CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-045 |
116-140 |
-0-225 |
-0.6% |
117-255 |
| High |
117-125 |
116-250 |
-0-195 |
-0.5% |
118-130 |
| Low |
116-155 |
116-030 |
-0-125 |
-0.3% |
117-030 |
| Close |
116-190 |
116-115 |
-0-075 |
-0.2% |
118-065 |
| Range |
0-290 |
0-220 |
-0-070 |
-24.1% |
1-100 |
| ATR |
0-277 |
0-273 |
-0-004 |
-1.5% |
0-000 |
| Volume |
948,799 |
1,085,169 |
136,370 |
14.4% |
4,251,118 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-152 |
118-033 |
116-236 |
|
| R3 |
117-252 |
117-133 |
116-176 |
|
| R2 |
117-032 |
117-032 |
116-155 |
|
| R1 |
116-233 |
116-233 |
116-135 |
116-182 |
| PP |
116-132 |
116-132 |
116-132 |
116-106 |
| S1 |
116-013 |
116-013 |
116-095 |
115-282 |
| S2 |
115-232 |
115-232 |
116-075 |
|
| S3 |
115-012 |
115-113 |
116-054 |
|
| S4 |
114-112 |
114-213 |
115-314 |
|
|
| 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 |
116-030 |
2-160 |
2.1% |
0-239 |
0.6% |
11% |
False |
True |
894,101 |
| 10 |
118-190 |
116-030 |
2-160 |
2.1% |
0-248 |
0.7% |
11% |
False |
True |
855,157 |
| 20 |
119-305 |
116-030 |
3-275 |
3.3% |
0-226 |
0.6% |
7% |
False |
True |
849,605 |
| 40 |
119-305 |
113-310 |
5-315 |
5.1% |
0-264 |
0.7% |
40% |
False |
False |
1,281,823 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-235 |
0.6% |
42% |
False |
False |
1,032,661 |
| 80 |
119-305 |
110-275 |
9-030 |
7.8% |
0-188 |
0.5% |
60% |
False |
False |
787,541 |
| 100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-150 |
0.4% |
60% |
False |
False |
666,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-225 |
|
2.618 |
118-186 |
|
1.618 |
117-286 |
|
1.000 |
117-150 |
|
0.618 |
117-066 |
|
HIGH |
116-250 |
|
0.618 |
116-166 |
|
0.500 |
116-140 |
|
0.382 |
116-114 |
|
LOW |
116-030 |
|
0.618 |
115-214 |
|
1.000 |
115-130 |
|
1.618 |
114-314 |
|
2.618 |
114-094 |
|
4.250 |
113-055 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-140 |
117-022 |
| PP |
116-132 |
116-267 |
| S1 |
116-123 |
116-191 |
|