CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
117-235 |
-0-020 |
-0.1% |
118-290 |
| High |
117-255 |
117-295 |
0-040 |
0.1% |
119-100 |
| Low |
117-030 |
117-140 |
0-110 |
0.3% |
117-050 |
| Close |
117-155 |
117-150 |
-0-005 |
0.0% |
118-100 |
| Range |
0-225 |
0-155 |
-0-070 |
-31.1% |
2-050 |
| ATR |
0-289 |
0-279 |
-0-010 |
-3.3% |
0-000 |
| Volume |
1,080,806 |
718,179 |
-362,627 |
-33.6% |
4,293,737 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-020 |
118-240 |
117-235 |
|
| R3 |
118-185 |
118-085 |
117-193 |
|
| R2 |
118-030 |
118-030 |
117-178 |
|
| R1 |
117-250 |
117-250 |
117-164 |
117-222 |
| PP |
117-195 |
117-195 |
117-195 |
117-181 |
| S1 |
117-095 |
117-095 |
117-136 |
117-068 |
| S2 |
117-040 |
117-040 |
117-122 |
|
| S3 |
116-205 |
116-260 |
117-107 |
|
| S4 |
116-050 |
116-105 |
117-065 |
|
|
| 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 |
118-165 |
117-030 |
1-135 |
1.2% |
0-204 |
0.5% |
26% |
False |
False |
945,010 |
| 10 |
119-100 |
117-030 |
2-070 |
1.9% |
0-202 |
0.5% |
17% |
False |
False |
851,269 |
| 20 |
119-305 |
116-220 |
3-085 |
2.8% |
0-255 |
0.7% |
24% |
False |
False |
1,021,992 |
| 40 |
119-305 |
113-250 |
6-055 |
5.3% |
0-269 |
0.7% |
60% |
False |
False |
1,372,126 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-218 |
0.6% |
60% |
False |
False |
941,056 |
| 80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-166 |
0.4% |
73% |
False |
False |
719,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-314 |
|
2.618 |
119-061 |
|
1.618 |
118-226 |
|
1.000 |
118-130 |
|
0.618 |
118-071 |
|
HIGH |
117-295 |
|
0.618 |
117-236 |
|
0.500 |
117-218 |
|
0.382 |
117-199 |
|
LOW |
117-140 |
|
0.618 |
117-044 |
|
1.000 |
116-305 |
|
1.618 |
116-209 |
|
2.618 |
116-054 |
|
4.250 |
115-121 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-218 |
117-258 |
| PP |
117-195 |
117-222 |
| S1 |
117-172 |
117-186 |
|