CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-040 |
114-100 |
-0-260 |
-0.7% |
114-125 |
| High |
115-040 |
114-250 |
-0-110 |
-0.3% |
115-215 |
| Low |
114-050 |
114-010 |
-0-040 |
-0.1% |
113-250 |
| Close |
114-110 |
114-195 |
0-085 |
0.2% |
115-070 |
| Range |
0-310 |
0-240 |
-0-070 |
-22.6% |
1-285 |
| ATR |
0-253 |
0-252 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,382,044 |
1,706,923 |
324,879 |
23.5% |
6,921,754 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-232 |
116-133 |
115-007 |
|
| R3 |
115-312 |
115-213 |
114-261 |
|
| R2 |
115-072 |
115-072 |
114-239 |
|
| R1 |
114-293 |
114-293 |
114-217 |
115-022 |
| PP |
114-152 |
114-152 |
114-152 |
114-176 |
| S1 |
114-053 |
114-053 |
114-173 |
114-102 |
| S2 |
113-232 |
113-232 |
114-151 |
|
| S3 |
112-312 |
113-133 |
114-129 |
|
| S4 |
112-072 |
112-213 |
114-063 |
|
|
| 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% |
0-290 |
0.8% |
44% |
False |
False |
1,792,433 |
| 10 |
116-105 |
113-250 |
2-175 |
2.2% |
0-295 |
0.8% |
33% |
False |
False |
1,554,677 |
| 20 |
116-230 |
113-250 |
2-300 |
2.6% |
0-216 |
0.6% |
28% |
False |
False |
867,412 |
| 40 |
118-020 |
112-065 |
5-275 |
5.1% |
0-141 |
0.4% |
41% |
False |
False |
468,554 |
| 60 |
118-020 |
110-275 |
7-065 |
6.3% |
0-095 |
0.3% |
52% |
False |
False |
360,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-310 |
|
2.618 |
116-238 |
|
1.618 |
115-318 |
|
1.000 |
115-170 |
|
0.618 |
115-078 |
|
HIGH |
114-250 |
|
0.618 |
114-158 |
|
0.500 |
114-130 |
|
0.382 |
114-102 |
|
LOW |
114-010 |
|
0.618 |
113-182 |
|
1.000 |
113-090 |
|
1.618 |
112-262 |
|
2.618 |
112-022 |
|
4.250 |
110-270 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-173 |
114-272 |
| PP |
114-152 |
114-247 |
| S1 |
114-130 |
114-221 |
|