CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-160 |
0-080 |
0.2% |
117-195 |
| High |
119-215 |
119-305 |
0-090 |
0.2% |
119-115 |
| Low |
118-240 |
119-145 |
0-225 |
0.6% |
116-220 |
| Close |
119-200 |
119-265 |
0-065 |
0.2% |
119-030 |
| Range |
0-295 |
0-160 |
-0-135 |
-45.8% |
2-215 |
| ATR |
0-308 |
0-298 |
-0-011 |
-3.4% |
0-000 |
| Volume |
1,224,285 |
1,274,707 |
50,422 |
4.1% |
7,018,726 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-078 |
121-012 |
120-033 |
|
| R3 |
120-238 |
120-172 |
119-309 |
|
| R2 |
120-078 |
120-078 |
119-294 |
|
| R1 |
120-012 |
120-012 |
119-280 |
120-045 |
| PP |
119-238 |
119-238 |
119-238 |
119-255 |
| S1 |
119-172 |
119-172 |
119-250 |
119-205 |
| S2 |
119-078 |
119-078 |
119-236 |
|
| S3 |
118-238 |
119-012 |
119-221 |
|
| S4 |
118-078 |
118-172 |
119-177 |
|
|
| 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 |
119-305 |
118-075 |
1-230 |
1.4% |
0-253 |
0.7% |
93% |
True |
False |
1,352,878 |
| 10 |
119-305 |
116-220 |
3-085 |
2.7% |
0-312 |
0.8% |
96% |
True |
False |
1,372,290 |
| 20 |
119-305 |
114-010 |
5-295 |
4.9% |
0-286 |
0.7% |
98% |
True |
False |
1,671,191 |
| 40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-237 |
0.6% |
98% |
True |
False |
1,154,177 |
| 60 |
119-305 |
110-275 |
9-030 |
7.6% |
0-177 |
0.5% |
99% |
True |
False |
787,260 |
| 80 |
119-305 |
110-275 |
9-030 |
7.6% |
0-133 |
0.3% |
99% |
True |
False |
635,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-025 |
|
2.618 |
121-084 |
|
1.618 |
120-244 |
|
1.000 |
120-145 |
|
0.618 |
120-084 |
|
HIGH |
119-305 |
|
0.618 |
119-244 |
|
0.500 |
119-225 |
|
0.382 |
119-206 |
|
LOW |
119-145 |
|
0.618 |
119-046 |
|
1.000 |
118-305 |
|
1.618 |
118-206 |
|
2.618 |
118-046 |
|
4.250 |
117-105 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-252 |
119-214 |
| PP |
119-238 |
119-163 |
| S1 |
119-225 |
119-112 |
|