CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-080 |
118-175 |
1-095 |
1.1% |
117-035 |
| High |
117-295 |
118-185 |
0-210 |
0.6% |
117-255 |
| Low |
117-015 |
117-205 |
0-190 |
0.5% |
116-080 |
| Close |
117-290 |
117-260 |
-0-030 |
-0.1% |
117-155 |
| Range |
0-280 |
0-300 |
0-020 |
7.1% |
1-175 |
| ATR |
0-300 |
0-300 |
0-000 |
0.0% |
0-000 |
| Volume |
1,618,617 |
1,237,851 |
-380,766 |
-23.5% |
7,955,270 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-263 |
120-082 |
118-105 |
|
| R3 |
119-283 |
119-102 |
118-022 |
|
| R2 |
118-303 |
118-303 |
117-315 |
|
| R1 |
118-122 |
118-122 |
117-288 |
118-062 |
| PP |
118-003 |
118-003 |
118-003 |
117-294 |
| S1 |
117-142 |
117-142 |
117-232 |
117-082 |
| S2 |
117-023 |
117-023 |
117-205 |
|
| S3 |
116-043 |
116-162 |
117-178 |
|
| S4 |
115-063 |
115-182 |
117-095 |
|
|
| 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 |
116-220 |
2-020 |
1.8% |
1-050 |
1.0% |
55% |
False |
False |
1,391,702 |
| 10 |
118-240 |
116-075 |
2-165 |
2.1% |
0-295 |
0.8% |
63% |
False |
False |
1,672,021 |
| 20 |
118-240 |
113-250 |
4-310 |
4.2% |
0-309 |
0.8% |
81% |
False |
False |
1,739,664 |
| 40 |
118-240 |
113-250 |
4-310 |
4.2% |
0-224 |
0.6% |
81% |
False |
False |
994,193 |
| 60 |
118-240 |
110-275 |
7-285 |
6.7% |
0-156 |
0.4% |
88% |
False |
False |
680,648 |
| 80 |
118-240 |
110-275 |
7-285 |
6.7% |
0-118 |
0.3% |
88% |
False |
False |
556,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-180 |
|
2.618 |
121-010 |
|
1.618 |
120-030 |
|
1.000 |
119-165 |
|
0.618 |
119-050 |
|
HIGH |
118-185 |
|
0.618 |
118-070 |
|
0.500 |
118-035 |
|
0.382 |
118-000 |
|
LOW |
117-205 |
|
0.618 |
117-020 |
|
1.000 |
116-225 |
|
1.618 |
116-040 |
|
2.618 |
115-060 |
|
4.250 |
113-210 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-035 |
117-250 |
| PP |
118-003 |
117-240 |
| S1 |
117-292 |
117-230 |
|