CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
116-055 |
115-270 |
-0-105 |
-0.3% |
115-215 |
High |
116-105 |
116-020 |
-0-085 |
-0.2% |
116-230 |
Low |
115-120 |
115-150 |
0-030 |
0.1% |
114-285 |
Close |
115-240 |
115-250 |
0-010 |
0.0% |
116-005 |
Range |
0-305 |
0-190 |
-0-115 |
-37.7% |
1-265 |
ATR |
0-207 |
0-205 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,020,230 |
1,405,697 |
385,467 |
37.8% |
348,625 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-177 |
117-083 |
116-034 |
|
R3 |
116-307 |
116-213 |
115-302 |
|
R2 |
116-117 |
116-117 |
115-285 |
|
R1 |
116-023 |
116-023 |
115-267 |
115-295 |
PP |
115-247 |
115-247 |
115-247 |
115-222 |
S1 |
115-153 |
115-153 |
115-233 |
115-105 |
S2 |
115-057 |
115-057 |
115-215 |
|
S3 |
114-187 |
114-283 |
115-198 |
|
S4 |
113-317 |
114-093 |
115-146 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-115 |
120-165 |
117-007 |
|
R3 |
119-170 |
118-220 |
116-166 |
|
R2 |
117-225 |
117-225 |
116-112 |
|
R1 |
116-275 |
116-275 |
116-059 |
117-090 |
PP |
115-280 |
115-280 |
115-280 |
116-028 |
S1 |
115-010 |
115-010 |
115-271 |
115-145 |
S2 |
114-015 |
114-015 |
115-218 |
|
S3 |
112-070 |
113-065 |
115-164 |
|
S4 |
110-125 |
111-120 |
115-003 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116-165 |
114-285 |
1-200 |
1.4% |
0-255 |
0.7% |
55% |
False |
False |
753,312 |
10 |
116-230 |
114-285 |
1-265 |
1.6% |
0-172 |
0.5% |
49% |
False |
False |
410,678 |
20 |
118-020 |
114-285 |
3-055 |
2.7% |
0-140 |
0.4% |
28% |
False |
False |
248,721 |
40 |
118-020 |
110-275 |
7-065 |
6.2% |
0-080 |
0.2% |
68% |
False |
False |
151,139 |
60 |
118-020 |
110-275 |
7-065 |
6.2% |
0-054 |
0.1% |
68% |
False |
False |
162,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-188 |
2.618 |
117-197 |
1.618 |
117-007 |
1.000 |
116-210 |
0.618 |
116-137 |
HIGH |
116-020 |
0.618 |
115-267 |
0.500 |
115-245 |
0.382 |
115-223 |
LOW |
115-150 |
0.618 |
115-033 |
1.000 |
114-280 |
1.618 |
114-163 |
2.618 |
113-293 |
4.250 |
112-302 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115-248 |
115-302 |
PP |
115-247 |
115-285 |
S1 |
115-245 |
115-268 |
|