CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-235 |
117-170 |
-0-065 |
-0.2% |
118-290 |
| High |
117-295 |
118-125 |
0-150 |
0.4% |
119-100 |
| Low |
117-140 |
117-150 |
0-010 |
0.0% |
117-050 |
| Close |
117-150 |
118-060 |
0-230 |
0.6% |
118-100 |
| Range |
0-155 |
0-295 |
0-140 |
90.3% |
2-050 |
| ATR |
0-279 |
0-281 |
0-001 |
0.4% |
0-000 |
| Volume |
718,179 |
653,186 |
-64,993 |
-9.0% |
4,293,737 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-250 |
120-130 |
118-222 |
|
| R3 |
119-275 |
119-155 |
118-141 |
|
| R2 |
118-300 |
118-300 |
118-114 |
|
| R1 |
118-180 |
118-180 |
118-087 |
118-240 |
| PP |
118-005 |
118-005 |
118-005 |
118-035 |
| S1 |
117-205 |
117-205 |
118-033 |
117-265 |
| S2 |
117-030 |
117-030 |
118-006 |
|
| S3 |
116-055 |
116-230 |
117-299 |
|
| S4 |
115-080 |
115-255 |
117-218 |
|
|
| 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% |
0-233 |
0.6% |
77% |
False |
False |
833,480 |
| 10 |
119-100 |
117-030 |
2-070 |
1.9% |
0-218 |
0.6% |
49% |
False |
False |
844,148 |
| 20 |
119-305 |
117-015 |
2-290 |
2.5% |
0-236 |
0.6% |
39% |
False |
False |
998,893 |
| 40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-271 |
0.7% |
71% |
False |
False |
1,358,515 |
| 60 |
119-305 |
113-250 |
6-055 |
5.2% |
0-220 |
0.6% |
71% |
False |
False |
950,548 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-169 |
0.4% |
81% |
False |
False |
726,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-099 |
|
2.618 |
120-257 |
|
1.618 |
119-282 |
|
1.000 |
119-100 |
|
0.618 |
118-307 |
|
HIGH |
118-125 |
|
0.618 |
118-012 |
|
0.500 |
117-298 |
|
0.382 |
117-263 |
|
LOW |
117-150 |
|
0.618 |
116-288 |
|
1.000 |
116-175 |
|
1.618 |
115-313 |
|
2.618 |
115-018 |
|
4.250 |
113-176 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-032 |
118-012 |
| PP |
118-005 |
117-285 |
| S1 |
117-298 |
117-238 |
|