CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-085 |
116-020 |
-0-065 |
-0.2% |
118-180 |
| High |
116-135 |
116-170 |
0-035 |
0.1% |
118-190 |
| Low |
116-000 |
115-315 |
-0-005 |
0.0% |
115-100 |
| Close |
116-125 |
116-080 |
-0-045 |
-0.1% |
116-045 |
| Range |
0-135 |
0-175 |
0-040 |
29.6% |
3-090 |
| ATR |
0-267 |
0-260 |
-0-007 |
-2.5% |
0-000 |
| Volume |
929,241 |
687,259 |
-241,982 |
-26.0% |
4,546,717 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-287 |
117-198 |
116-176 |
|
| R3 |
117-112 |
117-023 |
116-128 |
|
| R2 |
116-257 |
116-257 |
116-112 |
|
| R1 |
116-168 |
116-168 |
116-096 |
116-212 |
| PP |
116-082 |
116-082 |
116-082 |
116-104 |
| S1 |
115-313 |
115-313 |
116-064 |
116-038 |
| S2 |
115-227 |
115-227 |
116-048 |
|
| S3 |
115-052 |
115-138 |
116-032 |
|
| S4 |
114-197 |
114-283 |
115-304 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
124-197 |
117-302 |
|
| R3 |
123-078 |
121-107 |
117-014 |
|
| R2 |
119-308 |
119-308 |
116-238 |
|
| R1 |
118-017 |
118-017 |
116-141 |
117-118 |
| PP |
116-218 |
116-218 |
116-218 |
116-109 |
| S1 |
114-247 |
114-247 |
115-269 |
114-028 |
| S2 |
113-128 |
113-128 |
115-172 |
|
| S3 |
110-038 |
111-157 |
115-076 |
|
| S4 |
106-268 |
108-067 |
114-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-125 |
115-100 |
2-025 |
1.8% |
0-219 |
0.6% |
45% |
False |
False |
927,144 |
| 10 |
118-190 |
115-100 |
3-090 |
2.8% |
0-236 |
0.6% |
29% |
False |
False |
861,535 |
| 20 |
119-100 |
115-100 |
4-000 |
3.4% |
0-219 |
0.6% |
23% |
False |
False |
856,402 |
| 40 |
119-305 |
114-010 |
5-295 |
5.1% |
0-255 |
0.7% |
37% |
False |
False |
1,211,573 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-238 |
0.6% |
40% |
False |
False |
1,070,771 |
| 80 |
119-305 |
111-165 |
8-140 |
7.3% |
0-195 |
0.5% |
56% |
False |
False |
818,951 |
| 100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-156 |
0.4% |
59% |
False |
False |
687,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-274 |
|
2.618 |
117-308 |
|
1.618 |
117-133 |
|
1.000 |
117-025 |
|
0.618 |
116-278 |
|
HIGH |
116-170 |
|
0.618 |
116-103 |
|
0.500 |
116-082 |
|
0.382 |
116-062 |
|
LOW |
115-315 |
|
0.618 |
115-207 |
|
1.000 |
115-140 |
|
1.618 |
115-032 |
|
2.618 |
114-177 |
|
4.250 |
113-211 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-082 |
116-045 |
| PP |
116-082 |
116-010 |
| S1 |
116-081 |
115-295 |
|