CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-060 |
115-045 |
0-305 |
0.8% |
114-125 |
| High |
115-140 |
115-215 |
0-075 |
0.2% |
115-215 |
| Low |
113-310 |
115-040 |
1-050 |
1.0% |
113-250 |
| Close |
115-065 |
115-070 |
0-005 |
0.0% |
115-070 |
| Range |
1-150 |
0-175 |
-0-295 |
-62.8% |
1-285 |
| ATR |
0-252 |
0-246 |
-0-005 |
-2.2% |
0-000 |
| Volume |
2,131,713 |
1,898,022 |
-233,691 |
-11.0% |
6,921,754 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-313 |
116-207 |
115-166 |
|
| R3 |
116-138 |
116-032 |
115-118 |
|
| R2 |
115-283 |
115-283 |
115-102 |
|
| R1 |
115-177 |
115-177 |
115-086 |
115-230 |
| PP |
115-108 |
115-108 |
115-108 |
115-135 |
| S1 |
115-002 |
115-002 |
115-054 |
115-055 |
| S2 |
114-253 |
114-253 |
115-038 |
|
| S3 |
114-078 |
114-147 |
115-022 |
|
| S4 |
113-223 |
113-292 |
114-294 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-180 |
119-250 |
116-083 |
|
| R3 |
118-215 |
117-285 |
115-236 |
|
| R2 |
116-250 |
116-250 |
115-181 |
|
| R1 |
116-000 |
116-000 |
115-125 |
116-125 |
| PP |
114-285 |
114-285 |
114-285 |
115-028 |
| S1 |
114-035 |
114-035 |
115-015 |
114-160 |
| S2 |
113-000 |
113-000 |
114-279 |
|
| S3 |
111-035 |
112-070 |
114-224 |
|
| S4 |
109-070 |
110-105 |
114-057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-215 |
113-250 |
1-285 |
1.6% |
0-315 |
0.9% |
76% |
True |
False |
1,722,637 |
| 10 |
116-165 |
113-250 |
2-235 |
2.4% |
0-274 |
0.7% |
53% |
False |
False |
1,372,356 |
| 20 |
116-230 |
113-250 |
2-300 |
2.5% |
0-198 |
0.5% |
49% |
False |
False |
726,315 |
| 40 |
118-020 |
110-275 |
7-065 |
6.3% |
0-127 |
0.3% |
61% |
False |
False |
391,998 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-086 |
0.2% |
61% |
False |
False |
321,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-319 |
|
2.618 |
117-033 |
|
1.618 |
116-178 |
|
1.000 |
116-070 |
|
0.618 |
116-003 |
|
HIGH |
115-215 |
|
0.618 |
115-148 |
|
0.500 |
115-128 |
|
0.382 |
115-107 |
|
LOW |
115-040 |
|
0.618 |
114-252 |
|
1.000 |
114-185 |
|
1.618 |
114-077 |
|
2.618 |
113-222 |
|
4.250 |
112-256 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-128 |
115-018 |
| PP |
115-108 |
114-285 |
| S1 |
115-089 |
114-232 |
|