CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-215 |
115-125 |
-0-090 |
-0.2% |
115-270 |
| High |
115-285 |
115-130 |
-0-155 |
-0.4% |
116-105 |
| Low |
115-140 |
114-160 |
-0-300 |
-0.8% |
114-145 |
| Close |
115-205 |
114-235 |
-0-290 |
-0.8% |
115-070 |
| Range |
0-145 |
0-290 |
0-145 |
100.0% |
1-280 |
| ATR |
0-230 |
0-240 |
0-010 |
4.2% |
0-000 |
| Volume |
1,199,782 |
1,217,396 |
17,614 |
1.5% |
5,255,185 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-192 |
117-023 |
115-074 |
|
| R3 |
116-222 |
116-053 |
114-315 |
|
| R2 |
115-252 |
115-252 |
114-288 |
|
| R1 |
115-083 |
115-083 |
114-262 |
115-022 |
| PP |
114-282 |
114-282 |
114-282 |
114-251 |
| S1 |
114-113 |
114-113 |
114-208 |
114-052 |
| S2 |
113-312 |
113-312 |
114-182 |
|
| S3 |
113-022 |
113-143 |
114-155 |
|
| S4 |
112-052 |
112-173 |
114-076 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-307 |
119-308 |
116-080 |
|
| R3 |
119-027 |
118-028 |
115-235 |
|
| R2 |
117-067 |
117-067 |
115-180 |
|
| R1 |
116-068 |
116-068 |
115-125 |
115-248 |
| PP |
115-107 |
115-107 |
115-107 |
115-036 |
| S1 |
114-108 |
114-108 |
115-015 |
113-288 |
| S2 |
113-147 |
113-147 |
114-280 |
|
| S3 |
111-187 |
112-148 |
114-225 |
|
| S4 |
109-227 |
110-188 |
114-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-315 |
114-160 |
1-155 |
1.3% |
0-214 |
0.6% |
16% |
False |
True |
1,138,359 |
| 10 |
116-125 |
114-145 |
1-300 |
1.7% |
0-215 |
0.6% |
15% |
False |
False |
1,090,314 |
| 20 |
116-125 |
114-145 |
1-300 |
1.7% |
0-212 |
0.6% |
15% |
False |
False |
959,684 |
| 40 |
119-100 |
114-145 |
4-275 |
4.2% |
0-224 |
0.6% |
6% |
False |
False |
911,939 |
| 60 |
119-305 |
114-145 |
5-160 |
4.8% |
0-242 |
0.7% |
5% |
False |
False |
1,088,217 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-239 |
0.7% |
15% |
False |
False |
1,060,679 |
| 100 |
119-305 |
112-225 |
7-080 |
6.3% |
0-205 |
0.6% |
28% |
False |
False |
862,876 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-171 |
0.5% |
43% |
False |
False |
741,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-082 |
|
2.618 |
117-249 |
|
1.618 |
116-279 |
|
1.000 |
116-100 |
|
0.618 |
115-309 |
|
HIGH |
115-130 |
|
0.618 |
115-019 |
|
0.500 |
114-305 |
|
0.382 |
114-271 |
|
LOW |
114-160 |
|
0.618 |
113-301 |
|
1.000 |
113-190 |
|
1.618 |
113-011 |
|
2.618 |
112-041 |
|
4.250 |
110-208 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-305 |
115-078 |
| PP |
114-282 |
115-023 |
| S1 |
114-258 |
114-289 |
|