CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118-125 |
117-110 |
-1-015 |
-0.9% |
119-070 |
| High |
118-125 |
117-200 |
-0-245 |
-0.6% |
119-070 |
| Low |
117-140 |
117-050 |
-0-090 |
-0.2% |
117-290 |
| Close |
117-230 |
117-135 |
-0-095 |
-0.3% |
118-225 |
| Range |
0-305 |
0-150 |
-0-155 |
-50.8% |
1-100 |
| ATR |
0-293 |
0-285 |
-0-008 |
-2.8% |
0-000 |
| Volume |
761,340 |
1,210,838 |
449,498 |
59.0% |
3,611,093 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-258 |
118-187 |
117-218 |
|
| R3 |
118-108 |
118-037 |
117-176 |
|
| R2 |
117-278 |
117-278 |
117-162 |
|
| R1 |
117-207 |
117-207 |
117-149 |
117-242 |
| PP |
117-128 |
117-128 |
117-128 |
117-146 |
| S1 |
117-057 |
117-057 |
117-121 |
117-092 |
| S2 |
116-298 |
116-298 |
117-108 |
|
| S3 |
116-148 |
116-227 |
117-094 |
|
| S4 |
115-318 |
116-077 |
117-052 |
|
|
| 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 |
117-050 |
2-050 |
1.8% |
0-204 |
0.5% |
12% |
False |
True |
854,817 |
| 10 |
119-305 |
117-050 |
2-255 |
2.4% |
0-218 |
0.6% |
9% |
False |
True |
868,859 |
| 20 |
119-305 |
116-080 |
3-225 |
3.2% |
0-264 |
0.7% |
32% |
False |
False |
1,160,719 |
| 40 |
119-305 |
113-250 |
6-055 |
5.3% |
0-267 |
0.7% |
59% |
False |
False |
1,290,402 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-205 |
0.5% |
59% |
False |
False |
887,065 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-155 |
0.4% |
72% |
False |
False |
684,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-198 |
|
2.618 |
118-273 |
|
1.618 |
118-123 |
|
1.000 |
118-030 |
|
0.618 |
117-293 |
|
HIGH |
117-200 |
|
0.618 |
117-143 |
|
0.500 |
117-125 |
|
0.382 |
117-107 |
|
LOW |
117-050 |
|
0.618 |
116-277 |
|
1.000 |
116-220 |
|
1.618 |
116-127 |
|
2.618 |
115-297 |
|
4.250 |
115-052 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-132 |
118-075 |
| PP |
117-128 |
117-308 |
| S1 |
117-125 |
117-222 |
|