |
0-020 |
0.1% |
115-070 |
| Range |
0-240 |
1-025 |
0-105 |
43.8% |
1-285 |
| ATR |
0-252 |
0-259 |
0-007 |
2.6% |
0-000 |
| Volume |
1,706,923 |
2,276,123 |
569,200 |
33.3% |
6,921,754 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-012 |
117-138 |
115-085 |
|
| R3 |
116-307 |
116-113 |
114-310 |
|
| R2 |
115-282 |
115-282 |
114-278 |
|
| R1 |
115-088 |
115-088 |
114-247 |
115-012 |
| PP |
114-257 |
114-257 |
114-257 |
114-219 |
| S1 |
114-063 |
114-063 |
114-183 |
113-308 |
| S2 |
113-232 |
113-232 |
114-152 |
|
| S3 |
112-207 |
113-038 |
114-120 |
|
| S4 |
111-182 |
112-013 |
114-025 |
|
|
| 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 |
113-310 |
1-225 |
1.5% |
0-308 |
0.8% |
41% |
False |
False |
1,878,965 |
| 10 |
116-020 |
113-250 |
2-090 |
2.0% |
0-299 |
0.8% |
39% |
False |
False |
1,680,267 |
| 20 |
116-230 |
113-250 |
2-300 |
2.6% |
0-231 |
0.6% |
30% |
False |
False |
978,064 |
| 40 |
118-020 |
112-225 |
5-115 |
4.7% |
0-150 |
0.4% |
37% |
False |
False |
524,866 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-100 |
0.3% |
53% |
False |
False |
395,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-316 |
|
2.618 |
118-073 |
|
1.618 |
117-048 |
|
1.000 |
116-155 |
|
0.618 |
116-023 |
|
HIGH |
115-130 |
|
0.618 |
114-318 |
|
0.500 |
114-278 |
|
0.382 |
114-237 |
|
LOW |
114-105 |
|
0.618 |
113-212 |
|
1.000 |
113-080 |
|
1.618 |
112-187 |
|
2.618 |
111-162 |
|
4.250 |
109-239 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-278 |
114-230 |
| PP |
114-257 |
114-225 |
| S1 |
114-236 |
114-220 |
|