CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
114-190 |
0-040 |
0.1% |
114-310 |
| High |
115-055 |
115-095 |
0-040 |
0.1% |
116-125 |
| Low |
114-145 |
114-190 |
0-045 |
0.1% |
114-170 |
| Close |
114-180 |
115-090 |
0-230 |
0.6% |
116-020 |
| Range |
0-230 |
0-225 |
-0-005 |
-2.2% |
1-275 |
| ATR |
0-241 |
0-241 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,189,697 |
1,378,270 |
188,573 |
15.9% |
4,574,884 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-053 |
116-297 |
115-214 |
|
| R3 |
116-148 |
116-072 |
115-152 |
|
| R2 |
115-243 |
115-243 |
115-131 |
|
| R1 |
115-167 |
115-167 |
115-111 |
115-205 |
| PP |
115-018 |
115-018 |
115-018 |
115-038 |
| S1 |
114-262 |
114-262 |
115-069 |
114-300 |
| S2 |
114-113 |
114-113 |
115-049 |
|
| S3 |
113-208 |
114-037 |
115-028 |
|
| S4 |
112-303 |
113-132 |
114-286 |
|
|
| 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% |
0-216 |
0.6% |
43% |
False |
False |
1,042,269 |
| 10 |
116-125 |
114-145 |
1-300 |
1.7% |
0-232 |
0.6% |
43% |
False |
False |
948,022 |
| 20 |
116-310 |
114-145 |
2-165 |
2.2% |
0-222 |
0.6% |
33% |
False |
False |
886,155 |
| 40 |
119-305 |
114-145 |
5-160 |
4.8% |
0-224 |
0.6% |
15% |
False |
False |
867,880 |
| 60 |
119-305 |
113-310 |
5-315 |
5.2% |
0-250 |
0.7% |
22% |
False |
False |
1,149,934 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-232 |
0.6% |
24% |
False |
False |
996,035 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-195 |
0.5% |
49% |
False |
False |
807,264 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-162 |
0.4% |
49% |
False |
False |
703,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-091 |
|
2.618 |
117-044 |
|
1.618 |
116-139 |
|
1.000 |
116-000 |
|
0.618 |
115-234 |
|
HIGH |
115-095 |
|
0.618 |
115-009 |
|
0.500 |
114-302 |
|
0.382 |
114-276 |
|
LOW |
114-190 |
|
0.618 |
114-051 |
|
1.000 |
113-285 |
|
1.618 |
113-146 |
|
2.618 |
112-241 |
|
4.250 |
111-194 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-054 |
115-079 |
| PP |
115-018 |
115-068 |
| S1 |
114-302 |
115-058 |
|