CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
115-060 |
0-070 |
0.2% |
115-000 |
| High |
115-070 |
115-140 |
0-070 |
0.2% |
116-105 |
| Low |
114-230 |
114-270 |
0-040 |
0.1% |
114-220 |
| Close |
115-025 |
114-270 |
-0-075 |
-0.2% |
114-310 |
| Range |
0-160 |
0-190 |
0-030 |
18.8% |
1-205 |
| ATR |
0-249 |
0-245 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,158,164 |
595,022 |
-563,142 |
-48.6% |
3,696,964 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-263 |
116-137 |
115-054 |
|
| R3 |
116-073 |
115-267 |
115-002 |
|
| R2 |
115-203 |
115-203 |
114-305 |
|
| R1 |
115-077 |
115-077 |
114-287 |
115-045 |
| PP |
115-013 |
115-013 |
115-013 |
114-318 |
| S1 |
114-207 |
114-207 |
114-253 |
114-175 |
| S2 |
114-143 |
114-143 |
114-235 |
|
| S3 |
113-273 |
114-017 |
114-218 |
|
| S4 |
113-083 |
113-147 |
114-166 |
|
|
| 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% |
0-256 |
0.7% |
10% |
False |
False |
809,213 |
| 10 |
116-310 |
114-220 |
2-090 |
2.0% |
0-232 |
0.6% |
7% |
False |
False |
818,501 |
| 20 |
118-190 |
114-220 |
3-290 |
3.4% |
0-234 |
0.6% |
4% |
False |
False |
840,018 |
| 40 |
119-305 |
114-220 |
5-085 |
4.6% |
0-244 |
0.7% |
3% |
False |
False |
931,005 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-257 |
0.7% |
17% |
False |
False |
1,194,757 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-222 |
0.6% |
17% |
False |
False |
915,796 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-179 |
0.5% |
44% |
False |
False |
743,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-308 |
|
2.618 |
116-317 |
|
1.618 |
116-127 |
|
1.000 |
116-010 |
|
0.618 |
115-257 |
|
HIGH |
115-140 |
|
0.618 |
115-067 |
|
0.500 |
115-045 |
|
0.382 |
115-023 |
|
LOW |
114-270 |
|
0.618 |
114-153 |
|
1.000 |
114-080 |
|
1.618 |
113-283 |
|
2.618 |
113-093 |
|
4.250 |
112-102 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-045 |
115-112 |
| PP |
115-013 |
115-058 |
| S1 |
114-302 |
115-004 |
|