CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-170 |
118-085 |
0-235 |
0.6% |
118-290 |
| High |
118-125 |
118-085 |
-0-040 |
-0.1% |
119-100 |
| Low |
117-150 |
117-120 |
-0-030 |
-0.1% |
117-050 |
| Close |
118-060 |
117-175 |
-0-205 |
-0.5% |
118-100 |
| Range |
0-295 |
0-285 |
-0-010 |
-3.4% |
2-050 |
| ATR |
0-281 |
0-281 |
0-000 |
0.1% |
0-000 |
| Volume |
653,186 |
889,903 |
236,717 |
36.2% |
4,293,737 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-128 |
119-277 |
118-012 |
|
| R3 |
119-163 |
118-312 |
117-253 |
|
| R2 |
118-198 |
118-198 |
117-227 |
|
| R1 |
118-027 |
118-027 |
117-201 |
117-290 |
| PP |
117-233 |
117-233 |
117-233 |
117-205 |
| S1 |
117-062 |
117-062 |
117-149 |
117-005 |
| S2 |
116-268 |
116-268 |
117-123 |
|
| S3 |
115-303 |
116-097 |
117-097 |
|
| S4 |
115-018 |
115-132 |
117-018 |
|
|
| 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% |
0-258 |
0.7% |
32% |
False |
False |
816,214 |
| 10 |
119-100 |
117-030 |
2-070 |
1.9% |
0-224 |
0.6% |
20% |
False |
False |
859,218 |
| 20 |
119-305 |
117-030 |
2-275 |
2.4% |
0-237 |
0.6% |
16% |
False |
False |
962,457 |
| 40 |
119-305 |
113-250 |
6-055 |
5.3% |
0-270 |
0.7% |
61% |
False |
False |
1,355,257 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-225 |
0.6% |
61% |
False |
False |
964,053 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-173 |
0.5% |
74% |
False |
False |
736,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-016 |
|
2.618 |
120-191 |
|
1.618 |
119-226 |
|
1.000 |
119-050 |
|
0.618 |
118-261 |
|
HIGH |
118-085 |
|
0.618 |
117-296 |
|
0.500 |
117-262 |
|
0.382 |
117-229 |
|
LOW |
117-120 |
|
0.618 |
116-264 |
|
1.000 |
116-155 |
|
1.618 |
115-299 |
|
2.618 |
115-014 |
|
4.250 |
113-189 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-262 |
117-282 |
| PP |
117-233 |
117-247 |
| S1 |
117-204 |
117-211 |
|