CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-105 |
115-270 |
-0-155 |
-0.4% |
114-310 |
| High |
116-125 |
116-105 |
-0-020 |
-0.1% |
116-125 |
| Low |
115-290 |
115-270 |
-0-020 |
-0.1% |
114-170 |
| Close |
116-020 |
116-010 |
-0-010 |
0.0% |
116-020 |
| Range |
0-155 |
0-155 |
0-000 |
0.0% |
1-275 |
| ATR |
0-240 |
0-234 |
-0-006 |
-2.5% |
0-000 |
| Volume |
1,096,700 |
862,224 |
-234,476 |
-21.4% |
4,574,884 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-167 |
117-083 |
116-095 |
|
| R3 |
117-012 |
116-248 |
116-053 |
|
| R2 |
116-177 |
116-177 |
116-038 |
|
| R1 |
116-093 |
116-093 |
116-024 |
116-135 |
| PP |
116-022 |
116-022 |
116-022 |
116-042 |
| S1 |
115-258 |
115-258 |
115-316 |
115-300 |
| S2 |
115-187 |
115-187 |
115-302 |
|
| S3 |
115-032 |
115-103 |
115-287 |
|
| S4 |
114-197 |
114-268 |
115-245 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-077 |
120-163 |
117-027 |
|
| R3 |
119-122 |
118-208 |
116-184 |
|
| R2 |
117-167 |
117-167 |
116-129 |
|
| R1 |
116-253 |
116-253 |
116-075 |
117-050 |
| PP |
115-212 |
115-212 |
115-212 |
115-270 |
| S1 |
114-298 |
114-298 |
115-285 |
115-095 |
| S2 |
113-257 |
113-257 |
115-231 |
|
| S3 |
111-302 |
113-023 |
115-176 |
|
| S4 |
110-027 |
111-068 |
115-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-125 |
114-170 |
1-275 |
1.6% |
0-192 |
0.5% |
81% |
False |
False |
855,788 |
| 10 |
116-125 |
114-170 |
1-275 |
1.6% |
0-218 |
0.6% |
81% |
False |
False |
827,408 |
| 20 |
118-015 |
114-170 |
3-165 |
3.0% |
0-222 |
0.6% |
43% |
False |
False |
862,491 |
| 40 |
119-305 |
114-170 |
5-135 |
4.7% |
0-224 |
0.6% |
28% |
False |
False |
885,460 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-253 |
0.7% |
36% |
False |
False |
1,172,118 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-228 |
0.6% |
36% |
False |
False |
957,787 |
| 100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-187 |
0.5% |
57% |
False |
False |
777,013 |
| 120 |
119-305 |
110-275 |
9-030 |
7.8% |
0-156 |
0.4% |
57% |
False |
False |
678,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-124 |
|
2.618 |
117-191 |
|
1.618 |
117-036 |
|
1.000 |
116-260 |
|
0.618 |
116-201 |
|
HIGH |
116-105 |
|
0.618 |
116-046 |
|
0.500 |
116-028 |
|
0.382 |
116-009 |
|
LOW |
115-270 |
|
0.618 |
115-174 |
|
1.000 |
115-115 |
|
1.618 |
115-019 |
|
2.618 |
114-184 |
|
4.250 |
113-251 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-028 |
115-301 |
| PP |
116-022 |
115-272 |
| S1 |
116-016 |
115-242 |
|