CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
114-310 |
-0-260 |
-0.7% |
115-000 |
| High |
116-005 |
115-070 |
-0-255 |
-0.7% |
116-105 |
| Low |
114-220 |
114-230 |
0-010 |
0.0% |
114-220 |
| Close |
114-310 |
115-025 |
0-035 |
0.1% |
114-310 |
| Range |
1-105 |
0-160 |
-0-265 |
-62.4% |
1-205 |
| ATR |
0-256 |
0-249 |
-0-007 |
-2.7% |
0-000 |
| Volume |
790,698 |
1,158,164 |
367,466 |
46.5% |
3,696,964 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-162 |
116-093 |
115-113 |
|
| R3 |
116-002 |
115-253 |
115-069 |
|
| R2 |
115-162 |
115-162 |
115-054 |
|
| R1 |
115-093 |
115-093 |
115-040 |
115-128 |
| PP |
115-002 |
115-002 |
115-002 |
115-019 |
| S1 |
114-253 |
114-253 |
115-010 |
114-288 |
| S2 |
114-162 |
114-162 |
114-316 |
|
| S3 |
114-002 |
114-093 |
114-301 |
|
| S4 |
113-162 |
113-253 |
114-257 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
119-080 |
115-279 |
|
| R3 |
118-195 |
117-195 |
115-134 |
|
| R2 |
116-310 |
116-310 |
115-086 |
|
| R1 |
115-310 |
115-310 |
115-038 |
115-208 |
| PP |
115-105 |
115-105 |
115-105 |
115-054 |
| S1 |
114-105 |
114-105 |
114-262 |
114-002 |
| S2 |
113-220 |
113-220 |
114-214 |
|
| S3 |
112-015 |
112-220 |
114-166 |
|
| S4 |
110-130 |
111-015 |
114-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-105 |
114-220 |
1-205 |
1.4% |
0-244 |
0.7% |
24% |
False |
False |
799,027 |
| 10 |
116-310 |
114-220 |
2-090 |
2.0% |
0-231 |
0.6% |
17% |
False |
False |
827,725 |
| 20 |
118-190 |
114-220 |
3-290 |
3.4% |
0-232 |
0.6% |
10% |
False |
False |
846,176 |
| 40 |
119-305 |
114-220 |
5-085 |
4.6% |
0-247 |
0.7% |
7% |
False |
False |
953,955 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-256 |
0.7% |
21% |
False |
False |
1,185,975 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-220 |
0.6% |
21% |
False |
False |
909,332 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-178 |
0.5% |
46% |
False |
False |
739,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-110 |
|
2.618 |
116-169 |
|
1.618 |
116-009 |
|
1.000 |
115-230 |
|
0.618 |
115-169 |
|
HIGH |
115-070 |
|
0.618 |
115-009 |
|
0.500 |
114-310 |
|
0.382 |
114-291 |
|
LOW |
114-230 |
|
0.618 |
114-131 |
|
1.000 |
114-070 |
|
1.618 |
113-291 |
|
2.618 |
113-131 |
|
4.250 |
112-190 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-013 |
115-162 |
| PP |
115-002 |
115-117 |
| S1 |
114-310 |
115-071 |
|