CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-315 |
116-270 |
-0-045 |
-0.1% |
115-040 |
| High |
117-000 |
117-020 |
0-020 |
0.1% |
117-110 |
| Low |
116-080 |
116-130 |
0-050 |
0.1% |
114-010 |
| Close |
116-125 |
116-245 |
0-120 |
0.3% |
117-090 |
| Range |
0-240 |
0-210 |
-0-030 |
-12.5% |
3-100 |
| ATR |
0-268 |
0-265 |
-0-004 |
-1.4% |
0-000 |
| Volume |
1,421,017 |
1,880,866 |
459,849 |
32.4% |
11,321,484 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-228 |
118-127 |
117-040 |
|
| R3 |
118-018 |
117-237 |
116-303 |
|
| R2 |
117-128 |
117-128 |
116-284 |
|
| R1 |
117-027 |
117-027 |
116-264 |
116-292 |
| PP |
116-238 |
116-238 |
116-238 |
116-211 |
| S1 |
116-137 |
116-137 |
116-226 |
116-082 |
| S2 |
116-028 |
116-028 |
116-206 |
|
| S3 |
115-138 |
115-247 |
116-187 |
|
| S4 |
114-248 |
115-037 |
116-130 |
|
|
| 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 |
116-075 |
1-085 |
1.1% |
0-220 |
0.6% |
42% |
False |
False |
1,952,339 |
| 10 |
117-160 |
114-010 |
3-150 |
3.0% |
0-260 |
0.7% |
79% |
False |
False |
1,970,092 |
| 20 |
117-160 |
113-250 |
3-230 |
3.2% |
0-280 |
0.8% |
80% |
False |
False |
1,580,067 |
| 40 |
118-020 |
113-250 |
4-090 |
3.7% |
0-184 |
0.5% |
70% |
False |
False |
829,333 |
| 60 |
118-020 |
110-275 |
7-065 |
6.2% |
0-126 |
0.3% |
82% |
False |
False |
574,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-272 |
|
2.618 |
118-250 |
|
1.618 |
118-040 |
|
1.000 |
117-230 |
|
0.618 |
117-150 |
|
HIGH |
117-020 |
|
0.618 |
116-260 |
|
0.500 |
116-235 |
|
0.382 |
116-210 |
|
LOW |
116-130 |
|
0.618 |
116-000 |
|
1.000 |
115-240 |
|
1.618 |
115-110 |
|
2.618 |
114-220 |
|
4.250 |
113-198 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-242 |
116-280 |
| PP |
116-238 |
116-268 |
| S1 |
116-235 |
116-257 |
|