CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-020 |
116-135 |
0-115 |
0.3% |
118-180 |
| High |
116-170 |
116-310 |
0-140 |
0.4% |
118-190 |
| Low |
115-315 |
115-280 |
-0-035 |
-0.1% |
115-100 |
| Close |
116-080 |
116-025 |
-0-055 |
-0.1% |
116-045 |
| Range |
0-175 |
1-030 |
0-175 |
100.0% |
3-090 |
| ATR |
0-260 |
0-267 |
0-006 |
2.5% |
0-000 |
| Volume |
687,259 |
842,245 |
154,986 |
22.6% |
4,546,717 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-188 |
118-297 |
116-218 |
|
| R3 |
118-158 |
117-267 |
116-121 |
|
| R2 |
117-128 |
117-128 |
116-089 |
|
| R1 |
116-237 |
116-237 |
116-057 |
116-168 |
| PP |
116-098 |
116-098 |
116-098 |
116-064 |
| S1 |
115-207 |
115-207 |
115-313 |
115-138 |
| S2 |
115-068 |
115-068 |
115-281 |
|
| S3 |
114-038 |
114-177 |
115-249 |
|
| S4 |
113-008 |
113-147 |
115-152 |
|
|
| 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 |
116-310 |
115-100 |
1-210 |
1.4% |
0-231 |
0.6% |
46% |
True |
False |
905,833 |
| 10 |
118-190 |
115-100 |
3-090 |
2.8% |
0-242 |
0.7% |
23% |
False |
False |
880,440 |
| 20 |
119-100 |
115-100 |
4-000 |
3.4% |
0-230 |
0.6% |
19% |
False |
False |
862,294 |
| 40 |
119-305 |
114-105 |
5-200 |
4.8% |
0-257 |
0.7% |
31% |
False |
False |
1,189,956 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-244 |
0.7% |
37% |
False |
False |
1,082,441 |
| 80 |
119-305 |
112-065 |
7-240 |
6.7% |
0-199 |
0.5% |
50% |
False |
False |
829,255 |
| 100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-160 |
0.4% |
57% |
False |
False |
692,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-198 |
|
2.618 |
119-266 |
|
1.618 |
118-236 |
|
1.000 |
118-020 |
|
0.618 |
117-206 |
|
HIGH |
116-310 |
|
0.618 |
116-176 |
|
0.500 |
116-135 |
|
0.382 |
116-094 |
|
LOW |
115-280 |
|
0.618 |
115-064 |
|
1.000 |
114-250 |
|
1.618 |
114-034 |
|
2.618 |
113-004 |
|
4.250 |
111-072 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-135 |
116-135 |
| PP |
116-098 |
116-098 |
| S1 |
116-062 |
116-062 |
|