CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-100 |
115-255 |
0-155 |
0.4% |
116-085 |
| High |
115-270 |
116-105 |
0-155 |
0.4% |
116-310 |
| Low |
115-000 |
115-190 |
0-190 |
0.5% |
115-015 |
| Close |
115-260 |
115-235 |
-0-025 |
-0.1% |
115-020 |
| Range |
0-270 |
0-235 |
-0-035 |
-13.0% |
1-295 |
| ATR |
0-244 |
0-243 |
-0-001 |
-0.3% |
0-000 |
| Volume |
642,315 |
859,868 |
217,553 |
33.9% |
4,351,364 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-028 |
117-207 |
116-044 |
|
| R3 |
117-113 |
116-292 |
115-300 |
|
| R2 |
116-198 |
116-198 |
115-278 |
|
| R1 |
116-057 |
116-057 |
115-257 |
116-010 |
| PP |
115-283 |
115-283 |
115-283 |
115-260 |
| S1 |
115-142 |
115-142 |
115-213 |
115-095 |
| S2 |
115-048 |
115-048 |
115-192 |
|
| S3 |
114-133 |
114-227 |
115-170 |
|
| S4 |
113-218 |
113-312 |
115-106 |
|
|
| 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 |
116-105 |
115-000 |
1-105 |
1.1% |
0-172 |
0.5% |
55% |
True |
False |
804,332 |
| 10 |
116-310 |
115-000 |
1-310 |
1.7% |
0-214 |
0.6% |
37% |
False |
False |
824,288 |
| 20 |
118-190 |
115-000 |
3-190 |
3.1% |
0-231 |
0.6% |
20% |
False |
False |
839,723 |
| 40 |
119-305 |
115-000 |
4-305 |
4.3% |
0-246 |
0.7% |
15% |
False |
False |
989,101 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-255 |
0.7% |
32% |
False |
False |
1,155,619 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-213 |
0.6% |
32% |
False |
False |
886,567 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-172 |
0.5% |
54% |
False |
False |
723,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-144 |
|
2.618 |
118-080 |
|
1.618 |
117-165 |
|
1.000 |
117-020 |
|
0.618 |
116-250 |
|
HIGH |
116-105 |
|
0.618 |
116-015 |
|
0.500 |
115-308 |
|
0.382 |
115-280 |
|
LOW |
115-190 |
|
0.618 |
115-045 |
|
1.000 |
114-275 |
|
1.618 |
114-130 |
|
2.618 |
113-215 |
|
4.250 |
112-151 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-308 |
115-228 |
| PP |
115-283 |
115-220 |
| S1 |
115-259 |
115-212 |
|