CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-190 |
115-070 |
0-200 |
0.5% |
115-270 |
| High |
115-095 |
115-240 |
0-145 |
0.4% |
116-105 |
| Low |
114-190 |
114-280 |
0-090 |
0.2% |
114-145 |
| Close |
115-090 |
115-070 |
-0-020 |
-0.1% |
115-070 |
| Range |
0-225 |
0-280 |
0-055 |
24.4% |
1-280 |
| ATR |
0-241 |
0-244 |
0-003 |
1.2% |
0-000 |
| Volume |
1,378,270 |
1,140,539 |
-237,731 |
-17.2% |
5,255,185 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-290 |
117-140 |
115-224 |
|
| R3 |
117-010 |
116-180 |
115-147 |
|
| R2 |
116-050 |
116-050 |
115-121 |
|
| R1 |
115-220 |
115-220 |
115-096 |
115-210 |
| PP |
115-090 |
115-090 |
115-090 |
115-085 |
| S1 |
114-260 |
114-260 |
115-044 |
114-250 |
| S2 |
114-130 |
114-130 |
115-019 |
|
| S3 |
113-170 |
113-300 |
114-313 |
|
| S4 |
112-210 |
113-020 |
114-236 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-307 |
119-308 |
116-080 |
|
| R3 |
119-027 |
118-028 |
115-235 |
|
| R2 |
117-067 |
117-067 |
115-180 |
|
| R1 |
116-068 |
116-068 |
115-125 |
115-248 |
| PP |
115-107 |
115-107 |
115-107 |
115-036 |
| S1 |
114-108 |
114-108 |
115-015 |
113-288 |
| S2 |
113-147 |
113-147 |
114-280 |
|
| S3 |
111-187 |
112-148 |
114-225 |
|
| S4 |
109-227 |
110-188 |
114-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-105 |
114-145 |
1-280 |
1.6% |
0-241 |
0.7% |
41% |
False |
False |
1,051,037 |
| 10 |
116-125 |
114-145 |
1-300 |
1.7% |
0-217 |
0.6% |
40% |
False |
False |
983,006 |
| 20 |
116-310 |
114-145 |
2-165 |
2.2% |
0-223 |
0.6% |
30% |
False |
False |
893,919 |
| 40 |
119-100 |
114-145 |
4-275 |
4.2% |
0-227 |
0.6% |
16% |
False |
False |
864,526 |
| 60 |
119-305 |
114-010 |
5-295 |
5.1% |
0-247 |
0.7% |
20% |
False |
False |
1,133,414 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-232 |
0.6% |
23% |
False |
False |
1,009,351 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-197 |
0.5% |
48% |
False |
False |
818,166 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-165 |
0.4% |
48% |
False |
False |
712,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-150 |
|
2.618 |
118-013 |
|
1.618 |
117-053 |
|
1.000 |
116-200 |
|
0.618 |
116-093 |
|
HIGH |
115-240 |
|
0.618 |
115-133 |
|
0.500 |
115-100 |
|
0.382 |
115-067 |
|
LOW |
114-280 |
|
0.618 |
114-107 |
|
1.000 |
114-000 |
|
1.618 |
113-147 |
|
2.618 |
112-187 |
|
4.250 |
111-050 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-100 |
115-058 |
| PP |
115-090 |
115-045 |
| S1 |
115-080 |
115-032 |
|