CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-270 |
115-290 |
0-020 |
0.1% |
114-310 |
| High |
116-105 |
115-290 |
-0-135 |
-0.4% |
116-125 |
| Low |
115-270 |
114-295 |
-0-295 |
-0.8% |
114-170 |
| Close |
116-010 |
114-295 |
-1-035 |
-1.0% |
116-020 |
| Range |
0-155 |
0-315 |
0-160 |
103.2% |
1-275 |
| ATR |
0-234 |
0-242 |
0-009 |
3.7% |
0-000 |
| Volume |
862,224 |
684,455 |
-177,769 |
-20.6% |
4,574,884 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-065 |
117-175 |
115-148 |
|
| R3 |
117-070 |
116-180 |
115-062 |
|
| R2 |
116-075 |
116-075 |
115-033 |
|
| R1 |
115-185 |
115-185 |
115-004 |
115-132 |
| PP |
115-080 |
115-080 |
115-080 |
115-054 |
| S1 |
114-190 |
114-190 |
114-266 |
114-138 |
| S2 |
114-085 |
114-085 |
114-237 |
|
| S3 |
113-090 |
113-195 |
114-208 |
|
| S4 |
112-095 |
112-200 |
114-122 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-077 |
120-163 |
117-027 |
|
| R3 |
119-122 |
118-208 |
116-184 |
|
| R2 |
117-167 |
117-167 |
116-129 |
|
| R1 |
116-253 |
116-253 |
116-075 |
117-050 |
| PP |
115-212 |
115-212 |
115-212 |
115-270 |
| S1 |
114-298 |
114-298 |
115-285 |
115-095 |
| S2 |
113-257 |
113-257 |
115-231 |
|
| S3 |
111-302 |
113-023 |
115-176 |
|
| S4 |
110-027 |
111-068 |
115-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-125 |
114-170 |
1-275 |
1.6% |
0-217 |
0.6% |
21% |
False |
False |
873,675 |
| 10 |
116-125 |
114-170 |
1-275 |
1.6% |
0-236 |
0.6% |
21% |
False |
False |
841,444 |
| 20 |
117-125 |
114-170 |
2-275 |
2.5% |
0-225 |
0.6% |
14% |
False |
False |
859,455 |
| 40 |
119-305 |
114-170 |
5-135 |
4.7% |
0-226 |
0.6% |
7% |
False |
False |
862,354 |
| 60 |
119-305 |
113-250 |
6-055 |
5.4% |
0-255 |
0.7% |
18% |
False |
False |
1,155,335 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-229 |
0.6% |
18% |
False |
False |
965,595 |
| 100 |
119-305 |
110-275 |
9-030 |
7.9% |
0-190 |
0.5% |
45% |
False |
False |
783,051 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-159 |
0.4% |
45% |
False |
False |
683,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-029 |
|
2.618 |
118-155 |
|
1.618 |
117-160 |
|
1.000 |
116-285 |
|
0.618 |
116-165 |
|
HIGH |
115-290 |
|
0.618 |
115-170 |
|
0.500 |
115-132 |
|
0.382 |
115-095 |
|
LOW |
114-295 |
|
0.618 |
114-100 |
|
1.000 |
113-300 |
|
1.618 |
113-105 |
|
2.618 |
112-110 |
|
4.250 |
110-236 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-132 |
115-210 |
| PP |
115-080 |
115-132 |
| S1 |
115-028 |
115-053 |
|