CBOT 10-Year T-Note Future June 2008
Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115-000 |
115-150 |
0-150 |
0.4% |
116-085 |
High |
115-115 |
115-245 |
0-130 |
0.4% |
116-310 |
Low |
115-000 |
115-115 |
0-115 |
0.3% |
115-015 |
Close |
115-110 |
115-125 |
0-015 |
0.0% |
115-020 |
Range |
0-115 |
0-130 |
0-015 |
13.0% |
1-295 |
ATR |
0-250 |
0-242 |
-0-008 |
-3.3% |
0-000 |
Volume |
859,990 |
544,093 |
-315,897 |
-36.7% |
4,351,364 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-232 |
116-148 |
115-196 |
|
R3 |
116-102 |
116-018 |
115-161 |
|
R2 |
115-292 |
115-292 |
115-149 |
|
R1 |
115-208 |
115-208 |
115-137 |
115-185 |
PP |
115-162 |
115-162 |
115-162 |
115-150 |
S1 |
115-078 |
115-078 |
115-113 |
115-055 |
S2 |
115-032 |
115-032 |
115-101 |
|
S3 |
114-222 |
114-268 |
115-089 |
|
S4 |
114-092 |
114-138 |
115-054 |
|
|
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% |
0-209 |
0.6% |
20% |
False |
False |
827,789 |
10 |
117-125 |
115-000 |
2-125 |
2.1% |
0-214 |
0.6% |
16% |
False |
False |
877,466 |
20 |
118-190 |
115-000 |
3-190 |
3.1% |
0-221 |
0.6% |
11% |
False |
False |
873,967 |
40 |
119-305 |
115-000 |
4-305 |
4.3% |
0-243 |
0.7% |
8% |
False |
False |
1,019,121 |
60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-250 |
0.7% |
26% |
False |
False |
1,133,133 |
80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-207 |
0.6% |
26% |
False |
False |
869,119 |
100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-167 |
0.5% |
50% |
False |
False |
711,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-158 |
2.618 |
116-265 |
1.618 |
116-135 |
1.000 |
116-055 |
0.618 |
116-005 |
HIGH |
115-245 |
0.618 |
115-195 |
0.500 |
115-180 |
0.382 |
115-165 |
LOW |
115-115 |
0.618 |
115-035 |
1.000 |
114-305 |
1.618 |
114-225 |
2.618 |
114-095 |
4.250 |
113-202 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115-180 |
115-124 |
PP |
115-162 |
115-123 |
S1 |
115-143 |
115-122 |
|