CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-220 |
115-060 |
0-160 |
0.4% |
114-125 |
| High |
115-130 |
115-300 |
0-170 |
0.5% |
115-215 |
| Low |
114-105 |
114-185 |
0-080 |
0.2% |
113-250 |
| Close |
114-215 |
115-245 |
1-030 |
1.0% |
115-070 |
| Range |
1-025 |
1-115 |
0-090 |
26.1% |
1-285 |
| ATR |
0-259 |
0-271 |
0-013 |
4.9% |
0-000 |
| Volume |
2,276,123 |
2,676,113 |
399,990 |
17.6% |
6,921,754 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-162 |
118-318 |
116-164 |
|
| R3 |
118-047 |
117-203 |
116-045 |
|
| R2 |
116-252 |
116-252 |
116-005 |
|
| R1 |
116-088 |
116-088 |
115-285 |
116-170 |
| PP |
115-137 |
115-137 |
115-137 |
115-178 |
| S1 |
114-293 |
114-293 |
115-205 |
115-055 |
| S2 |
114-022 |
114-022 |
115-165 |
|
| S3 |
112-227 |
113-178 |
115-125 |
|
| S4 |
111-112 |
112-063 |
115-006 |
|
|
| 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 |
115-300 |
114-010 |
1-290 |
1.6% |
0-301 |
0.8% |
91% |
True |
False |
1,987,845 |
| 10 |
115-300 |
113-250 |
2-050 |
1.9% |
1-004 |
0.9% |
92% |
True |
False |
1,807,308 |
| 20 |
116-230 |
113-250 |
2-300 |
2.5% |
0-248 |
0.7% |
68% |
False |
False |
1,108,993 |
| 40 |
118-020 |
113-200 |
4-140 |
3.8% |
0-161 |
0.4% |
48% |
False |
False |
591,056 |
| 60 |
118-020 |
110-275 |
7-065 |
6.2% |
0-108 |
0.3% |
68% |
False |
False |
429,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-229 |
|
2.618 |
119-159 |
|
1.618 |
118-044 |
|
1.000 |
117-095 |
|
0.618 |
116-249 |
|
HIGH |
115-300 |
|
0.618 |
115-134 |
|
0.500 |
115-082 |
|
0.382 |
115-031 |
|
LOW |
114-185 |
|
0.618 |
113-236 |
|
1.000 |
113-070 |
|
1.618 |
112-121 |
|
2.618 |
111-006 |
|
4.250 |
108-256 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-191 |
115-162 |
| PP |
115-137 |
115-078 |
| S1 |
115-082 |
114-315 |
|