CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 25-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
119-070 |
118-125 |
-0-265 |
-0.7% |
119-100 |
High |
119-070 |
118-210 |
-0-180 |
-0.5% |
119-305 |
Low |
117-290 |
118-060 |
0-090 |
0.2% |
118-240 |
Close |
118-070 |
118-170 |
0-100 |
0.3% |
119-265 |
Range |
1-100 |
0-150 |
-0-270 |
-64.3% |
1-065 |
ATR |
1-000 |
0-308 |
-0-012 |
-3.8% |
0-000 |
Volume |
602,756 |
588,364 |
-14,392 |
-2.4% |
5,230,326 |
|
Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-277 |
119-213 |
118-252 |
|
R3 |
119-127 |
119-063 |
118-211 |
|
R2 |
118-297 |
118-297 |
118-198 |
|
R1 |
118-233 |
118-233 |
118-184 |
118-265 |
PP |
118-147 |
118-147 |
118-147 |
118-162 |
S1 |
118-083 |
118-083 |
118-156 |
118-115 |
S2 |
117-317 |
117-317 |
118-142 |
|
S3 |
117-167 |
117-253 |
118-129 |
|
S4 |
117-017 |
117-103 |
118-088 |
|
|
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% |
0-246 |
0.6% |
31% |
False |
False |
962,551 |
10 |
119-305 |
116-220 |
3-085 |
2.8% |
0-308 |
0.8% |
56% |
False |
False |
1,192,714 |
20 |
119-305 |
114-010 |
5-295 |
5.0% |
0-290 |
0.8% |
76% |
False |
False |
1,566,744 |
40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-247 |
0.7% |
77% |
False |
False |
1,177,955 |
60 |
119-305 |
111-165 |
8-140 |
7.1% |
0-187 |
0.5% |
83% |
False |
False |
806,467 |
80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-141 |
0.4% |
84% |
False |
False |
644,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-208 |
2.618 |
119-283 |
1.618 |
119-133 |
1.000 |
119-040 |
0.618 |
118-303 |
HIGH |
118-210 |
0.618 |
118-153 |
0.500 |
118-135 |
0.382 |
118-117 |
LOW |
118-060 |
0.618 |
117-287 |
1.000 |
117-230 |
1.618 |
117-137 |
2.618 |
116-307 |
4.250 |
116-062 |
|
|
Fisher Pivots for day following 25-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
118-158 |
118-298 |
PP |
118-147 |
118-255 |
S1 |
118-135 |
118-212 |
|