CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-125 |
115-000 |
-0-125 |
-0.3% |
115-110 |
| High |
115-130 |
115-170 |
0-040 |
0.1% |
115-315 |
| Low |
114-160 |
115-000 |
0-160 |
0.4% |
114-160 |
| Close |
114-235 |
115-165 |
0-250 |
0.7% |
115-165 |
| Range |
0-290 |
0-170 |
-0-120 |
-41.4% |
1-155 |
| ATR |
0-240 |
0-241 |
0-001 |
0.5% |
0-000 |
| Volume |
1,217,396 |
1,389,437 |
172,041 |
14.1% |
5,940,696 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-302 |
116-243 |
115-258 |
|
| R3 |
116-132 |
116-073 |
115-212 |
|
| R2 |
115-282 |
115-282 |
115-196 |
|
| R1 |
115-223 |
115-223 |
115-181 |
115-252 |
| PP |
115-112 |
115-112 |
115-112 |
115-126 |
| S1 |
115-053 |
115-053 |
115-149 |
115-082 |
| S2 |
114-262 |
114-262 |
115-134 |
|
| S3 |
114-092 |
114-203 |
115-118 |
|
| S4 |
113-242 |
114-033 |
115-072 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-252 |
119-043 |
116-106 |
|
| R3 |
118-097 |
117-208 |
115-296 |
|
| R2 |
116-262 |
116-262 |
115-252 |
|
| R1 |
116-053 |
116-053 |
115-209 |
116-158 |
| PP |
115-107 |
115-107 |
115-107 |
115-159 |
| S1 |
114-218 |
114-218 |
115-121 |
115-002 |
| S2 |
113-272 |
113-272 |
115-078 |
|
| S3 |
112-117 |
113-063 |
115-034 |
|
| S4 |
110-282 |
111-228 |
114-224 |
|
|
| 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% |
0-192 |
0.5% |
68% |
False |
False |
1,188,139 |
| 10 |
116-105 |
114-145 |
1-280 |
1.6% |
0-216 |
0.6% |
57% |
False |
False |
1,119,588 |
| 20 |
116-125 |
114-145 |
1-300 |
1.7% |
0-215 |
0.6% |
55% |
False |
False |
973,386 |
| 40 |
119-100 |
114-145 |
4-275 |
4.2% |
0-223 |
0.6% |
22% |
False |
False |
922,766 |
| 60 |
119-305 |
114-145 |
5-160 |
4.8% |
0-238 |
0.6% |
19% |
False |
False |
1,066,772 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-240 |
0.6% |
28% |
False |
False |
1,077,327 |
| 100 |
119-305 |
113-200 |
6-105 |
5.5% |
0-207 |
0.6% |
30% |
False |
False |
876,486 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-173 |
0.5% |
51% |
False |
False |
747,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-252 |
|
2.618 |
116-295 |
|
1.618 |
116-125 |
|
1.000 |
116-020 |
|
0.618 |
115-275 |
|
HIGH |
115-170 |
|
0.618 |
115-105 |
|
0.500 |
115-085 |
|
0.382 |
115-065 |
|
LOW |
115-000 |
|
0.618 |
114-215 |
|
1.000 |
114-150 |
|
1.618 |
114-045 |
|
2.618 |
113-195 |
|
4.250 |
112-238 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-138 |
115-131 |
| PP |
115-112 |
115-097 |
| S1 |
115-085 |
115-062 |
|