CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
118-290 |
0-250 |
0.7% |
119-070 |
| High |
118-240 |
119-100 |
0-180 |
0.5% |
119-070 |
| Low |
118-040 |
118-290 |
0-250 |
0.7% |
117-290 |
| Close |
118-225 |
118-305 |
0-080 |
0.2% |
118-225 |
| Range |
0-200 |
0-130 |
-0-070 |
-35.0% |
1-100 |
| ATR |
0-285 |
0-278 |
-0-006 |
-2.2% |
0-000 |
| Volume |
956,369 |
606,330 |
-350,039 |
-36.6% |
3,611,093 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-088 |
120-007 |
119-056 |
|
| R3 |
119-278 |
119-197 |
119-021 |
|
| R2 |
119-148 |
119-148 |
119-009 |
|
| R1 |
119-067 |
119-067 |
118-317 |
119-108 |
| PP |
119-018 |
119-018 |
119-018 |
119-039 |
| S1 |
118-257 |
118-257 |
118-293 |
118-298 |
| S2 |
118-208 |
118-208 |
118-281 |
|
| S3 |
118-078 |
118-127 |
118-269 |
|
| S4 |
117-268 |
117-317 |
118-234 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
121-300 |
119-136 |
|
| R3 |
121-075 |
120-200 |
119-020 |
|
| R2 |
119-295 |
119-295 |
118-302 |
|
| R1 |
119-100 |
119-100 |
118-264 |
118-308 |
| PP |
118-195 |
118-195 |
118-195 |
118-139 |
| S1 |
118-000 |
118-000 |
118-186 |
117-208 |
| S2 |
117-095 |
117-095 |
118-148 |
|
| S3 |
115-315 |
116-220 |
118-110 |
|
| S4 |
114-215 |
115-120 |
117-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-100 |
118-040 |
1-060 |
1.0% |
0-169 |
0.4% |
70% |
True |
False |
722,933 |
| 10 |
119-305 |
117-290 |
2-015 |
1.7% |
0-217 |
0.6% |
51% |
False |
False |
944,774 |
| 20 |
119-305 |
116-080 |
3-225 |
3.1% |
0-256 |
0.7% |
73% |
False |
False |
1,221,087 |
| 40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-257 |
0.7% |
84% |
False |
False |
1,245,307 |
| 60 |
119-305 |
113-230 |
6-075 |
5.2% |
0-198 |
0.5% |
84% |
False |
False |
855,488 |
| 80 |
119-305 |
110-275 |
9-030 |
7.6% |
0-149 |
0.4% |
89% |
False |
False |
664,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-012 |
|
2.618 |
120-120 |
|
1.618 |
119-310 |
|
1.000 |
119-230 |
|
0.618 |
119-180 |
|
HIGH |
119-100 |
|
0.618 |
119-050 |
|
0.500 |
119-035 |
|
0.382 |
119-020 |
|
LOW |
118-290 |
|
0.618 |
118-210 |
|
1.000 |
118-160 |
|
1.618 |
118-080 |
|
2.618 |
117-270 |
|
4.250 |
117-058 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-035 |
118-280 |
| PP |
119-018 |
118-255 |
| S1 |
119-002 |
118-230 |
|