CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-240 |
113-110 |
-0-130 |
-0.4% |
113-300 |
| High |
114-030 |
113-120 |
-0-230 |
-0.6% |
114-100 |
| Low |
113-240 |
113-110 |
-0-130 |
-0.4% |
113-090 |
| Close |
114-030 |
113-130 |
-0-220 |
-0.6% |
114-030 |
| Range |
0-110 |
0-010 |
-0-100 |
-90.9% |
1-010 |
| ATR |
0-154 |
0-160 |
0-006 |
4.0% |
0-000 |
| Volume |
151,838 |
172,343 |
20,505 |
13.5% |
522,300 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-150 |
113-150 |
113-136 |
|
| R3 |
113-140 |
113-140 |
113-133 |
|
| R2 |
113-130 |
113-130 |
113-132 |
|
| R1 |
113-130 |
113-130 |
113-131 |
113-130 |
| PP |
113-120 |
113-120 |
113-120 |
113-120 |
| S1 |
113-120 |
113-120 |
113-129 |
113-120 |
| S2 |
113-110 |
113-110 |
113-128 |
|
| S3 |
113-100 |
113-110 |
113-127 |
|
| S4 |
113-090 |
113-100 |
113-124 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-317 |
116-183 |
114-212 |
|
| R3 |
115-307 |
115-173 |
114-121 |
|
| R2 |
114-297 |
114-297 |
114-090 |
|
| R1 |
114-163 |
114-163 |
114-060 |
114-230 |
| PP |
113-287 |
113-287 |
113-287 |
114-000 |
| S1 |
113-153 |
113-153 |
114-000 |
113-220 |
| S2 |
112-277 |
112-277 |
113-290 |
|
| S3 |
111-267 |
112-143 |
113-259 |
|
| S4 |
110-257 |
111-133 |
113-168 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-162 |
|
2.618 |
113-146 |
|
1.618 |
113-136 |
|
1.000 |
113-130 |
|
0.618 |
113-126 |
|
HIGH |
113-120 |
|
0.618 |
113-116 |
|
0.500 |
113-115 |
|
0.382 |
113-114 |
|
LOW |
113-110 |
|
0.618 |
113-104 |
|
1.000 |
113-100 |
|
1.618 |
113-094 |
|
2.618 |
113-084 |
|
4.250 |
113-068 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-125 |
113-220 |
| PP |
113-120 |
113-190 |
| S1 |
113-115 |
113-160 |
|