CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-250 |
115-065 |
0-135 |
0.4% |
115-000 |
| High |
115-060 |
115-290 |
0-230 |
0.6% |
116-105 |
| Low |
114-170 |
115-040 |
0-190 |
0.5% |
114-220 |
| Close |
115-035 |
115-255 |
0-220 |
0.6% |
114-310 |
| Range |
0-210 |
0-250 |
0-040 |
19.0% |
1-205 |
| ATR |
0-243 |
0-243 |
0-001 |
0.4% |
0-000 |
| Volume |
777,833 |
947,165 |
169,332 |
21.8% |
3,696,964 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-305 |
117-210 |
116-072 |
|
| R3 |
117-055 |
116-280 |
116-004 |
|
| R2 |
116-125 |
116-125 |
115-301 |
|
| R1 |
116-030 |
116-030 |
115-278 |
116-078 |
| PP |
115-195 |
115-195 |
115-195 |
115-219 |
| S1 |
115-100 |
115-100 |
115-232 |
115-148 |
| S2 |
114-265 |
114-265 |
115-209 |
|
| S3 |
114-015 |
114-170 |
115-186 |
|
| S4 |
113-085 |
113-240 |
115-118 |
|
|
| 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 |
116-005 |
114-170 |
1-155 |
1.3% |
0-247 |
0.7% |
85% |
False |
False |
853,776 |
| 10 |
116-105 |
114-170 |
1-255 |
1.6% |
0-210 |
0.6% |
70% |
False |
False |
829,054 |
| 20 |
118-190 |
114-170 |
4-020 |
3.5% |
0-228 |
0.6% |
31% |
False |
False |
849,113 |
| 40 |
119-305 |
114-170 |
5-135 |
4.7% |
0-232 |
0.6% |
23% |
False |
False |
905,785 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-256 |
0.7% |
33% |
False |
False |
1,186,542 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-226 |
0.6% |
33% |
False |
False |
935,318 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-184 |
0.5% |
54% |
False |
False |
759,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-072 |
|
2.618 |
117-304 |
|
1.618 |
117-054 |
|
1.000 |
116-220 |
|
0.618 |
116-124 |
|
HIGH |
115-290 |
|
0.618 |
115-194 |
|
0.500 |
115-165 |
|
0.382 |
115-136 |
|
LOW |
115-040 |
|
0.618 |
114-206 |
|
1.000 |
114-110 |
|
1.618 |
113-276 |
|
2.618 |
113-026 |
|
4.250 |
111-258 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-225 |
115-193 |
| PP |
115-195 |
115-132 |
| S1 |
115-165 |
115-070 |
|