CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-035 |
117-025 |
-0-010 |
0.0% |
115-040 |
| High |
117-070 |
117-160 |
0-090 |
0.2% |
117-110 |
| Low |
116-260 |
116-315 |
0-055 |
0.1% |
114-010 |
| Close |
117-065 |
117-010 |
-0-055 |
-0.1% |
117-090 |
| Range |
0-130 |
0-165 |
0-035 |
26.9% |
3-100 |
| ATR |
0-278 |
0-270 |
-0-008 |
-2.9% |
0-000 |
| Volume |
1,897,578 |
1,281,956 |
-615,622 |
-32.4% |
11,321,484 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-230 |
118-125 |
117-101 |
|
| R3 |
118-065 |
117-280 |
117-055 |
|
| R2 |
117-220 |
117-220 |
117-040 |
|
| R1 |
117-115 |
117-115 |
117-025 |
117-085 |
| PP |
117-055 |
117-055 |
117-055 |
117-040 |
| S1 |
116-270 |
116-270 |
116-315 |
116-240 |
| S2 |
116-210 |
116-210 |
116-300 |
|
| S3 |
116-045 |
116-105 |
116-285 |
|
| S4 |
115-200 |
115-260 |
116-239 |
|
|
| 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 |
117-160 |
114-105 |
3-055 |
2.7% |
0-286 |
0.8% |
85% |
True |
False |
2,282,410 |
| 10 |
117-160 |
113-250 |
3-230 |
3.2% |
0-288 |
0.8% |
87% |
True |
False |
2,037,421 |
| 20 |
117-160 |
113-250 |
3-230 |
3.2% |
0-270 |
0.7% |
87% |
True |
False |
1,420,086 |
| 40 |
118-020 |
113-250 |
4-090 |
3.7% |
0-175 |
0.5% |
76% |
False |
False |
750,237 |
| 60 |
118-020 |
110-275 |
7-065 |
6.2% |
0-118 |
0.3% |
86% |
False |
False |
525,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-221 |
|
2.618 |
118-272 |
|
1.618 |
118-107 |
|
1.000 |
118-005 |
|
0.618 |
117-262 |
|
HIGH |
117-160 |
|
0.618 |
117-097 |
|
0.500 |
117-078 |
|
0.382 |
117-058 |
|
LOW |
116-315 |
|
0.618 |
116-213 |
|
1.000 |
116-150 |
|
1.618 |
116-048 |
|
2.618 |
115-203 |
|
4.250 |
114-254 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-078 |
116-312 |
| PP |
117-055 |
116-295 |
| S1 |
117-032 |
116-278 |
|