CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-170 |
118-040 |
-0-130 |
-0.3% |
119-070 |
| High |
118-280 |
118-240 |
-0-040 |
-0.1% |
119-070 |
| Low |
118-045 |
118-040 |
-0-005 |
0.0% |
117-290 |
| Close |
118-115 |
118-225 |
0-110 |
0.3% |
118-225 |
| Range |
0-235 |
0-200 |
-0-035 |
-14.9% |
1-100 |
| ATR |
0-291 |
0-285 |
-0-007 |
-2.2% |
0-000 |
| Volume |
739,209 |
956,369 |
217,160 |
29.4% |
3,611,093 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-128 |
120-057 |
119-015 |
|
| R3 |
119-248 |
119-177 |
118-280 |
|
| R2 |
119-048 |
119-048 |
118-262 |
|
| R1 |
118-297 |
118-297 |
118-243 |
119-012 |
| PP |
118-168 |
118-168 |
118-168 |
118-186 |
| S1 |
118-097 |
118-097 |
118-207 |
118-132 |
| S2 |
117-288 |
117-288 |
118-188 |
|
| S3 |
117-088 |
117-217 |
118-170 |
|
| S4 |
116-208 |
117-017 |
118-115 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
121-300 |
119-136 |
|
| R3 |
121-075 |
120-200 |
119-020 |
|
| R2 |
119-295 |
119-295 |
118-302 |
|
| R1 |
119-100 |
119-100 |
118-264 |
118-308 |
| PP |
118-195 |
118-195 |
118-195 |
118-139 |
| S1 |
118-000 |
118-000 |
118-186 |
117-208 |
| S2 |
117-095 |
117-095 |
118-148 |
|
| S3 |
115-315 |
116-220 |
118-110 |
|
| S4 |
114-215 |
115-120 |
117-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-070 |
117-290 |
1-100 |
1.1% |
0-227 |
0.6% |
61% |
False |
False |
722,218 |
| 10 |
119-305 |
117-290 |
2-015 |
1.7% |
0-240 |
0.6% |
39% |
False |
False |
1,037,548 |
| 20 |
119-305 |
116-075 |
3-230 |
3.1% |
0-268 |
0.7% |
66% |
False |
False |
1,354,784 |
| 40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-258 |
0.7% |
80% |
False |
False |
1,231,889 |
| 60 |
119-305 |
113-200 |
6-105 |
5.3% |
0-196 |
0.5% |
80% |
False |
False |
845,632 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-148 |
0.4% |
86% |
False |
False |
660,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-130 |
|
2.618 |
120-124 |
|
1.618 |
119-244 |
|
1.000 |
119-120 |
|
0.618 |
119-044 |
|
HIGH |
118-240 |
|
0.618 |
118-164 |
|
0.500 |
118-140 |
|
0.382 |
118-116 |
|
LOW |
118-040 |
|
0.618 |
117-236 |
|
1.000 |
117-160 |
|
1.618 |
117-036 |
|
2.618 |
116-156 |
|
4.250 |
115-150 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-197 |
118-206 |
| PP |
118-168 |
118-187 |
| S1 |
118-140 |
118-168 |
|