CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-045 |
115-020 |
-1-025 |
-0.9% |
116-085 |
| High |
116-055 |
115-125 |
-0-250 |
-0.7% |
116-310 |
| Low |
115-035 |
115-015 |
-0-020 |
-0.1% |
115-015 |
| Close |
115-100 |
115-020 |
-0-080 |
-0.2% |
115-020 |
| Range |
1-020 |
0-110 |
-0-230 |
-67.6% |
1-295 |
| ATR |
0-272 |
0-260 |
-0-012 |
-4.3% |
0-000 |
| Volume |
777,223 |
1,115,396 |
338,173 |
43.5% |
4,351,364 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-063 |
115-312 |
115-080 |
|
| R3 |
115-273 |
115-202 |
115-050 |
|
| R2 |
115-163 |
115-163 |
115-040 |
|
| R1 |
115-092 |
115-092 |
115-030 |
115-075 |
| PP |
115-053 |
115-053 |
115-053 |
115-045 |
| S1 |
114-302 |
114-302 |
115-010 |
114-285 |
| S2 |
114-263 |
114-263 |
115-000 |
|
| S3 |
114-153 |
114-192 |
114-310 |
|
| S4 |
114-043 |
114-082 |
114-280 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-147 |
120-058 |
116-038 |
|
| R3 |
119-172 |
118-083 |
115-189 |
|
| R2 |
117-197 |
117-197 |
115-133 |
|
| R1 |
116-108 |
116-108 |
115-076 |
116-005 |
| PP |
115-222 |
115-222 |
115-222 |
115-170 |
| S1 |
114-133 |
114-133 |
114-284 |
114-030 |
| S2 |
113-247 |
113-247 |
114-227 |
|
| S3 |
111-272 |
112-158 |
114-171 |
|
| S4 |
109-297 |
110-183 |
114-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-310 |
115-015 |
1-295 |
1.7% |
0-222 |
0.6% |
1% |
False |
True |
870,272 |
| 10 |
118-190 |
115-015 |
3-175 |
3.1% |
0-238 |
0.6% |
0% |
False |
True |
889,808 |
| 20 |
119-100 |
115-015 |
4-085 |
3.7% |
0-231 |
0.6% |
0% |
False |
True |
872,146 |
| 40 |
119-305 |
115-015 |
4-290 |
4.3% |
0-249 |
0.7% |
0% |
False |
True |
1,113,465 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-249 |
0.7% |
21% |
False |
False |
1,111,975 |
| 80 |
119-305 |
113-200 |
6-105 |
5.5% |
0-205 |
0.6% |
23% |
False |
False |
852,261 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-164 |
0.4% |
46% |
False |
False |
702,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-272 |
|
2.618 |
116-093 |
|
1.618 |
115-303 |
|
1.000 |
115-235 |
|
0.618 |
115-193 |
|
HIGH |
115-125 |
|
0.618 |
115-083 |
|
0.500 |
115-070 |
|
0.382 |
115-057 |
|
LOW |
115-015 |
|
0.618 |
114-267 |
|
1.000 |
114-225 |
|
1.618 |
114-157 |
|
2.618 |
114-047 |
|
4.250 |
113-188 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-070 |
116-002 |
| PP |
115-053 |
115-222 |
| S1 |
115-037 |
115-121 |
|