CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 24-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
119-160 |
119-070 |
-0-090 |
-0.2% |
119-100 |
High |
119-305 |
119-070 |
-0-235 |
-0.6% |
119-305 |
Low |
119-145 |
117-290 |
-1-175 |
-1.3% |
118-240 |
Close |
119-265 |
118-070 |
-1-195 |
-1.3% |
119-265 |
Range |
0-160 |
1-100 |
0-260 |
162.5% |
1-065 |
ATR |
0-298 |
1-000 |
0-023 |
7.6% |
0-000 |
Volume |
1,274,707 |
602,756 |
-671,951 |
-52.7% |
5,230,326 |
|
Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-123 |
121-197 |
118-301 |
|
R3 |
121-023 |
120-097 |
118-186 |
|
R2 |
119-243 |
119-243 |
118-147 |
|
R1 |
118-317 |
118-317 |
118-108 |
118-230 |
PP |
118-143 |
118-143 |
118-143 |
118-100 |
S1 |
117-217 |
117-217 |
118-032 |
117-130 |
S2 |
117-043 |
117-043 |
117-313 |
|
S3 |
115-263 |
116-117 |
117-274 |
|
S4 |
114-163 |
115-017 |
117-159 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-038 |
122-217 |
120-157 |
|
R3 |
121-293 |
121-152 |
120-051 |
|
R2 |
120-228 |
120-228 |
120-016 |
|
R1 |
120-087 |
120-087 |
119-300 |
120-158 |
PP |
119-163 |
119-163 |
119-163 |
119-199 |
S1 |
119-022 |
119-022 |
119-230 |
119-092 |
S2 |
118-098 |
118-098 |
119-194 |
|
S3 |
117-033 |
117-277 |
119-159 |
|
S4 |
115-288 |
116-212 |
119-053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-305 |
117-290 |
2-015 |
1.7% |
0-265 |
0.7% |
15% |
False |
True |
1,166,616 |
10 |
119-305 |
116-220 |
3-085 |
2.8% |
1-000 |
0.8% |
47% |
False |
False |
1,285,180 |
20 |
119-305 |
114-010 |
5-295 |
5.0% |
0-298 |
0.8% |
71% |
False |
False |
1,606,428 |
40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-248 |
0.7% |
72% |
False |
False |
1,166,371 |
60 |
119-305 |
110-275 |
9-030 |
7.7% |
0-184 |
0.5% |
81% |
False |
False |
796,808 |
80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-139 |
0.4% |
81% |
False |
False |
642,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-255 |
2.618 |
122-210 |
1.618 |
121-110 |
1.000 |
120-170 |
0.618 |
120-010 |
HIGH |
119-070 |
0.618 |
118-230 |
0.500 |
118-180 |
0.382 |
118-130 |
LOW |
117-290 |
0.618 |
117-030 |
1.000 |
116-190 |
1.618 |
115-250 |
2.618 |
114-150 |
4.250 |
112-105 |
|
|
Fisher Pivots for day following 24-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
118-180 |
118-298 |
PP |
118-143 |
118-222 |
S1 |
118-107 |
118-146 |
|