CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-195 |
118-170 |
-0-025 |
-0.1% |
119-100 |
| High |
118-295 |
118-280 |
-0-015 |
0.0% |
119-305 |
| Low |
118-165 |
118-045 |
-0-120 |
-0.3% |
118-240 |
| Close |
118-210 |
118-115 |
-0-095 |
-0.3% |
119-265 |
| Range |
0-130 |
0-235 |
0-105 |
80.8% |
1-065 |
| ATR |
0-295 |
0-291 |
-0-004 |
-1.5% |
0-000 |
| Volume |
724,395 |
739,209 |
14,814 |
2.0% |
5,230,326 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-212 |
120-078 |
118-244 |
|
| R3 |
119-297 |
119-163 |
118-180 |
|
| R2 |
119-062 |
119-062 |
118-158 |
|
| R1 |
118-248 |
118-248 |
118-137 |
118-198 |
| PP |
118-147 |
118-147 |
118-147 |
118-121 |
| S1 |
118-013 |
118-013 |
118-093 |
117-282 |
| S2 |
117-232 |
117-232 |
118-072 |
|
| S3 |
116-317 |
117-098 |
118-050 |
|
| S4 |
116-082 |
116-183 |
117-306 |
|
|
| 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% |
0-219 |
0.6% |
22% |
False |
False |
785,886 |
| 10 |
119-305 |
117-205 |
2-100 |
2.0% |
0-250 |
0.7% |
31% |
False |
False |
1,065,696 |
| 20 |
119-305 |
114-185 |
5-120 |
4.5% |
0-279 |
0.7% |
70% |
False |
False |
1,440,772 |
| 40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-255 |
0.7% |
74% |
False |
False |
1,209,418 |
| 60 |
119-305 |
112-225 |
7-080 |
6.1% |
0-193 |
0.5% |
78% |
False |
False |
830,168 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-145 |
0.4% |
82% |
False |
False |
656,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-319 |
|
2.618 |
120-255 |
|
1.618 |
120-020 |
|
1.000 |
119-195 |
|
0.618 |
119-105 |
|
HIGH |
118-280 |
|
0.618 |
118-190 |
|
0.500 |
118-162 |
|
0.382 |
118-135 |
|
LOW |
118-045 |
|
0.618 |
117-220 |
|
1.000 |
117-130 |
|
1.618 |
116-305 |
|
2.618 |
116-070 |
|
4.250 |
115-006 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-162 |
118-170 |
| PP |
118-147 |
118-152 |
| S1 |
118-131 |
118-133 |
|