CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-270 |
115-160 |
-0-110 |
-0.3% |
115-215 |
| High |
116-020 |
115-230 |
-0-110 |
-0.3% |
116-230 |
| Low |
115-150 |
114-220 |
-0-250 |
-0.7% |
114-285 |
| Close |
115-250 |
114-305 |
-0-265 |
-0.7% |
116-005 |
| Range |
0-190 |
1-010 |
0-140 |
73.7% |
1-265 |
| ATR |
0-205 |
0-216 |
0-010 |
5.0% |
0-000 |
| Volume |
1,405,697 |
1,418,697 |
13,000 |
0.9% |
348,625 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-068 |
117-197 |
115-166 |
|
| R3 |
117-058 |
116-187 |
115-076 |
|
| R2 |
116-048 |
116-048 |
115-046 |
|
| R1 |
115-177 |
115-177 |
115-015 |
115-108 |
| PP |
115-038 |
115-038 |
115-038 |
115-004 |
| S1 |
114-167 |
114-167 |
114-275 |
114-098 |
| S2 |
114-028 |
114-028 |
114-244 |
|
| S3 |
113-018 |
113-157 |
114-214 |
|
| S4 |
112-008 |
112-147 |
114-124 |
|
|
| 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 |
114-220 |
1-265 |
1.6% |
0-232 |
0.6% |
15% |
False |
True |
1,022,075 |
| 10 |
116-230 |
114-220 |
2-010 |
1.8% |
0-188 |
0.5% |
13% |
False |
True |
545,590 |
| 20 |
118-020 |
114-220 |
3-120 |
2.9% |
0-152 |
0.4% |
8% |
False |
True |
314,795 |
| 40 |
118-020 |
110-275 |
7-065 |
6.3% |
0-088 |
0.2% |
57% |
False |
False |
184,356 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-059 |
0.2% |
57% |
False |
False |
184,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-032 |
|
2.618 |
118-134 |
|
1.618 |
117-124 |
|
1.000 |
116-240 |
|
0.618 |
116-114 |
|
HIGH |
115-230 |
|
0.618 |
115-104 |
|
0.500 |
115-065 |
|
0.382 |
115-026 |
|
LOW |
114-220 |
|
0.618 |
114-016 |
|
1.000 |
113-210 |
|
1.618 |
113-006 |
|
2.618 |
111-316 |
|
4.250 |
110-098 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-065 |
115-162 |
| PP |
115-038 |
115-103 |
| S1 |
115-012 |
115-044 |
|