CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-290 |
114-150 |
-1-140 |
-1.2% |
114-310 |
| High |
115-290 |
115-055 |
-0-235 |
-0.6% |
116-125 |
| Low |
114-295 |
114-145 |
-0-150 |
-0.4% |
114-170 |
| Close |
114-295 |
114-180 |
-0-115 |
-0.3% |
116-020 |
| Range |
0-315 |
0-230 |
-0-085 |
-27.0% |
1-275 |
| ATR |
0-242 |
0-241 |
-0-001 |
-0.4% |
0-000 |
| Volume |
684,455 |
1,189,697 |
505,242 |
73.8% |
4,574,884 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-283 |
116-142 |
114-306 |
|
| R3 |
116-053 |
115-232 |
114-243 |
|
| R2 |
115-143 |
115-143 |
114-222 |
|
| R1 |
115-002 |
115-002 |
114-201 |
115-072 |
| PP |
114-233 |
114-233 |
114-233 |
114-269 |
| S1 |
114-092 |
114-092 |
114-159 |
114-162 |
| S2 |
114-003 |
114-003 |
114-138 |
|
| S3 |
113-093 |
113-182 |
114-117 |
|
| S4 |
112-183 |
112-272 |
114-054 |
|
|
| 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 |
114-145 |
1-300 |
1.7% |
0-221 |
0.6% |
6% |
False |
True |
956,048 |
| 10 |
116-125 |
114-145 |
1-300 |
1.7% |
0-232 |
0.6% |
6% |
False |
True |
896,182 |
| 20 |
116-310 |
114-145 |
2-165 |
2.2% |
0-222 |
0.6% |
4% |
False |
True |
871,500 |
| 40 |
119-305 |
114-145 |
5-160 |
4.8% |
0-226 |
0.6% |
2% |
False |
True |
864,031 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-251 |
0.7% |
13% |
False |
False |
1,157,687 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-231 |
0.6% |
13% |
False |
False |
979,476 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-192 |
0.5% |
41% |
False |
False |
793,981 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-161 |
0.4% |
41% |
False |
False |
692,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-072 |
|
2.618 |
117-017 |
|
1.618 |
116-107 |
|
1.000 |
115-285 |
|
0.618 |
115-197 |
|
HIGH |
115-055 |
|
0.618 |
114-287 |
|
0.500 |
114-260 |
|
0.382 |
114-233 |
|
LOW |
114-145 |
|
0.618 |
114-003 |
|
1.000 |
113-235 |
|
1.618 |
113-093 |
|
2.618 |
112-183 |
|
4.250 |
111-128 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-260 |
115-125 |
| PP |
114-233 |
115-037 |
| S1 |
114-207 |
114-268 |
|