CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115-150 |
115-100 |
-0-050 |
-0.1% |
116-085 |
| High |
115-245 |
115-270 |
0-025 |
0.1% |
116-310 |
| Low |
115-115 |
115-000 |
-0-115 |
-0.3% |
115-015 |
| Close |
115-125 |
115-260 |
0-135 |
0.4% |
115-020 |
| Range |
0-130 |
0-270 |
0-140 |
107.7% |
1-295 |
| ATR |
0-242 |
0-244 |
0-002 |
0.8% |
0-000 |
| Volume |
544,093 |
642,315 |
98,222 |
18.1% |
4,351,364 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-027 |
117-253 |
116-088 |
|
| R3 |
117-077 |
116-303 |
116-014 |
|
| R2 |
116-127 |
116-127 |
115-310 |
|
| R1 |
116-033 |
116-033 |
115-285 |
116-080 |
| PP |
115-177 |
115-177 |
115-177 |
115-200 |
| S1 |
115-083 |
115-083 |
115-235 |
115-130 |
| S2 |
114-227 |
114-227 |
115-210 |
|
| S3 |
113-277 |
114-133 |
115-186 |
|
| S4 |
113-007 |
113-183 |
115-112 |
|
|
| 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 |
116-055 |
115-000 |
1-055 |
1.0% |
0-193 |
0.5% |
69% |
False |
True |
787,803 |
| 10 |
116-310 |
115-000 |
1-310 |
1.7% |
0-212 |
0.6% |
41% |
False |
True |
846,818 |
| 20 |
118-190 |
115-000 |
3-190 |
3.1% |
0-227 |
0.6% |
23% |
False |
True |
845,541 |
| 40 |
119-305 |
115-000 |
4-305 |
4.3% |
0-246 |
0.7% |
16% |
False |
True |
1,003,130 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-254 |
0.7% |
33% |
False |
False |
1,142,115 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-210 |
0.6% |
33% |
False |
False |
876,684 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-169 |
0.5% |
54% |
False |
False |
716,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-138 |
|
2.618 |
118-017 |
|
1.618 |
117-067 |
|
1.000 |
116-220 |
|
0.618 |
116-117 |
|
HIGH |
115-270 |
|
0.618 |
115-167 |
|
0.500 |
115-135 |
|
0.382 |
115-103 |
|
LOW |
115-000 |
|
0.618 |
114-153 |
|
1.000 |
114-050 |
|
1.618 |
113-203 |
|
2.618 |
112-253 |
|
4.250 |
111-132 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-218 |
115-218 |
| PP |
115-177 |
115-177 |
| S1 |
115-135 |
115-135 |
|