CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-210 |
113-200 |
-1-010 |
-0.9% |
115-110 |
| High |
114-235 |
113-250 |
-0-305 |
-0.8% |
115-315 |
| Low |
114-005 |
113-050 |
-0-275 |
-0.8% |
114-160 |
| Close |
114-040 |
113-225 |
-0-135 |
-0.4% |
115-165 |
| Range |
0-230 |
0-200 |
-0-030 |
-13.0% |
1-155 |
| ATR |
0-241 |
0-246 |
0-005 |
2.0% |
0-000 |
| Volume |
1,359,148 |
1,732,285 |
373,137 |
27.5% |
5,940,696 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-135 |
115-060 |
114-015 |
|
| R3 |
114-255 |
114-180 |
113-280 |
|
| R2 |
114-055 |
114-055 |
113-262 |
|
| R1 |
113-300 |
113-300 |
113-243 |
114-018 |
| PP |
113-175 |
113-175 |
113-175 |
113-194 |
| S1 |
113-100 |
113-100 |
113-207 |
113-138 |
| S2 |
112-295 |
112-295 |
113-188 |
|
| S3 |
112-095 |
112-220 |
113-170 |
|
| S4 |
111-215 |
112-020 |
113-115 |
|
|
| 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 |
115-170 |
113-050 |
2-120 |
2.1% |
0-203 |
0.6% |
23% |
False |
True |
1,352,208 |
| 10 |
115-315 |
113-050 |
2-265 |
2.5% |
0-202 |
0.6% |
19% |
False |
True |
1,261,371 |
| 20 |
116-125 |
113-050 |
3-075 |
2.8% |
0-217 |
0.6% |
17% |
False |
True |
1,078,777 |
| 40 |
118-190 |
113-050 |
5-140 |
4.8% |
0-222 |
0.6% |
10% |
False |
True |
962,159 |
| 60 |
119-305 |
113-050 |
6-255 |
6.0% |
0-236 |
0.6% |
8% |
False |
True |
1,028,345 |
| 80 |
119-305 |
113-050 |
6-255 |
6.0% |
0-245 |
0.7% |
8% |
False |
True |
1,126,280 |
| 100 |
119-305 |
113-050 |
6-255 |
6.0% |
0-212 |
0.6% |
8% |
False |
True |
917,102 |
| 120 |
119-305 |
110-275 |
9-030 |
8.0% |
0-177 |
0.5% |
31% |
False |
False |
777,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-140 |
|
2.618 |
115-134 |
|
1.618 |
114-254 |
|
1.000 |
114-130 |
|
0.618 |
114-054 |
|
HIGH |
113-250 |
|
0.618 |
113-174 |
|
0.500 |
113-150 |
|
0.382 |
113-126 |
|
LOW |
113-050 |
|
0.618 |
112-246 |
|
1.000 |
112-170 |
|
1.618 |
112-046 |
|
2.618 |
111-166 |
|
4.250 |
110-160 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-200 |
114-052 |
| PP |
113-175 |
114-003 |
| S1 |
113-150 |
113-274 |
|