CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-240 |
117-080 |
-0-160 |
-0.4% |
117-035 |
| High |
118-240 |
117-295 |
-0-265 |
-0.7% |
117-255 |
| Low |
116-220 |
117-015 |
0-115 |
0.3% |
116-080 |
| Close |
116-285 |
117-290 |
1-005 |
0.9% |
117-155 |
| Range |
2-020 |
0-280 |
-1-060 |
-57.6% |
1-175 |
| ATR |
0-298 |
0-300 |
0-002 |
0.8% |
0-000 |
| Volume |
1,115,166 |
1,618,617 |
503,451 |
45.1% |
7,955,270 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
119-305 |
118-124 |
|
| R3 |
119-120 |
119-025 |
118-047 |
|
| R2 |
118-160 |
118-160 |
118-021 |
|
| R1 |
118-065 |
118-065 |
117-316 |
118-112 |
| PP |
117-200 |
117-200 |
117-200 |
117-224 |
| S1 |
117-105 |
117-105 |
117-264 |
117-152 |
| S2 |
116-240 |
116-240 |
117-239 |
|
| S3 |
115-280 |
116-145 |
117-213 |
|
| S4 |
115-000 |
115-185 |
117-136 |
|
|
| 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 |
118-240 |
116-130 |
2-110 |
2.0% |
1-032 |
0.9% |
64% |
False |
False |
1,520,305 |
| 10 |
118-240 |
114-185 |
4-055 |
3.5% |
0-308 |
0.8% |
80% |
False |
False |
1,815,847 |
| 20 |
118-240 |
113-250 |
4-310 |
4.2% |
0-304 |
0.8% |
83% |
False |
False |
1,748,057 |
| 40 |
118-240 |
113-250 |
4-310 |
4.2% |
0-219 |
0.6% |
83% |
False |
False |
964,851 |
| 60 |
118-240 |
110-275 |
7-285 |
6.7% |
0-152 |
0.4% |
89% |
False |
False |
661,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-205 |
|
2.618 |
120-068 |
|
1.618 |
119-108 |
|
1.000 |
118-255 |
|
0.618 |
118-148 |
|
HIGH |
117-295 |
|
0.618 |
117-188 |
|
0.500 |
117-155 |
|
0.382 |
117-122 |
|
LOW |
117-015 |
|
0.618 |
116-162 |
|
1.000 |
116-055 |
|
1.618 |
115-202 |
|
2.618 |
114-242 |
|
4.250 |
113-105 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-245 |
117-270 |
| PP |
117-200 |
117-250 |
| S1 |
117-155 |
117-230 |
|