CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-060 |
114-250 |
-0-130 |
-0.4% |
115-000 |
| High |
115-140 |
115-060 |
-0-080 |
-0.2% |
116-105 |
| Low |
114-270 |
114-170 |
-0-100 |
-0.3% |
114-220 |
| Close |
114-270 |
115-035 |
0-085 |
0.2% |
114-310 |
| Range |
0-190 |
0-210 |
0-020 |
10.5% |
1-205 |
| ATR |
0-245 |
0-243 |
-0-003 |
-1.0% |
0-000 |
| Volume |
595,022 |
777,833 |
182,811 |
30.7% |
3,696,964 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-292 |
116-213 |
115-150 |
|
| R3 |
116-082 |
116-003 |
115-093 |
|
| R2 |
115-192 |
115-192 |
115-074 |
|
| R1 |
115-113 |
115-113 |
115-054 |
115-152 |
| PP |
114-302 |
114-302 |
114-302 |
115-001 |
| S1 |
114-223 |
114-223 |
115-016 |
114-262 |
| S2 |
114-092 |
114-092 |
114-316 |
|
| S3 |
113-202 |
114-013 |
114-297 |
|
| S4 |
112-312 |
113-123 |
114-240 |
|
|
| 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 |
114-170 |
1-255 |
1.6% |
0-244 |
0.7% |
32% |
False |
True |
836,317 |
| 10 |
116-105 |
114-170 |
1-255 |
1.6% |
0-218 |
0.6% |
32% |
False |
True |
812,060 |
| 20 |
118-190 |
114-170 |
4-020 |
3.5% |
0-230 |
0.6% |
14% |
False |
True |
846,250 |
| 40 |
119-305 |
114-170 |
5-135 |
4.7% |
0-233 |
0.6% |
11% |
False |
True |
922,571 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-257 |
0.7% |
22% |
False |
False |
1,187,760 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-223 |
0.6% |
22% |
False |
False |
924,474 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-182 |
0.5% |
47% |
False |
False |
750,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-312 |
|
2.618 |
116-290 |
|
1.618 |
116-080 |
|
1.000 |
115-270 |
|
0.618 |
115-190 |
|
HIGH |
115-060 |
|
0.618 |
114-300 |
|
0.500 |
114-275 |
|
0.382 |
114-250 |
|
LOW |
114-170 |
|
0.618 |
114-040 |
|
1.000 |
113-280 |
|
1.618 |
113-150 |
|
2.618 |
112-260 |
|
4.250 |
111-238 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-008 |
115-022 |
| PP |
114-302 |
115-008 |
| S1 |
114-275 |
114-315 |
|