CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
119-070 |
119-080 |
0-010 |
0.0% |
117-195 |
High |
119-180 |
119-215 |
0-035 |
0.1% |
119-115 |
Low |
118-295 |
118-240 |
-0-055 |
-0.1% |
116-220 |
Close |
118-295 |
119-200 |
0-225 |
0.6% |
119-030 |
Range |
0-205 |
0-295 |
0-090 |
43.9% |
2-215 |
ATR |
0-309 |
0-308 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,122,647 |
1,224,285 |
101,638 |
9.1% |
7,018,726 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-037 |
121-253 |
120-042 |
|
R3 |
121-062 |
120-278 |
119-281 |
|
R2 |
120-087 |
120-087 |
119-254 |
|
R1 |
119-303 |
119-303 |
119-227 |
120-035 |
PP |
119-112 |
119-112 |
119-112 |
119-138 |
S1 |
119-008 |
119-008 |
119-173 |
119-060 |
S2 |
118-137 |
118-137 |
119-146 |
|
S3 |
117-162 |
118-033 |
119-119 |
|
S4 |
116-187 |
117-058 |
119-038 |
|
|
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 |
117-205 |
2-090 |
1.9% |
0-281 |
0.7% |
87% |
False |
False |
1,345,507 |
10 |
119-295 |
116-130 |
3-165 |
2.9% |
0-316 |
0.8% |
92% |
False |
False |
1,432,906 |
20 |
119-295 |
113-310 |
5-305 |
5.0% |
0-302 |
0.8% |
95% |
False |
False |
1,714,041 |
40 |
119-295 |
113-250 |
6-045 |
5.1% |
0-240 |
0.6% |
95% |
False |
False |
1,124,189 |
60 |
119-295 |
110-275 |
9-020 |
7.6% |
0-175 |
0.5% |
97% |
False |
False |
766,853 |
80 |
119-295 |
110-275 |
9-020 |
7.6% |
0-131 |
0.3% |
97% |
False |
False |
620,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-189 |
2.618 |
122-027 |
1.618 |
121-052 |
1.000 |
120-190 |
0.618 |
120-077 |
HIGH |
119-215 |
0.618 |
119-102 |
0.500 |
119-068 |
0.382 |
119-033 |
LOW |
118-240 |
0.618 |
118-058 |
1.000 |
117-265 |
1.618 |
117-083 |
2.618 |
116-108 |
4.250 |
114-266 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
119-156 |
119-169 |
PP |
119-112 |
119-138 |
S1 |
119-068 |
119-108 |
|