CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
118-085 |
117-295 |
-0-110 |
-0.3% |
117-255 |
High |
118-085 |
118-130 |
0-045 |
0.1% |
118-130 |
Low |
117-120 |
117-250 |
0-130 |
0.3% |
117-030 |
Close |
117-175 |
118-065 |
0-210 |
0.6% |
118-065 |
Range |
0-285 |
0-200 |
-0-085 |
-29.8% |
1-100 |
ATR |
0-281 |
0-280 |
0-000 |
-0.1% |
0-000 |
Volume |
889,903 |
909,044 |
19,141 |
2.2% |
4,251,118 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-002 |
119-233 |
118-175 |
|
R3 |
119-122 |
119-033 |
118-120 |
|
R2 |
118-242 |
118-242 |
118-102 |
|
R1 |
118-153 |
118-153 |
118-083 |
118-198 |
PP |
118-042 |
118-042 |
118-042 |
118-064 |
S1 |
117-273 |
117-273 |
118-047 |
117-318 |
S2 |
117-162 |
117-162 |
118-028 |
|
S3 |
116-282 |
117-073 |
118-010 |
|
S4 |
116-082 |
116-193 |
117-275 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-268 |
121-107 |
118-296 |
|
R3 |
120-168 |
120-007 |
118-180 |
|
R2 |
119-068 |
119-068 |
118-142 |
|
R1 |
118-227 |
118-227 |
118-104 |
118-308 |
PP |
117-288 |
117-288 |
117-288 |
118-009 |
S1 |
117-127 |
117-127 |
118-026 |
117-208 |
S2 |
116-188 |
116-188 |
117-308 |
|
S3 |
115-088 |
116-027 |
117-270 |
|
S4 |
113-308 |
114-247 |
117-154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-130 |
117-030 |
1-100 |
1.1% |
0-232 |
0.6% |
85% |
True |
False |
850,223 |
10 |
119-100 |
117-030 |
2-070 |
1.9% |
0-224 |
0.6% |
50% |
False |
False |
854,485 |
20 |
119-305 |
117-030 |
2-275 |
2.4% |
0-232 |
0.6% |
39% |
False |
False |
946,017 |
40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-270 |
0.7% |
72% |
False |
False |
1,342,840 |
60 |
119-305 |
113-250 |
6-055 |
5.2% |
0-227 |
0.6% |
72% |
False |
False |
978,134 |
80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-175 |
0.5% |
81% |
False |
False |
746,990 |
100 |
119-305 |
110-275 |
9-030 |
7.7% |
0-140 |
0.4% |
81% |
False |
False |
634,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-020 |
2.618 |
120-014 |
1.618 |
119-134 |
1.000 |
119-010 |
0.618 |
118-254 |
HIGH |
118-130 |
0.618 |
118-054 |
0.500 |
118-030 |
0.382 |
118-006 |
LOW |
117-250 |
0.618 |
117-126 |
1.000 |
117-050 |
1.618 |
116-246 |
2.618 |
116-046 |
4.250 |
115-040 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
118-053 |
118-032 |
PP |
118-042 |
117-318 |
S1 |
118-030 |
117-285 |
|