CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-055 |
114-210 |
-0-165 |
-0.4% |
115-110 |
| High |
115-055 |
114-235 |
-0-140 |
-0.4% |
115-315 |
| Low |
114-250 |
114-005 |
-0-245 |
-0.7% |
114-160 |
| Close |
114-260 |
114-040 |
-0-220 |
-0.6% |
115-165 |
| Range |
0-125 |
0-230 |
0-105 |
84.0% |
1-155 |
| ATR |
0-240 |
0-241 |
0-001 |
0.4% |
0-000 |
| Volume |
1,062,776 |
1,359,148 |
296,372 |
27.9% |
5,940,696 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-143 |
116-002 |
114-166 |
|
| R3 |
115-233 |
115-092 |
114-103 |
|
| R2 |
115-003 |
115-003 |
114-082 |
|
| R1 |
114-182 |
114-182 |
114-061 |
114-138 |
| PP |
114-093 |
114-093 |
114-093 |
114-071 |
| S1 |
113-272 |
113-272 |
114-019 |
113-228 |
| S2 |
113-183 |
113-183 |
113-318 |
|
| S3 |
112-273 |
113-042 |
113-297 |
|
| S4 |
112-043 |
112-132 |
113-234 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-252 |
119-043 |
116-106 |
|
| R3 |
118-097 |
117-208 |
115-296 |
|
| R2 |
116-262 |
116-262 |
115-252 |
|
| R1 |
116-053 |
116-053 |
115-209 |
116-158 |
| PP |
115-107 |
115-107 |
115-107 |
115-159 |
| S1 |
114-218 |
114-218 |
115-121 |
115-002 |
| S2 |
113-272 |
113-272 |
115-078 |
|
| S3 |
112-117 |
113-063 |
115-034 |
|
| S4 |
110-282 |
111-228 |
114-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-285 |
114-005 |
1-280 |
1.6% |
0-192 |
0.5% |
6% |
False |
True |
1,245,707 |
| 10 |
115-315 |
114-005 |
1-310 |
1.7% |
0-205 |
0.6% |
6% |
False |
True |
1,207,112 |
| 20 |
116-125 |
114-005 |
2-120 |
2.1% |
0-221 |
0.6% |
5% |
False |
True |
1,024,278 |
| 40 |
118-190 |
114-005 |
4-185 |
4.0% |
0-221 |
0.6% |
2% |
False |
True |
949,122 |
| 60 |
119-305 |
114-005 |
5-300 |
5.2% |
0-236 |
0.6% |
2% |
False |
True |
1,020,840 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-243 |
0.7% |
6% |
False |
False |
1,105,919 |
| 100 |
119-305 |
113-250 |
6-055 |
5.4% |
0-210 |
0.6% |
6% |
False |
False |
900,151 |
| 120 |
119-305 |
110-275 |
9-030 |
8.0% |
0-176 |
0.5% |
36% |
False |
False |
763,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-252 |
|
2.618 |
116-197 |
|
1.618 |
115-287 |
|
1.000 |
115-145 |
|
0.618 |
115-057 |
|
HIGH |
114-235 |
|
0.618 |
114-147 |
|
0.500 |
114-120 |
|
0.382 |
114-093 |
|
LOW |
114-005 |
|
0.618 |
113-183 |
|
1.000 |
113-095 |
|
1.618 |
112-273 |
|
2.618 |
112-043 |
|
4.250 |
110-308 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-120 |
114-248 |
| PP |
114-093 |
114-178 |
| S1 |
114-067 |
114-109 |
|