CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-110 |
117-155 |
0-045 |
0.1% |
119-070 |
| High |
117-200 |
117-295 |
0-095 |
0.3% |
119-070 |
| Low |
117-050 |
117-135 |
0-085 |
0.2% |
117-290 |
| Close |
117-135 |
117-135 |
0-000 |
0.0% |
118-225 |
| Range |
0-150 |
0-160 |
0-010 |
6.7% |
1-100 |
| ATR |
0-285 |
0-276 |
-0-009 |
-3.1% |
0-000 |
| Volume |
1,210,838 |
976,232 |
-234,606 |
-19.4% |
3,611,093 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-028 |
118-242 |
117-223 |
|
| R3 |
118-188 |
118-082 |
117-179 |
|
| R2 |
118-028 |
118-028 |
117-164 |
|
| R1 |
117-242 |
117-242 |
117-150 |
117-215 |
| PP |
117-188 |
117-188 |
117-188 |
117-175 |
| S1 |
117-082 |
117-082 |
117-120 |
117-055 |
| S2 |
117-028 |
117-028 |
117-106 |
|
| S3 |
116-188 |
116-242 |
117-091 |
|
| S4 |
116-028 |
116-082 |
117-047 |
|
|
| 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% |
0-189 |
0.5% |
12% |
False |
False |
902,221 |
| 10 |
119-305 |
117-050 |
2-255 |
2.4% |
0-204 |
0.5% |
9% |
False |
False |
844,054 |
| 20 |
119-305 |
116-130 |
3-175 |
3.0% |
0-260 |
0.7% |
29% |
False |
False |
1,138,480 |
| 40 |
119-305 |
113-250 |
6-055 |
5.3% |
0-266 |
0.7% |
59% |
False |
False |
1,313,567 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-208 |
0.6% |
59% |
False |
False |
902,181 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-157 |
0.4% |
72% |
False |
False |
694,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-015 |
|
2.618 |
119-074 |
|
1.618 |
118-234 |
|
1.000 |
118-135 |
|
0.618 |
118-074 |
|
HIGH |
117-295 |
|
0.618 |
117-234 |
|
0.500 |
117-215 |
|
0.382 |
117-196 |
|
LOW |
117-135 |
|
0.618 |
117-036 |
|
1.000 |
116-295 |
|
1.618 |
116-196 |
|
2.618 |
116-036 |
|
4.250 |
115-095 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-215 |
117-248 |
| PP |
117-188 |
117-210 |
| S1 |
117-162 |
117-172 |
|