CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
118-125 |
-0-165 |
-0.4% |
119-070 |
| High |
119-100 |
118-125 |
-0-295 |
-0.8% |
119-070 |
| Low |
118-290 |
117-140 |
-1-150 |
-1.2% |
117-290 |
| Close |
118-305 |
117-230 |
-1-075 |
-1.0% |
118-225 |
| Range |
0-130 |
0-305 |
0-175 |
134.6% |
1-100 |
| ATR |
0-278 |
0-293 |
0-015 |
5.3% |
0-000 |
| Volume |
606,330 |
761,340 |
155,010 |
25.6% |
3,611,093 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-227 |
120-053 |
118-078 |
|
| R3 |
119-242 |
119-068 |
117-314 |
|
| R2 |
118-257 |
118-257 |
117-286 |
|
| R1 |
118-083 |
118-083 |
117-258 |
118-018 |
| PP |
117-272 |
117-272 |
117-272 |
117-239 |
| S1 |
117-098 |
117-098 |
117-202 |
117-032 |
| S2 |
116-287 |
116-287 |
117-174 |
|
| S3 |
115-302 |
116-113 |
117-146 |
|
| S4 |
114-317 |
115-128 |
117-062 |
|
|
| 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 |
119-100 |
117-140 |
1-280 |
1.6% |
0-200 |
0.5% |
15% |
False |
True |
757,528 |
| 10 |
119-305 |
117-140 |
2-165 |
2.1% |
0-223 |
0.6% |
11% |
False |
True |
860,040 |
| 20 |
119-305 |
116-080 |
3-225 |
3.1% |
0-265 |
0.7% |
40% |
False |
False |
1,164,275 |
| 40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-264 |
0.7% |
64% |
False |
False |
1,262,716 |
| 60 |
119-305 |
113-250 |
6-055 |
5.2% |
0-203 |
0.5% |
64% |
False |
False |
867,503 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-153 |
0.4% |
75% |
False |
False |
671,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-141 |
|
2.618 |
120-283 |
|
1.618 |
119-298 |
|
1.000 |
119-110 |
|
0.618 |
118-313 |
|
HIGH |
118-125 |
|
0.618 |
118-008 |
|
0.500 |
117-292 |
|
0.382 |
117-257 |
|
LOW |
117-140 |
|
0.618 |
116-272 |
|
1.000 |
116-155 |
|
1.618 |
115-287 |
|
2.618 |
114-302 |
|
4.250 |
113-124 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-292 |
118-120 |
| PP |
117-272 |
118-050 |
| S1 |
117-251 |
117-300 |
|