CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-100 |
117-195 |
0-095 |
0.3% |
117-035 |
| High |
117-255 |
118-100 |
0-165 |
0.4% |
117-255 |
| Low |
116-240 |
117-145 |
0-225 |
0.6% |
116-080 |
| Close |
117-155 |
118-075 |
0-240 |
0.6% |
117-155 |
| Range |
1-015 |
0-275 |
-0-060 |
-17.9% |
1-175 |
| ATR |
0-270 |
0-270 |
0-000 |
0.1% |
0-000 |
| Volume |
1,473,853 |
1,513,025 |
39,172 |
2.7% |
7,955,270 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-185 |
120-085 |
118-226 |
|
| R3 |
119-230 |
119-130 |
118-151 |
|
| R2 |
118-275 |
118-275 |
118-125 |
|
| R1 |
118-175 |
118-175 |
118-100 |
118-225 |
| PP |
118-000 |
118-000 |
118-000 |
118-025 |
| S1 |
117-220 |
117-220 |
118-050 |
117-270 |
| S2 |
117-045 |
117-045 |
118-025 |
|
| S3 |
116-090 |
116-265 |
117-319 |
|
| S4 |
115-135 |
115-310 |
117-244 |
|
|
| 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 |
118-100 |
116-080 |
2-020 |
1.7% |
0-245 |
0.6% |
96% |
True |
False |
1,514,143 |
| 10 |
118-100 |
114-010 |
4-090 |
3.6% |
0-273 |
0.7% |
98% |
True |
False |
1,940,773 |
| 20 |
118-100 |
113-250 |
4-170 |
3.8% |
0-282 |
0.7% |
98% |
True |
False |
1,722,261 |
| 40 |
118-100 |
113-250 |
4-170 |
3.8% |
0-200 |
0.5% |
98% |
True |
False |
900,587 |
| 60 |
118-100 |
110-275 |
7-145 |
6.3% |
0-136 |
0.4% |
99% |
True |
False |
619,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-309 |
|
2.618 |
120-180 |
|
1.618 |
119-225 |
|
1.000 |
119-055 |
|
0.618 |
118-270 |
|
HIGH |
118-100 |
|
0.618 |
117-315 |
|
0.500 |
117-282 |
|
0.382 |
117-250 |
|
LOW |
117-145 |
|
0.618 |
116-295 |
|
1.000 |
116-190 |
|
1.618 |
116-020 |
|
2.618 |
115-065 |
|
4.250 |
113-256 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-038 |
117-302 |
| PP |
118-000 |
117-208 |
| S1 |
117-282 |
117-115 |
|