CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-195 |
117-240 |
0-045 |
0.1% |
117-035 |
| High |
118-100 |
118-240 |
0-140 |
0.4% |
117-255 |
| Low |
117-145 |
116-220 |
-0-245 |
-0.7% |
116-080 |
| Close |
118-075 |
116-285 |
-1-110 |
-1.1% |
117-155 |
| Range |
0-275 |
2-020 |
1-065 |
140.0% |
1-175 |
| ATR |
0-270 |
0-298 |
0-028 |
10.3% |
0-000 |
| Volume |
1,513,025 |
1,115,166 |
-397,859 |
-26.3% |
7,955,270 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-202 |
122-103 |
118-008 |
|
| R3 |
121-182 |
120-083 |
117-146 |
|
| R2 |
119-162 |
119-162 |
117-086 |
|
| R1 |
118-063 |
118-063 |
117-026 |
117-262 |
| PP |
117-142 |
117-142 |
117-142 |
117-081 |
| S1 |
116-043 |
116-043 |
116-224 |
115-242 |
| S2 |
115-122 |
115-122 |
116-164 |
|
| S3 |
113-102 |
114-023 |
116-104 |
|
| S4 |
111-082 |
112-003 |
115-242 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-262 |
121-063 |
118-107 |
|
| R3 |
120-087 |
119-208 |
117-291 |
|
| R2 |
118-232 |
118-232 |
117-246 |
|
| R1 |
118-033 |
118-033 |
117-200 |
118-132 |
| PP |
117-057 |
117-057 |
117-057 |
117-106 |
| S1 |
116-178 |
116-178 |
117-110 |
116-278 |
| S2 |
115-202 |
115-202 |
117-064 |
|
| S3 |
114-027 |
115-003 |
117-019 |
|
| S4 |
112-172 |
113-148 |
116-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-240 |
116-080 |
2-160 |
2.1% |
1-024 |
0.9% |
26% |
True |
False |
1,480,785 |
| 10 |
118-240 |
114-105 |
4-135 |
3.8% |
0-315 |
0.8% |
58% |
True |
False |
1,881,597 |
| 20 |
118-240 |
113-250 |
4-310 |
4.3% |
0-305 |
0.8% |
63% |
True |
False |
1,718,137 |
| 40 |
118-240 |
113-250 |
4-310 |
4.3% |
0-212 |
0.6% |
63% |
True |
False |
926,376 |
| 60 |
118-240 |
110-275 |
7-285 |
6.8% |
0-147 |
0.4% |
76% |
True |
False |
636,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-165 |
|
2.618 |
124-048 |
|
1.618 |
122-028 |
|
1.000 |
120-260 |
|
0.618 |
120-008 |
|
HIGH |
118-240 |
|
0.618 |
117-308 |
|
0.500 |
117-230 |
|
0.382 |
117-152 |
|
LOW |
116-220 |
|
0.618 |
115-132 |
|
1.000 |
114-200 |
|
1.618 |
113-112 |
|
2.618 |
111-092 |
|
4.250 |
107-295 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-230 |
117-230 |
| PP |
117-142 |
117-142 |
| S1 |
117-053 |
117-053 |
|