CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-110 |
115-120 |
0-010 |
0.0% |
115-270 |
| High |
115-155 |
115-315 |
0-160 |
0.4% |
116-105 |
| Low |
115-000 |
115-115 |
0-115 |
0.3% |
114-145 |
| Close |
115-130 |
115-310 |
0-180 |
0.5% |
115-070 |
| Range |
0-155 |
0-200 |
0-045 |
29.0% |
1-280 |
| ATR |
0-237 |
0-235 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,284,705 |
849,376 |
-435,329 |
-33.9% |
5,255,185 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-207 |
117-138 |
116-100 |
|
| R3 |
117-007 |
116-258 |
116-045 |
|
| R2 |
116-127 |
116-127 |
116-027 |
|
| R1 |
116-058 |
116-058 |
116-008 |
116-092 |
| PP |
115-247 |
115-247 |
115-247 |
115-264 |
| S1 |
115-178 |
115-178 |
115-292 |
115-212 |
| S2 |
115-047 |
115-047 |
115-273 |
|
| S3 |
114-167 |
114-298 |
115-255 |
|
| S4 |
113-287 |
114-098 |
115-200 |
|
|
| 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 |
115-315 |
114-145 |
1-170 |
1.3% |
0-218 |
0.6% |
99% |
True |
False |
1,168,517 |
| 10 |
116-125 |
114-145 |
1-300 |
1.7% |
0-218 |
0.6% |
78% |
False |
False |
1,021,096 |
| 20 |
116-310 |
114-145 |
2-165 |
2.2% |
0-225 |
0.6% |
60% |
False |
False |
919,798 |
| 40 |
119-100 |
114-145 |
4-275 |
4.2% |
0-222 |
0.6% |
31% |
False |
False |
888,100 |
| 60 |
119-305 |
114-010 |
5-295 |
5.1% |
0-245 |
0.7% |
33% |
False |
False |
1,114,315 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-234 |
0.6% |
35% |
False |
False |
1,033,028 |
| 100 |
119-305 |
111-165 |
8-140 |
7.3% |
0-201 |
0.5% |
53% |
False |
False |
839,120 |
| 120 |
119-305 |
110-275 |
9-030 |
7.8% |
0-168 |
0.5% |
56% |
False |
False |
725,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-205 |
|
2.618 |
117-199 |
|
1.618 |
116-319 |
|
1.000 |
116-195 |
|
0.618 |
116-119 |
|
HIGH |
115-315 |
|
0.618 |
115-239 |
|
0.500 |
115-215 |
|
0.382 |
115-191 |
|
LOW |
115-115 |
|
0.618 |
114-311 |
|
1.000 |
114-235 |
|
1.618 |
114-111 |
|
2.618 |
113-231 |
|
4.250 |
112-225 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-278 |
115-252 |
| PP |
115-247 |
115-195 |
| S1 |
115-215 |
115-138 |
|