CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-225 |
117-035 |
0-130 |
0.3% |
115-040 |
| High |
117-110 |
117-070 |
-0-040 |
-0.1% |
117-110 |
| Low |
116-075 |
116-260 |
0-185 |
0.5% |
114-010 |
| Close |
117-090 |
117-065 |
-0-025 |
-0.1% |
117-090 |
| Range |
1-035 |
0-130 |
-0-225 |
-63.4% |
3-100 |
| ATR |
0-288 |
0-278 |
-0-010 |
-3.4% |
0-000 |
| Volume |
3,280,281 |
1,897,578 |
-1,382,703 |
-42.2% |
11,321,484 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-095 |
118-050 |
117-136 |
|
| R3 |
117-285 |
117-240 |
117-101 |
|
| R2 |
117-155 |
117-155 |
117-089 |
|
| R1 |
117-110 |
117-110 |
117-077 |
117-132 |
| PP |
117-025 |
117-025 |
117-025 |
117-036 |
| S1 |
116-300 |
116-300 |
117-053 |
117-002 |
| S2 |
116-215 |
116-215 |
117-041 |
|
| S3 |
116-085 |
116-170 |
117-029 |
|
| S4 |
115-275 |
116-040 |
116-314 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-050 |
125-010 |
119-033 |
|
| R3 |
122-270 |
121-230 |
118-062 |
|
| R2 |
119-170 |
119-170 |
117-284 |
|
| R1 |
118-130 |
118-130 |
117-187 |
118-310 |
| PP |
116-070 |
116-070 |
116-070 |
116-160 |
| S1 |
115-030 |
115-030 |
116-313 |
115-210 |
| S2 |
112-290 |
112-290 |
116-216 |
|
| S3 |
109-190 |
111-250 |
116-118 |
|
| S4 |
106-090 |
108-150 |
115-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-110 |
114-010 |
3-100 |
2.8% |
0-301 |
0.8% |
96% |
False |
False |
2,367,403 |
| 10 |
117-110 |
113-250 |
3-180 |
3.0% |
0-319 |
0.9% |
96% |
False |
False |
2,014,081 |
| 20 |
117-110 |
113-250 |
3-180 |
3.0% |
0-264 |
0.7% |
96% |
False |
False |
1,361,156 |
| 40 |
118-020 |
113-250 |
4-090 |
3.7% |
0-172 |
0.5% |
80% |
False |
False |
719,117 |
| 60 |
118-020 |
110-275 |
7-065 |
6.1% |
0-116 |
0.3% |
88% |
False |
False |
506,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-302 |
|
2.618 |
118-090 |
|
1.618 |
117-280 |
|
1.000 |
117-200 |
|
0.618 |
117-150 |
|
HIGH |
117-070 |
|
0.618 |
117-020 |
|
0.500 |
117-005 |
|
0.382 |
116-310 |
|
LOW |
116-260 |
|
0.618 |
116-180 |
|
1.000 |
116-130 |
|
1.618 |
116-050 |
|
2.618 |
115-240 |
|
4.250 |
115-028 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-045 |
116-252 |
| PP |
117-025 |
116-120 |
| S1 |
117-005 |
115-308 |
|