CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-155 |
117-185 |
0-030 |
0.1% |
118-290 |
| High |
117-295 |
118-165 |
0-190 |
0.5% |
119-100 |
| Low |
117-135 |
117-155 |
0-020 |
0.1% |
117-050 |
| Close |
117-135 |
118-100 |
0-285 |
0.8% |
118-100 |
| Range |
0-160 |
1-010 |
0-170 |
106.3% |
2-050 |
| ATR |
0-276 |
0-281 |
0-005 |
1.9% |
0-000 |
| Volume |
976,232 |
738,997 |
-237,235 |
-24.3% |
4,293,737 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-063 |
120-252 |
118-282 |
|
| R3 |
120-053 |
119-242 |
118-191 |
|
| R2 |
119-043 |
119-043 |
118-160 |
|
| R1 |
118-232 |
118-232 |
118-130 |
118-298 |
| PP |
118-033 |
118-033 |
118-033 |
118-066 |
| S1 |
117-222 |
117-222 |
118-070 |
117-288 |
| S2 |
117-023 |
117-023 |
118-040 |
|
| S3 |
116-013 |
116-212 |
118-009 |
|
| S4 |
115-003 |
115-202 |
117-238 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-233 |
123-217 |
119-160 |
|
| R3 |
122-183 |
121-167 |
118-290 |
|
| R2 |
120-133 |
120-133 |
118-226 |
|
| R1 |
119-117 |
119-117 |
118-163 |
118-260 |
| PP |
118-083 |
118-083 |
118-083 |
117-315 |
| S1 |
117-067 |
117-067 |
118-037 |
116-210 |
| S2 |
116-033 |
116-033 |
117-294 |
|
| S3 |
113-303 |
115-017 |
117-230 |
|
| S4 |
111-253 |
112-287 |
117-040 |
|
|
| 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% |
0-215 |
0.6% |
54% |
False |
False |
858,747 |
| 10 |
119-100 |
117-050 |
2-050 |
1.8% |
0-221 |
0.6% |
54% |
False |
False |
790,483 |
| 20 |
119-305 |
116-220 |
3-085 |
2.8% |
0-266 |
0.7% |
50% |
False |
False |
1,081,386 |
| 40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-273 |
0.7% |
73% |
False |
False |
1,330,727 |
| 60 |
119-305 |
113-250 |
6-055 |
5.2% |
0-212 |
0.6% |
73% |
False |
False |
913,351 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-161 |
0.4% |
82% |
False |
False |
701,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-288 |
|
2.618 |
121-069 |
|
1.618 |
120-059 |
|
1.000 |
119-175 |
|
0.618 |
119-049 |
|
HIGH |
118-165 |
|
0.618 |
118-039 |
|
0.500 |
118-000 |
|
0.382 |
117-281 |
|
LOW |
117-155 |
|
0.618 |
116-271 |
|
1.000 |
116-145 |
|
1.618 |
115-261 |
|
2.618 |
114-251 |
|
4.250 |
113-032 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-067 |
118-049 |
| PP |
118-033 |
117-318 |
| S1 |
118-000 |
117-268 |
|