CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-070 |
-0-030 |
-0.1% |
117-195 |
| High |
119-295 |
119-180 |
-0-115 |
-0.3% |
119-115 |
| Low |
119-050 |
118-295 |
-0-075 |
-0.2% |
116-220 |
| Close |
119-265 |
118-295 |
-0-290 |
-0.8% |
119-030 |
| Range |
0-245 |
0-205 |
-0-040 |
-16.3% |
2-215 |
| ATR |
0-311 |
0-309 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,608,687 |
1,122,647 |
-486,040 |
-30.2% |
7,018,726 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-018 |
120-202 |
119-088 |
|
| R3 |
120-133 |
119-317 |
119-031 |
|
| R2 |
119-248 |
119-248 |
119-013 |
|
| R1 |
119-112 |
119-112 |
118-314 |
119-078 |
| PP |
119-043 |
119-043 |
119-043 |
119-026 |
| S1 |
118-227 |
118-227 |
118-276 |
118-192 |
| S2 |
118-158 |
118-158 |
118-257 |
|
| S3 |
117-273 |
118-022 |
118-239 |
|
| S4 |
117-068 |
117-137 |
118-182 |
|
|
| 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 |
117-015 |
2-280 |
2.4% |
0-278 |
0.7% |
65% |
False |
False |
1,424,373 |
| 10 |
119-295 |
116-080 |
3-215 |
3.1% |
0-311 |
0.8% |
73% |
False |
False |
1,452,579 |
| 20 |
119-295 |
113-250 |
6-045 |
5.2% |
0-300 |
0.8% |
84% |
False |
False |
1,745,000 |
| 40 |
119-295 |
113-250 |
6-045 |
5.2% |
0-235 |
0.6% |
84% |
False |
False |
1,094,922 |
| 60 |
119-295 |
110-275 |
9-020 |
7.6% |
0-170 |
0.4% |
89% |
False |
False |
747,282 |
| 80 |
119-295 |
110-275 |
9-020 |
7.6% |
0-128 |
0.3% |
89% |
False |
False |
607,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-091 |
|
2.618 |
121-077 |
|
1.618 |
120-192 |
|
1.000 |
120-065 |
|
0.618 |
119-307 |
|
HIGH |
119-180 |
|
0.618 |
119-102 |
|
0.500 |
119-078 |
|
0.382 |
119-053 |
|
LOW |
118-295 |
|
0.618 |
118-168 |
|
1.000 |
118-090 |
|
1.618 |
117-283 |
|
2.618 |
117-078 |
|
4.250 |
116-064 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-078 |
119-025 |
| PP |
119-043 |
119-008 |
| S1 |
119-009 |
118-312 |
|