CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
115-110 |
0-040 |
0.1% |
115-270 |
| High |
115-240 |
115-155 |
-0-085 |
-0.2% |
116-105 |
| Low |
114-280 |
115-000 |
0-040 |
0.1% |
114-145 |
| Close |
115-070 |
115-130 |
0-060 |
0.2% |
115-070 |
| Range |
0-280 |
0-155 |
-0-125 |
-44.6% |
1-280 |
| ATR |
0-244 |
0-237 |
-0-006 |
-2.6% |
0-000 |
| Volume |
1,140,539 |
1,284,705 |
144,166 |
12.6% |
5,255,185 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-240 |
116-180 |
115-215 |
|
| R3 |
116-085 |
116-025 |
115-173 |
|
| R2 |
115-250 |
115-250 |
115-158 |
|
| R1 |
115-190 |
115-190 |
115-144 |
115-220 |
| PP |
115-095 |
115-095 |
115-095 |
115-110 |
| S1 |
115-035 |
115-035 |
115-116 |
115-065 |
| S2 |
114-260 |
114-260 |
115-102 |
|
| S3 |
114-105 |
114-200 |
115-087 |
|
| S4 |
113-270 |
114-045 |
115-045 |
|
|
| 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 |
115-290 |
114-145 |
1-145 |
1.3% |
0-241 |
0.7% |
66% |
False |
False |
1,135,533 |
| 10 |
116-125 |
114-145 |
1-300 |
1.7% |
0-216 |
0.6% |
49% |
False |
False |
995,661 |
| 20 |
116-310 |
114-145 |
2-165 |
2.2% |
0-224 |
0.6% |
38% |
False |
False |
911,693 |
| 40 |
119-100 |
114-145 |
4-275 |
4.2% |
0-221 |
0.6% |
20% |
False |
False |
881,575 |
| 60 |
119-305 |
114-010 |
5-295 |
5.1% |
0-247 |
0.7% |
23% |
False |
False |
1,123,192 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-234 |
0.6% |
26% |
False |
False |
1,023,973 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-199 |
0.5% |
50% |
False |
False |
830,715 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-166 |
0.4% |
50% |
False |
False |
722,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-174 |
|
2.618 |
116-241 |
|
1.618 |
116-086 |
|
1.000 |
115-310 |
|
0.618 |
115-251 |
|
HIGH |
115-155 |
|
0.618 |
115-096 |
|
0.500 |
115-078 |
|
0.382 |
115-059 |
|
LOW |
115-000 |
|
0.618 |
114-224 |
|
1.000 |
114-165 |
|
1.618 |
114-069 |
|
2.618 |
113-234 |
|
4.250 |
112-301 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-112 |
115-105 |
| PP |
115-095 |
115-080 |
| S1 |
115-078 |
115-055 |
|