CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-185 |
117-255 |
0-070 |
0.2% |
118-290 |
| High |
118-165 |
117-255 |
-0-230 |
-0.6% |
119-100 |
| Low |
117-155 |
117-030 |
-0-125 |
-0.3% |
117-050 |
| Close |
118-100 |
117-155 |
-0-265 |
-0.7% |
118-100 |
| Range |
1-010 |
0-225 |
-0-105 |
-31.8% |
2-050 |
| ATR |
0-281 |
0-289 |
0-008 |
2.8% |
0-000 |
| Volume |
738,997 |
1,080,806 |
341,809 |
46.3% |
4,293,737 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-182 |
119-073 |
117-279 |
|
| R3 |
118-277 |
118-168 |
117-217 |
|
| R2 |
118-052 |
118-052 |
117-196 |
|
| R1 |
117-263 |
117-263 |
117-176 |
117-205 |
| PP |
117-147 |
117-147 |
117-147 |
117-118 |
| S1 |
117-038 |
117-038 |
117-134 |
116-300 |
| S2 |
116-242 |
116-242 |
117-114 |
|
| S3 |
116-017 |
116-133 |
117-093 |
|
| S4 |
115-112 |
115-228 |
117-031 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-233 |
123-217 |
119-160 |
|
| R3 |
122-183 |
121-167 |
118-290 |
|
| R2 |
120-133 |
120-133 |
118-226 |
|
| R1 |
119-117 |
119-117 |
118-163 |
118-260 |
| PP |
118-083 |
118-083 |
118-083 |
117-315 |
| S1 |
117-067 |
117-067 |
118-037 |
116-210 |
| S2 |
116-033 |
116-033 |
117-294 |
|
| S3 |
113-303 |
115-017 |
117-230 |
|
| S4 |
111-253 |
112-287 |
117-040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-165 |
117-030 |
1-135 |
1.2% |
0-234 |
0.6% |
27% |
False |
True |
953,642 |
| 10 |
119-100 |
117-030 |
2-070 |
1.9% |
0-202 |
0.5% |
18% |
False |
True |
838,288 |
| 20 |
119-305 |
116-220 |
3-085 |
2.8% |
0-261 |
0.7% |
24% |
False |
False |
1,061,734 |
| 40 |
119-305 |
113-250 |
6-055 |
5.3% |
0-268 |
0.7% |
60% |
False |
False |
1,355,875 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-216 |
0.6% |
60% |
False |
False |
930,384 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-164 |
0.4% |
73% |
False |
False |
712,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-251 |
|
2.618 |
119-204 |
|
1.618 |
118-299 |
|
1.000 |
118-160 |
|
0.618 |
118-074 |
|
HIGH |
117-255 |
|
0.618 |
117-169 |
|
0.500 |
117-142 |
|
0.382 |
117-116 |
|
LOW |
117-030 |
|
0.618 |
116-211 |
|
1.000 |
116-125 |
|
1.618 |
115-306 |
|
2.618 |
115-081 |
|
4.250 |
114-034 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-151 |
117-258 |
| PP |
117-147 |
117-223 |
| S1 |
117-142 |
117-189 |
|