CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115-315 |
116-085 |
0-090 |
0.2% |
118-180 |
| High |
116-055 |
116-135 |
0-080 |
0.2% |
118-190 |
| Low |
115-100 |
116-000 |
0-220 |
0.6% |
115-100 |
| Close |
116-045 |
116-125 |
0-080 |
0.2% |
116-045 |
| Range |
0-275 |
0-135 |
-0-140 |
-50.9% |
3-090 |
| ATR |
0-277 |
0-267 |
-0-010 |
-3.7% |
0-000 |
| Volume |
985,254 |
929,241 |
-56,013 |
-5.7% |
4,546,717 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-172 |
117-123 |
116-199 |
|
| R3 |
117-037 |
116-308 |
116-162 |
|
| R2 |
116-222 |
116-222 |
116-150 |
|
| R1 |
116-173 |
116-173 |
116-137 |
116-198 |
| PP |
116-087 |
116-087 |
116-087 |
116-099 |
| S1 |
116-038 |
116-038 |
116-113 |
116-062 |
| S2 |
115-272 |
115-272 |
116-100 |
|
| S3 |
115-137 |
115-223 |
116-088 |
|
| S4 |
115-002 |
115-088 |
116-051 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
124-197 |
117-302 |
|
| R3 |
123-078 |
121-107 |
117-014 |
|
| R2 |
119-308 |
119-308 |
116-238 |
|
| R1 |
118-017 |
118-017 |
116-141 |
117-118 |
| PP |
116-218 |
116-218 |
116-218 |
116-109 |
| S1 |
114-247 |
114-247 |
115-269 |
114-028 |
| S2 |
113-128 |
113-128 |
115-172 |
|
| S3 |
110-038 |
111-157 |
115-076 |
|
| S4 |
106-268 |
108-067 |
114-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-015 |
115-100 |
2-235 |
2.3% |
0-235 |
0.6% |
39% |
False |
False |
938,726 |
| 10 |
118-190 |
115-100 |
3-090 |
2.8% |
0-234 |
0.6% |
33% |
False |
False |
864,627 |
| 20 |
119-100 |
115-100 |
4-000 |
3.4% |
0-218 |
0.6% |
27% |
False |
False |
851,457 |
| 40 |
119-305 |
114-010 |
5-295 |
5.1% |
0-258 |
0.7% |
40% |
False |
False |
1,228,942 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-238 |
0.6% |
42% |
False |
False |
1,061,400 |
| 80 |
119-305 |
110-275 |
9-030 |
7.8% |
0-193 |
0.5% |
61% |
False |
False |
810,470 |
| 100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-154 |
0.4% |
61% |
False |
False |
684,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-069 |
|
2.618 |
117-168 |
|
1.618 |
117-033 |
|
1.000 |
116-270 |
|
0.618 |
116-218 |
|
HIGH |
116-135 |
|
0.618 |
116-083 |
|
0.500 |
116-068 |
|
0.382 |
116-052 |
|
LOW |
116-000 |
|
0.618 |
115-237 |
|
1.000 |
115-185 |
|
1.618 |
115-102 |
|
2.618 |
114-287 |
|
4.250 |
114-066 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-106 |
116-088 |
| PP |
116-087 |
116-052 |
| S1 |
116-068 |
116-015 |
|