CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-060 |
116-225 |
1-165 |
1.3% |
115-040 |
| High |
115-300 |
117-110 |
1-130 |
1.2% |
117-110 |
| Low |
114-185 |
116-075 |
1-210 |
1.4% |
114-010 |
| Close |
115-245 |
117-090 |
1-165 |
1.3% |
117-090 |
| Range |
1-115 |
1-035 |
-0-080 |
-18.4% |
3-100 |
| ATR |
0-271 |
0-288 |
0-017 |
6.2% |
0-000 |
| Volume |
2,676,113 |
3,280,281 |
604,168 |
22.6% |
11,321,484 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-090 |
119-285 |
117-285 |
|
| R3 |
119-055 |
118-250 |
117-188 |
|
| R2 |
118-020 |
118-020 |
117-155 |
|
| R1 |
117-215 |
117-215 |
117-123 |
117-278 |
| PP |
116-305 |
116-305 |
116-305 |
117-016 |
| S1 |
116-180 |
116-180 |
117-057 |
116-242 |
| S2 |
115-270 |
115-270 |
117-025 |
|
| S3 |
114-235 |
115-145 |
116-312 |
|
| S4 |
113-200 |
114-110 |
116-215 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-050 |
125-010 |
119-033 |
|
| R3 |
122-270 |
121-230 |
118-062 |
|
| R2 |
119-170 |
119-170 |
117-284 |
|
| R1 |
118-130 |
118-130 |
117-187 |
118-310 |
| PP |
116-070 |
116-070 |
116-070 |
116-160 |
| S1 |
115-030 |
115-030 |
116-313 |
115-210 |
| S2 |
112-290 |
112-290 |
116-216 |
|
| S3 |
109-190 |
111-250 |
116-118 |
|
| S4 |
106-090 |
108-150 |
115-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-110 |
114-010 |
3-100 |
2.8% |
1-017 |
0.9% |
98% |
True |
False |
2,264,296 |
| 10 |
117-110 |
113-250 |
3-180 |
3.0% |
1-006 |
0.9% |
98% |
True |
False |
1,993,467 |
| 20 |
117-110 |
113-250 |
3-180 |
3.0% |
0-257 |
0.7% |
98% |
True |
False |
1,269,528 |
| 40 |
118-020 |
113-230 |
4-110 |
3.7% |
0-168 |
0.4% |
82% |
False |
False |
672,688 |
| 60 |
118-020 |
110-275 |
7-065 |
6.1% |
0-113 |
0.3% |
89% |
False |
False |
479,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-019 |
|
2.618 |
120-079 |
|
1.618 |
119-044 |
|
1.000 |
118-145 |
|
0.618 |
118-009 |
|
HIGH |
117-110 |
|
0.618 |
116-294 |
|
0.500 |
116-252 |
|
0.382 |
116-211 |
|
LOW |
116-075 |
|
0.618 |
115-176 |
|
1.000 |
115-040 |
|
1.618 |
114-141 |
|
2.618 |
113-106 |
|
4.250 |
111-166 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-038 |
116-256 |
| PP |
116-305 |
116-102 |
| S1 |
116-252 |
115-268 |
|