CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-025 |
116-315 |
-0-030 |
-0.1% |
115-040 |
| High |
117-160 |
117-000 |
-0-160 |
-0.4% |
117-110 |
| Low |
116-315 |
116-080 |
-0-235 |
-0.6% |
114-010 |
| Close |
117-010 |
116-125 |
-0-205 |
-0.5% |
117-090 |
| Range |
0-165 |
0-240 |
0-075 |
45.5% |
3-100 |
| ATR |
0-270 |
0-268 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,281,956 |
1,421,017 |
139,061 |
10.8% |
11,321,484 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-255 |
118-110 |
116-257 |
|
| R3 |
118-015 |
117-190 |
116-191 |
|
| R2 |
117-095 |
117-095 |
116-169 |
|
| R1 |
116-270 |
116-270 |
116-147 |
116-222 |
| PP |
116-175 |
116-175 |
116-175 |
116-151 |
| S1 |
116-030 |
116-030 |
116-103 |
115-302 |
| S2 |
115-255 |
115-255 |
116-081 |
|
| S3 |
115-015 |
115-110 |
116-059 |
|
| S4 |
114-095 |
114-190 |
115-313 |
|
|
| 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 |
114-185 |
2-295 |
2.5% |
0-265 |
0.7% |
62% |
False |
False |
2,111,389 |
| 10 |
117-160 |
113-310 |
3-170 |
3.0% |
0-286 |
0.8% |
69% |
False |
False |
1,995,177 |
| 20 |
117-160 |
113-250 |
3-230 |
3.2% |
0-273 |
0.7% |
70% |
False |
False |
1,488,654 |
| 40 |
118-020 |
113-250 |
4-090 |
3.7% |
0-181 |
0.5% |
61% |
False |
False |
784,032 |
| 60 |
118-020 |
110-275 |
7-065 |
6.2% |
0-122 |
0.3% |
77% |
False |
False |
547,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-060 |
|
2.618 |
118-308 |
|
1.618 |
118-068 |
|
1.000 |
117-240 |
|
0.618 |
117-148 |
|
HIGH |
117-000 |
|
0.618 |
116-228 |
|
0.500 |
116-200 |
|
0.382 |
116-172 |
|
LOW |
116-080 |
|
0.618 |
115-252 |
|
1.000 |
115-160 |
|
1.618 |
115-012 |
|
2.618 |
114-092 |
|
4.250 |
113-020 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-200 |
116-280 |
| PP |
116-175 |
116-228 |
| S1 |
116-150 |
116-177 |
|