CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-075 |
119-100 |
1-025 |
0.9% |
117-195 |
| High |
119-115 |
119-295 |
0-180 |
0.5% |
119-115 |
| Low |
118-075 |
119-050 |
0-295 |
0.8% |
116-220 |
| Close |
119-030 |
119-265 |
0-235 |
0.6% |
119-030 |
| Range |
1-040 |
0-245 |
-0-115 |
-31.9% |
2-215 |
| ATR |
0-314 |
0-311 |
-0-004 |
-1.1% |
0-000 |
| Volume |
1,534,067 |
1,608,687 |
74,620 |
4.9% |
7,018,726 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-298 |
121-207 |
120-080 |
|
| R3 |
121-053 |
120-282 |
120-012 |
|
| R2 |
120-128 |
120-128 |
119-310 |
|
| R1 |
120-037 |
120-037 |
119-287 |
120-082 |
| PP |
119-203 |
119-203 |
119-203 |
119-226 |
| S1 |
119-112 |
119-112 |
119-243 |
119-158 |
| S2 |
118-278 |
118-278 |
119-220 |
|
| S3 |
118-033 |
118-187 |
119-198 |
|
| S4 |
117-108 |
117-262 |
119-130 |
|
|
| 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 |
119-295 |
116-220 |
3-075 |
2.7% |
1-049 |
1.0% |
97% |
True |
False |
1,422,877 |
| 10 |
119-295 |
116-080 |
3-215 |
3.1% |
0-307 |
0.8% |
97% |
True |
False |
1,468,510 |
| 20 |
119-295 |
113-250 |
6-045 |
5.1% |
0-313 |
0.8% |
98% |
True |
False |
1,741,296 |
| 40 |
119-295 |
113-250 |
6-045 |
5.1% |
0-232 |
0.6% |
98% |
True |
False |
1,068,835 |
| 60 |
119-295 |
110-275 |
9-020 |
7.6% |
0-166 |
0.4% |
99% |
True |
False |
730,182 |
| 80 |
119-295 |
110-275 |
9-020 |
7.6% |
0-125 |
0.3% |
99% |
True |
False |
594,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-056 |
|
2.618 |
121-296 |
|
1.618 |
121-051 |
|
1.000 |
120-220 |
|
0.618 |
120-126 |
|
HIGH |
119-295 |
|
0.618 |
119-201 |
|
0.500 |
119-172 |
|
0.382 |
119-144 |
|
LOW |
119-050 |
|
0.618 |
118-219 |
|
1.000 |
118-125 |
|
1.618 |
117-294 |
|
2.618 |
117-049 |
|
4.250 |
115-289 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-234 |
119-153 |
| PP |
119-203 |
119-042 |
| S1 |
119-172 |
118-250 |
|