CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-120 |
115-215 |
0-095 |
0.3% |
115-270 |
| High |
115-315 |
115-285 |
-0-030 |
-0.1% |
116-105 |
| Low |
115-115 |
115-140 |
0-025 |
0.1% |
114-145 |
| Close |
115-310 |
115-205 |
-0-105 |
-0.3% |
115-070 |
| Range |
0-200 |
0-145 |
-0-055 |
-27.5% |
1-280 |
| ATR |
0-235 |
0-230 |
-0-005 |
-2.0% |
0-000 |
| Volume |
849,376 |
1,199,782 |
350,406 |
41.3% |
5,255,185 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-005 |
116-250 |
115-285 |
|
| R3 |
116-180 |
116-105 |
115-245 |
|
| R2 |
116-035 |
116-035 |
115-232 |
|
| R1 |
115-280 |
115-280 |
115-218 |
115-245 |
| PP |
115-210 |
115-210 |
115-210 |
115-192 |
| S1 |
115-135 |
115-135 |
115-192 |
115-100 |
| S2 |
115-065 |
115-065 |
115-178 |
|
| S3 |
114-240 |
114-310 |
115-165 |
|
| S4 |
114-095 |
114-165 |
115-125 |
|
|
| 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 |
114-190 |
1-125 |
1.2% |
0-201 |
0.5% |
75% |
False |
False |
1,170,534 |
| 10 |
116-125 |
114-145 |
1-300 |
1.7% |
0-211 |
0.6% |
61% |
False |
False |
1,063,291 |
| 20 |
116-125 |
114-145 |
1-300 |
1.7% |
0-215 |
0.6% |
61% |
False |
False |
937,675 |
| 40 |
119-100 |
114-145 |
4-275 |
4.2% |
0-222 |
0.6% |
24% |
False |
False |
899,985 |
| 60 |
119-305 |
114-105 |
5-200 |
4.9% |
0-243 |
0.7% |
23% |
False |
False |
1,105,862 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-236 |
0.6% |
30% |
False |
False |
1,046,250 |
| 100 |
119-305 |
112-065 |
7-240 |
6.7% |
0-202 |
0.5% |
44% |
False |
False |
850,939 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-169 |
0.5% |
53% |
False |
False |
733,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-261 |
|
2.618 |
117-025 |
|
1.618 |
116-200 |
|
1.000 |
116-110 |
|
0.618 |
116-055 |
|
HIGH |
115-285 |
|
0.618 |
115-230 |
|
0.500 |
115-212 |
|
0.382 |
115-195 |
|
LOW |
115-140 |
|
0.618 |
115-050 |
|
1.000 |
114-315 |
|
1.618 |
114-225 |
|
2.618 |
114-080 |
|
4.250 |
113-164 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-212 |
115-189 |
| PP |
115-210 |
115-173 |
| S1 |
115-208 |
115-158 |
|