CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
115-030 |
115-230 |
0-200 |
0.5% |
115-055 |
| High |
115-215 |
115-230 |
0-015 |
0.0% |
115-055 |
| Low |
115-030 |
115-140 |
0-110 |
0.3% |
113-050 |
| Close |
115-215 |
115-140 |
-0-075 |
-0.2% |
113-305 |
| Range |
0-185 |
0-090 |
-0-095 |
-51.4% |
2-005 |
| ATR |
0-246 |
0-235 |
-0-011 |
-4.5% |
0-000 |
| Volume |
236,761 |
160,042 |
-76,719 |
-32.4% |
6,071,802 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-120 |
116-060 |
115-190 |
|
| R3 |
116-030 |
115-290 |
115-165 |
|
| R2 |
115-260 |
115-260 |
115-156 |
|
| R1 |
115-200 |
115-200 |
115-148 |
115-185 |
| PP |
115-170 |
115-170 |
115-170 |
115-162 |
| S1 |
115-110 |
115-110 |
115-132 |
115-095 |
| S2 |
115-080 |
115-080 |
115-124 |
|
| S3 |
114-310 |
115-020 |
115-115 |
|
| S4 |
114-220 |
114-250 |
115-090 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-045 |
119-020 |
115-020 |
|
| R3 |
118-040 |
117-015 |
114-162 |
|
| R2 |
116-035 |
116-035 |
114-103 |
|
| R1 |
115-010 |
115-010 |
114-044 |
114-180 |
| PP |
114-030 |
114-030 |
114-030 |
113-275 |
| S1 |
113-005 |
113-005 |
113-246 |
112-175 |
| S2 |
112-025 |
112-025 |
113-187 |
|
| S3 |
110-020 |
111-000 |
113-128 |
|
| S4 |
108-015 |
108-315 |
112-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-230 |
113-050 |
2-180 |
2.2% |
0-163 |
0.4% |
89% |
True |
False |
895,840 |
| 10 |
115-285 |
113-050 |
2-235 |
2.4% |
0-178 |
0.5% |
83% |
False |
False |
1,070,773 |
| 20 |
116-125 |
113-050 |
3-075 |
2.8% |
0-198 |
0.5% |
71% |
False |
False |
1,045,935 |
| 40 |
118-190 |
113-050 |
5-140 |
4.7% |
0-216 |
0.6% |
42% |
False |
False |
942,976 |
| 60 |
119-305 |
113-050 |
6-255 |
5.9% |
0-229 |
0.6% |
34% |
False |
False |
969,315 |
| 80 |
119-305 |
113-050 |
6-255 |
5.9% |
0-242 |
0.7% |
34% |
False |
False |
1,157,551 |
| 100 |
119-305 |
113-050 |
6-255 |
5.9% |
0-217 |
0.6% |
34% |
False |
False |
941,824 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-182 |
0.5% |
50% |
False |
False |
794,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-292 |
|
2.618 |
116-146 |
|
1.618 |
116-056 |
|
1.000 |
116-000 |
|
0.618 |
115-286 |
|
HIGH |
115-230 |
|
0.618 |
115-196 |
|
0.500 |
115-185 |
|
0.382 |
115-174 |
|
LOW |
115-140 |
|
0.618 |
115-084 |
|
1.000 |
115-050 |
|
1.618 |
114-314 |
|
2.618 |
114-224 |
|
4.250 |
114-078 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-185 |
115-087 |
| PP |
115-170 |
115-033 |
| S1 |
115-155 |
114-300 |
|