CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-255 |
115-250 |
-0-005 |
0.0% |
115-000 |
| High |
116-105 |
116-005 |
-0-100 |
-0.3% |
116-105 |
| Low |
115-190 |
114-220 |
-0-290 |
-0.8% |
114-220 |
| Close |
115-235 |
114-310 |
-0-245 |
-0.7% |
114-310 |
| Range |
0-235 |
1-105 |
0-190 |
80.9% |
1-205 |
| ATR |
0-243 |
0-256 |
0-013 |
5.3% |
0-000 |
| Volume |
859,868 |
790,698 |
-69,170 |
-8.0% |
3,696,964 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-067 |
118-133 |
115-224 |
|
| R3 |
117-282 |
117-028 |
115-107 |
|
| R2 |
116-177 |
116-177 |
115-068 |
|
| R1 |
115-243 |
115-243 |
115-029 |
115-158 |
| PP |
115-072 |
115-072 |
115-072 |
115-029 |
| S1 |
114-138 |
114-138 |
114-271 |
114-052 |
| S2 |
113-287 |
113-287 |
114-232 |
|
| S3 |
112-182 |
113-033 |
114-193 |
|
| S4 |
111-077 |
111-248 |
114-076 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
119-080 |
115-279 |
|
| R3 |
118-195 |
117-195 |
115-134 |
|
| R2 |
116-310 |
116-310 |
115-086 |
|
| R1 |
115-310 |
115-310 |
115-038 |
115-208 |
| PP |
115-105 |
115-105 |
115-105 |
115-054 |
| S1 |
114-105 |
114-105 |
114-262 |
114-002 |
| S2 |
113-220 |
113-220 |
114-214 |
|
| S3 |
112-015 |
112-220 |
114-166 |
|
| S4 |
110-130 |
111-015 |
114-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-105 |
114-220 |
1-205 |
1.4% |
0-235 |
0.6% |
17% |
False |
True |
739,392 |
| 10 |
116-310 |
114-220 |
2-090 |
2.0% |
0-228 |
0.6% |
12% |
False |
True |
804,832 |
| 20 |
118-190 |
114-220 |
3-290 |
3.4% |
0-236 |
0.6% |
7% |
False |
True |
842,308 |
| 40 |
119-305 |
114-220 |
5-085 |
4.6% |
0-251 |
0.7% |
5% |
False |
True |
961,847 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-261 |
0.7% |
19% |
False |
False |
1,167,920 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-218 |
0.6% |
19% |
False |
False |
895,590 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-176 |
0.5% |
45% |
False |
False |
729,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-211 |
|
2.618 |
119-158 |
|
1.618 |
118-053 |
|
1.000 |
117-110 |
|
0.618 |
116-268 |
|
HIGH |
116-005 |
|
0.618 |
115-163 |
|
0.500 |
115-112 |
|
0.382 |
115-062 |
|
LOW |
114-220 |
|
0.618 |
113-277 |
|
1.000 |
113-115 |
|
1.618 |
112-172 |
|
2.618 |
111-067 |
|
4.250 |
109-014 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-112 |
115-162 |
| PP |
115-072 |
115-105 |
| S1 |
115-031 |
115-048 |
|