CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
118-015 |
117-045 |
-0-290 |
-0.8% |
117-255 |
High |
118-015 |
117-125 |
-0-210 |
-0.6% |
118-130 |
Low |
117-080 |
116-155 |
-0-245 |
-0.7% |
117-030 |
Close |
117-130 |
116-190 |
-0-260 |
-0.7% |
118-065 |
Range |
0-255 |
0-290 |
0-035 |
13.7% |
1-100 |
ATR |
0-275 |
0-277 |
0-001 |
0.5% |
0-000 |
Volume |
745,170 |
948,799 |
203,629 |
27.3% |
4,251,118 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-173 |
118-312 |
117-030 |
|
R3 |
118-203 |
118-022 |
116-270 |
|
R2 |
117-233 |
117-233 |
116-243 |
|
R1 |
117-052 |
117-052 |
116-217 |
116-318 |
PP |
116-263 |
116-263 |
116-263 |
116-236 |
S1 |
116-082 |
116-082 |
116-163 |
116-028 |
S2 |
115-293 |
115-293 |
116-137 |
|
S3 |
115-003 |
115-112 |
116-110 |
|
S4 |
114-033 |
114-142 |
116-030 |
|
|
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 |
116-155 |
2-035 |
1.8% |
0-252 |
0.7% |
5% |
False |
True |
855,048 |
10 |
118-190 |
116-155 |
2-035 |
1.8% |
0-242 |
0.6% |
5% |
False |
True |
844,264 |
20 |
119-305 |
116-155 |
3-150 |
3.0% |
0-230 |
0.6% |
3% |
False |
True |
856,561 |
40 |
119-305 |
113-250 |
6-055 |
5.3% |
0-265 |
0.7% |
46% |
False |
False |
1,300,781 |
60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-234 |
0.6% |
46% |
False |
False |
1,015,468 |
80 |
119-305 |
110-275 |
9-030 |
7.8% |
0-185 |
0.5% |
63% |
False |
False |
774,602 |
100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-148 |
0.4% |
63% |
False |
False |
657,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-078 |
2.618 |
119-244 |
1.618 |
118-274 |
1.000 |
118-095 |
0.618 |
117-304 |
HIGH |
117-125 |
0.618 |
117-014 |
0.500 |
116-300 |
0.382 |
116-266 |
LOW |
116-155 |
0.618 |
115-296 |
1.000 |
115-185 |
1.618 |
115-006 |
2.618 |
114-036 |
4.250 |
112-202 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
116-300 |
117-172 |
PP |
116-263 |
117-072 |
S1 |
116-227 |
116-291 |
|