CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-045 |
114-060 |
0-015 |
0.0% |
115-275 |
| High |
114-185 |
115-140 |
0-275 |
0.8% |
116-165 |
| Low |
113-250 |
113-310 |
0-060 |
0.2% |
114-220 |
| Close |
114-005 |
115-065 |
1-060 |
1.0% |
115-050 |
| Range |
0-255 |
1-150 |
0-215 |
84.3% |
1-265 |
| ATR |
0-235 |
0-252 |
0-017 |
7.2% |
0-000 |
| Volume |
1,843,464 |
2,131,713 |
288,249 |
15.6% |
6,733,694 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-088 |
118-227 |
116-004 |
|
| R3 |
117-258 |
117-077 |
115-194 |
|
| R2 |
116-108 |
116-108 |
115-151 |
|
| R1 |
115-247 |
115-247 |
115-108 |
116-018 |
| PP |
114-278 |
114-278 |
114-278 |
115-004 |
| S1 |
114-097 |
114-097 |
115-022 |
114-188 |
| S2 |
113-128 |
113-128 |
114-299 |
|
| S3 |
111-298 |
112-267 |
114-256 |
|
| S4 |
110-148 |
111-117 |
114-126 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-300 |
119-280 |
116-052 |
|
| R3 |
119-035 |
118-015 |
115-211 |
|
| R2 |
117-090 |
117-090 |
115-157 |
|
| R1 |
116-070 |
116-070 |
115-104 |
115-268 |
| PP |
115-145 |
115-145 |
115-145 |
115-084 |
| S1 |
114-125 |
114-125 |
114-316 |
114-002 |
| S2 |
113-200 |
113-200 |
114-263 |
|
| S3 |
111-255 |
112-180 |
114-209 |
|
| S4 |
109-310 |
110-235 |
114-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-230 |
113-250 |
1-300 |
1.7% |
1-026 |
0.9% |
73% |
False |
False |
1,626,772 |
| 10 |
116-165 |
113-250 |
2-235 |
2.4% |
0-300 |
0.8% |
52% |
False |
False |
1,190,042 |
| 20 |
116-230 |
113-250 |
2-300 |
2.5% |
0-189 |
0.5% |
48% |
False |
False |
637,162 |
| 40 |
118-020 |
110-275 |
7-065 |
6.3% |
0-123 |
0.3% |
60% |
False |
False |
345,295 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-083 |
0.2% |
60% |
False |
False |
290,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-218 |
|
2.618 |
119-090 |
|
1.618 |
117-260 |
|
1.000 |
116-290 |
|
0.618 |
116-110 |
|
HIGH |
115-140 |
|
0.618 |
114-280 |
|
0.500 |
114-225 |
|
0.382 |
114-170 |
|
LOW |
113-310 |
|
0.618 |
113-020 |
|
1.000 |
112-160 |
|
1.618 |
111-190 |
|
2.618 |
110-040 |
|
4.250 |
107-232 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-012 |
115-002 |
| PP |
114-278 |
114-258 |
| S1 |
114-225 |
114-195 |
|