CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-135 |
116-045 |
-0-090 |
-0.2% |
118-180 |
| High |
116-310 |
116-055 |
-0-255 |
-0.7% |
118-190 |
| Low |
115-280 |
115-035 |
-0-245 |
-0.7% |
115-100 |
| Close |
116-025 |
115-100 |
-0-245 |
-0.7% |
116-045 |
| Range |
1-030 |
1-020 |
-0-010 |
-2.9% |
3-090 |
| ATR |
0-267 |
0-272 |
0-005 |
2.0% |
0-000 |
| Volume |
842,245 |
777,223 |
-65,022 |
-7.7% |
4,546,717 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-230 |
118-025 |
115-287 |
|
| R3 |
117-210 |
117-005 |
115-194 |
|
| R2 |
116-190 |
116-190 |
115-162 |
|
| R1 |
115-305 |
115-305 |
115-131 |
115-238 |
| PP |
115-170 |
115-170 |
115-170 |
115-136 |
| S1 |
114-285 |
114-285 |
115-069 |
114-218 |
| S2 |
114-150 |
114-150 |
115-038 |
|
| S3 |
113-130 |
113-265 |
115-006 |
|
| S4 |
112-110 |
112-245 |
114-233 |
|
|
| 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 |
115-035 |
1-275 |
1.6% |
0-255 |
0.7% |
11% |
False |
True |
844,244 |
| 10 |
118-190 |
115-035 |
3-155 |
3.0% |
0-247 |
0.7% |
6% |
False |
True |
869,172 |
| 20 |
119-100 |
115-035 |
4-065 |
3.6% |
0-235 |
0.6% |
5% |
False |
True |
864,195 |
| 40 |
119-305 |
114-185 |
5-120 |
4.7% |
0-257 |
0.7% |
14% |
False |
False |
1,152,483 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-248 |
0.7% |
25% |
False |
False |
1,094,344 |
| 80 |
119-305 |
112-225 |
7-080 |
6.3% |
0-204 |
0.6% |
36% |
False |
False |
838,675 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-163 |
0.4% |
49% |
False |
False |
698,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-220 |
|
2.618 |
118-305 |
|
1.618 |
117-285 |
|
1.000 |
117-075 |
|
0.618 |
116-265 |
|
HIGH |
116-055 |
|
0.618 |
115-245 |
|
0.500 |
115-205 |
|
0.382 |
115-165 |
|
LOW |
115-035 |
|
0.618 |
114-145 |
|
1.000 |
114-015 |
|
1.618 |
113-125 |
|
2.618 |
112-105 |
|
4.250 |
110-190 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-205 |
116-012 |
| PP |
115-170 |
115-255 |
| S1 |
115-135 |
115-178 |
|