CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-175 |
118-075 |
-0-100 |
-0.3% |
117-195 |
| High |
118-185 |
119-115 |
0-250 |
0.7% |
119-115 |
| Low |
117-205 |
118-075 |
0-190 |
0.5% |
116-220 |
| Close |
117-260 |
119-030 |
1-090 |
1.1% |
119-030 |
| Range |
0-300 |
1-040 |
0-060 |
20.0% |
2-215 |
| ATR |
0-300 |
0-314 |
0-014 |
4.6% |
0-000 |
| Volume |
1,237,851 |
1,534,067 |
296,216 |
23.9% |
7,018,726 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
121-258 |
119-228 |
|
| R3 |
121-047 |
120-218 |
119-129 |
|
| R2 |
120-007 |
120-007 |
119-096 |
|
| R1 |
119-178 |
119-178 |
119-063 |
119-252 |
| PP |
118-287 |
118-287 |
118-287 |
119-004 |
| S1 |
118-138 |
118-138 |
118-317 |
118-212 |
| S2 |
117-247 |
117-247 |
118-284 |
|
| S3 |
116-207 |
117-098 |
118-251 |
|
| S4 |
115-167 |
116-058 |
118-152 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-127 |
125-133 |
120-180 |
|
| R3 |
123-232 |
122-238 |
119-265 |
|
| R2 |
121-017 |
121-017 |
119-187 |
|
| R1 |
120-023 |
120-023 |
119-108 |
120-180 |
| PP |
118-122 |
118-122 |
118-122 |
118-200 |
| S1 |
117-128 |
117-128 |
118-272 |
117-285 |
| S2 |
115-227 |
115-227 |
118-193 |
|
| S3 |
113-012 |
114-233 |
118-115 |
|
| S4 |
110-117 |
112-018 |
117-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-115 |
116-220 |
2-215 |
2.2% |
1-055 |
1.0% |
90% |
True |
False |
1,403,745 |
| 10 |
119-115 |
116-080 |
3-035 |
2.6% |
0-296 |
0.8% |
91% |
True |
False |
1,497,399 |
| 20 |
119-115 |
113-250 |
5-185 |
4.7% |
0-311 |
0.8% |
95% |
True |
False |
1,745,433 |
| 40 |
119-115 |
113-250 |
5-185 |
4.7% |
0-231 |
0.6% |
95% |
True |
False |
1,030,114 |
| 60 |
119-115 |
110-275 |
8-160 |
7.1% |
0-162 |
0.4% |
97% |
True |
False |
704,715 |
| 80 |
119-115 |
110-275 |
8-160 |
7.1% |
0-122 |
0.3% |
97% |
True |
False |
574,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-045 |
|
2.618 |
122-097 |
|
1.618 |
121-057 |
|
1.000 |
120-155 |
|
0.618 |
120-017 |
|
HIGH |
119-115 |
|
0.618 |
118-297 |
|
0.500 |
118-255 |
|
0.382 |
118-213 |
|
LOW |
118-075 |
|
0.618 |
117-173 |
|
1.000 |
117-035 |
|
1.618 |
116-133 |
|
2.618 |
115-093 |
|
4.250 |
113-145 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-318 |
118-255 |
| PP |
118-287 |
118-160 |
| S1 |
118-255 |
118-065 |
|