CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115-020 |
115-000 |
-0-020 |
-0.1% |
116-085 |
| High |
115-125 |
115-115 |
-0-010 |
0.0% |
116-310 |
| Low |
115-015 |
115-000 |
-0-015 |
0.0% |
115-015 |
| Close |
115-020 |
115-110 |
0-090 |
0.2% |
115-020 |
| Range |
0-110 |
0-115 |
0-005 |
4.5% |
1-295 |
| ATR |
0-260 |
0-250 |
-0-010 |
-4.0% |
0-000 |
| Volume |
1,115,396 |
859,990 |
-255,406 |
-22.9% |
4,351,364 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-100 |
116-060 |
115-173 |
|
| R3 |
115-305 |
115-265 |
115-142 |
|
| R2 |
115-190 |
115-190 |
115-131 |
|
| R1 |
115-150 |
115-150 |
115-121 |
115-170 |
| PP |
115-075 |
115-075 |
115-075 |
115-085 |
| S1 |
115-035 |
115-035 |
115-099 |
115-055 |
| S2 |
114-280 |
114-280 |
115-089 |
|
| S3 |
114-165 |
114-240 |
115-078 |
|
| S4 |
114-050 |
114-125 |
115-047 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-147 |
120-058 |
116-038 |
|
| R3 |
119-172 |
118-083 |
115-189 |
|
| R2 |
117-197 |
117-197 |
115-133 |
|
| R1 |
116-108 |
116-108 |
115-076 |
116-005 |
| PP |
115-222 |
115-222 |
115-222 |
115-170 |
| S1 |
114-133 |
114-133 |
114-284 |
114-030 |
| S2 |
113-247 |
113-247 |
114-227 |
|
| S3 |
111-272 |
112-158 |
114-171 |
|
| S4 |
109-297 |
110-183 |
114-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-310 |
115-000 |
1-310 |
1.7% |
0-218 |
0.6% |
17% |
False |
True |
856,422 |
| 10 |
118-015 |
115-000 |
3-015 |
2.6% |
0-226 |
0.6% |
11% |
False |
True |
897,574 |
| 20 |
118-190 |
115-000 |
3-190 |
3.1% |
0-230 |
0.6% |
10% |
False |
True |
884,829 |
| 40 |
119-305 |
115-000 |
4-305 |
4.3% |
0-243 |
0.7% |
7% |
False |
True |
1,052,958 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-248 |
0.7% |
25% |
False |
False |
1,125,148 |
| 80 |
119-305 |
113-230 |
6-075 |
5.4% |
0-206 |
0.6% |
26% |
False |
False |
862,823 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-165 |
0.4% |
49% |
False |
False |
708,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-284 |
|
2.618 |
116-096 |
|
1.618 |
115-301 |
|
1.000 |
115-230 |
|
0.618 |
115-186 |
|
HIGH |
115-115 |
|
0.618 |
115-071 |
|
0.500 |
115-058 |
|
0.382 |
115-044 |
|
LOW |
115-000 |
|
0.618 |
114-249 |
|
1.000 |
114-205 |
|
1.618 |
114-134 |
|
2.618 |
114-019 |
|
4.250 |
113-151 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-092 |
115-188 |
| PP |
115-075 |
115-162 |
| S1 |
115-058 |
115-136 |
|