CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
118-180 |
118-015 |
-0-165 |
-0.4% |
117-255 |
High |
118-190 |
118-015 |
-0-175 |
-0.5% |
118-130 |
Low |
117-280 |
117-080 |
-0-200 |
-0.5% |
117-030 |
Close |
117-295 |
117-130 |
-0-165 |
-0.4% |
118-065 |
Range |
0-230 |
0-255 |
0-025 |
10.9% |
1-100 |
ATR |
0-277 |
0-275 |
-0-002 |
-0.6% |
0-000 |
Volume |
782,325 |
745,170 |
-37,155 |
-4.7% |
4,251,118 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-307 |
119-153 |
117-270 |
|
R3 |
119-052 |
118-218 |
117-200 |
|
R2 |
118-117 |
118-117 |
117-177 |
|
R1 |
117-283 |
117-283 |
117-153 |
117-232 |
PP |
117-182 |
117-182 |
117-182 |
117-156 |
S1 |
117-028 |
117-028 |
117-107 |
116-298 |
S2 |
116-247 |
116-247 |
117-083 |
|
S3 |
115-312 |
116-093 |
117-060 |
|
S4 |
115-057 |
115-158 |
116-310 |
|
|
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 |
117-080 |
1-110 |
1.1% |
0-253 |
0.7% |
12% |
False |
True |
795,925 |
10 |
118-190 |
117-030 |
1-160 |
1.3% |
0-228 |
0.6% |
21% |
False |
False |
870,468 |
20 |
119-305 |
117-030 |
2-275 |
2.4% |
0-226 |
0.6% |
11% |
False |
False |
865,254 |
40 |
119-305 |
113-250 |
6-055 |
5.3% |
0-269 |
0.7% |
59% |
False |
False |
1,303,275 |
60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-230 |
0.6% |
59% |
False |
False |
1,000,975 |
80 |
119-305 |
110-275 |
9-030 |
7.7% |
0-181 |
0.5% |
72% |
False |
False |
763,950 |
100 |
119-305 |
110-275 |
9-030 |
7.7% |
0-145 |
0.4% |
72% |
False |
False |
648,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-139 |
2.618 |
120-043 |
1.618 |
119-108 |
1.000 |
118-270 |
0.618 |
118-173 |
HIGH |
118-015 |
0.618 |
117-238 |
0.500 |
117-208 |
0.382 |
117-177 |
LOW |
117-080 |
0.618 |
116-242 |
1.000 |
116-145 |
1.618 |
115-307 |
2.618 |
115-052 |
4.250 |
113-276 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
117-208 |
117-295 |
PP |
117-182 |
117-240 |
S1 |
117-156 |
117-185 |
|