CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 26-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
118-125 |
118-195 |
0-070 |
0.2% |
119-100 |
High |
118-210 |
118-295 |
0-085 |
0.2% |
119-305 |
Low |
118-060 |
118-165 |
0-105 |
0.3% |
118-240 |
Close |
118-170 |
118-210 |
0-040 |
0.1% |
119-265 |
Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
1-065 |
ATR |
0-308 |
0-295 |
-0-013 |
-4.1% |
0-000 |
Volume |
588,364 |
724,395 |
136,031 |
23.1% |
5,230,326 |
|
Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-293 |
119-222 |
118-282 |
|
R3 |
119-163 |
119-092 |
118-246 |
|
R2 |
119-033 |
119-033 |
118-234 |
|
R1 |
118-282 |
118-282 |
118-222 |
118-318 |
PP |
118-223 |
118-223 |
118-223 |
118-241 |
S1 |
118-152 |
118-152 |
118-198 |
118-188 |
S2 |
118-093 |
118-093 |
118-186 |
|
S3 |
117-283 |
118-022 |
118-174 |
|
S4 |
117-153 |
117-212 |
118-138 |
|
|
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% |
0-231 |
0.6% |
37% |
False |
False |
882,901 |
10 |
119-305 |
117-015 |
2-290 |
2.4% |
0-254 |
0.7% |
55% |
False |
False |
1,153,637 |
20 |
119-305 |
114-105 |
5-200 |
4.7% |
0-285 |
0.7% |
77% |
False |
False |
1,517,617 |
40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-250 |
0.7% |
79% |
False |
False |
1,192,514 |
60 |
119-305 |
112-065 |
7-240 |
6.5% |
0-189 |
0.5% |
83% |
False |
False |
818,241 |
80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-142 |
0.4% |
86% |
False |
False |
649,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-208 |
2.618 |
119-315 |
1.618 |
119-185 |
1.000 |
119-105 |
0.618 |
119-055 |
HIGH |
118-295 |
0.618 |
118-245 |
0.500 |
118-230 |
0.382 |
118-215 |
LOW |
118-165 |
0.618 |
118-085 |
1.000 |
118-035 |
1.618 |
117-275 |
2.618 |
117-145 |
4.250 |
116-252 |
|
|
Fisher Pivots for day following 26-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
118-230 |
118-200 |
PP |
118-223 |
118-190 |
S1 |
118-217 |
118-180 |
|