CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 14-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
117-295 |
118-180 |
0-205 |
0.5% |
117-255 |
High |
118-130 |
118-190 |
0-060 |
0.2% |
118-130 |
Low |
117-250 |
117-280 |
0-030 |
0.1% |
117-030 |
Close |
118-065 |
117-295 |
-0-090 |
-0.2% |
118-065 |
Range |
0-200 |
0-230 |
0-030 |
15.0% |
1-100 |
ATR |
0-280 |
0-277 |
-0-004 |
-1.3% |
0-000 |
Volume |
909,044 |
782,325 |
-126,719 |
-13.9% |
4,251,118 |
|
Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-092 |
119-263 |
118-102 |
|
R3 |
119-182 |
119-033 |
118-038 |
|
R2 |
118-272 |
118-272 |
118-017 |
|
R1 |
118-123 |
118-123 |
117-316 |
118-082 |
PP |
118-042 |
118-042 |
118-042 |
118-021 |
S1 |
117-213 |
117-213 |
117-274 |
117-172 |
S2 |
117-132 |
117-132 |
117-253 |
|
S3 |
116-222 |
116-303 |
117-232 |
|
S4 |
115-312 |
116-073 |
117-168 |
|
|
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 |
118-190 |
117-120 |
1-070 |
1.0% |
0-233 |
0.6% |
45% |
True |
False |
790,527 |
10 |
118-190 |
117-030 |
1-160 |
1.3% |
0-234 |
0.6% |
55% |
True |
False |
872,085 |
20 |
119-305 |
117-030 |
2-275 |
2.4% |
0-225 |
0.6% |
29% |
False |
False |
908,429 |
40 |
119-305 |
113-250 |
6-055 |
5.2% |
0-268 |
0.7% |
67% |
False |
False |
1,326,931 |
60 |
119-305 |
113-250 |
6-055 |
5.2% |
0-229 |
0.6% |
67% |
False |
False |
989,552 |
80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-178 |
0.5% |
78% |
False |
False |
755,644 |
100 |
119-305 |
110-275 |
9-030 |
7.7% |
0-143 |
0.4% |
78% |
False |
False |
641,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-208 |
2.618 |
120-152 |
1.618 |
119-242 |
1.000 |
119-100 |
0.618 |
119-012 |
HIGH |
118-190 |
0.618 |
118-102 |
0.500 |
118-075 |
0.382 |
118-048 |
LOW |
117-280 |
0.618 |
117-138 |
1.000 |
117-050 |
1.618 |
116-228 |
2.618 |
115-318 |
4.250 |
114-262 |
|
|
Fisher Pivots for day following 14-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
118-075 |
117-315 |
PP |
118-042 |
117-308 |
S1 |
118-008 |
117-302 |
|