CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-270 |
117-100 |
0-150 |
0.4% |
117-035 |
| High |
117-020 |
117-255 |
0-235 |
0.6% |
117-255 |
| Low |
116-130 |
116-240 |
0-110 |
0.3% |
116-080 |
| Close |
116-245 |
117-155 |
0-230 |
0.6% |
117-155 |
| Range |
0-210 |
1-015 |
0-125 |
59.5% |
1-175 |
| ATR |
0-265 |
0-270 |
0-005 |
1.9% |
0-000 |
| Volume |
1,880,866 |
1,473,853 |
-407,013 |
-21.6% |
7,955,270 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-155 |
120-010 |
118-019 |
|
| R3 |
119-140 |
118-315 |
117-247 |
|
| R2 |
118-125 |
118-125 |
117-216 |
|
| R1 |
117-300 |
117-300 |
117-186 |
118-052 |
| PP |
117-110 |
117-110 |
117-110 |
117-146 |
| S1 |
116-285 |
116-285 |
117-124 |
117-038 |
| S2 |
116-095 |
116-095 |
117-094 |
|
| S3 |
115-080 |
115-270 |
117-063 |
|
| S4 |
114-065 |
114-255 |
116-291 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-262 |
121-063 |
118-107 |
|
| R3 |
120-087 |
119-208 |
117-291 |
|
| R2 |
118-232 |
118-232 |
117-246 |
|
| R1 |
118-033 |
118-033 |
117-200 |
118-132 |
| PP |
117-057 |
117-057 |
117-057 |
117-106 |
| S1 |
116-178 |
116-178 |
117-110 |
116-278 |
| S2 |
115-202 |
115-202 |
117-064 |
|
| S3 |
114-027 |
115-003 |
117-019 |
|
| S4 |
112-172 |
113-148 |
116-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-255 |
116-080 |
1-175 |
1.3% |
0-216 |
0.6% |
80% |
True |
False |
1,591,054 |
| 10 |
117-255 |
114-010 |
3-245 |
3.2% |
0-276 |
0.7% |
92% |
True |
False |
1,927,675 |
| 20 |
117-255 |
113-250 |
4-005 |
3.4% |
0-275 |
0.7% |
92% |
True |
False |
1,650,015 |
| 40 |
118-020 |
113-250 |
4-090 |
3.6% |
0-193 |
0.5% |
86% |
False |
False |
864,709 |
| 60 |
118-020 |
110-275 |
7-065 |
6.1% |
0-131 |
0.3% |
92% |
False |
False |
596,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-079 |
|
2.618 |
120-172 |
|
1.618 |
119-157 |
|
1.000 |
118-270 |
|
0.618 |
118-142 |
|
HIGH |
117-255 |
|
0.618 |
117-127 |
|
0.500 |
117-088 |
|
0.382 |
117-048 |
|
LOW |
116-240 |
|
0.618 |
116-033 |
|
1.000 |
115-225 |
|
1.618 |
115-018 |
|
2.618 |
114-003 |
|
4.250 |
112-096 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-132 |
117-106 |
| PP |
117-110 |
117-057 |
| S1 |
117-088 |
117-008 |
|