CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-000 |
115-055 |
0-055 |
0.1% |
115-110 |
| High |
115-170 |
115-055 |
-0-115 |
-0.3% |
115-315 |
| Low |
115-000 |
114-250 |
-0-070 |
-0.2% |
114-160 |
| Close |
115-165 |
114-260 |
-0-225 |
-0.6% |
115-165 |
| Range |
0-170 |
0-125 |
-0-045 |
-26.5% |
1-155 |
| ATR |
0-241 |
0-240 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,389,437 |
1,062,776 |
-326,661 |
-23.5% |
5,940,696 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-030 |
115-270 |
115-009 |
|
| R3 |
115-225 |
115-145 |
114-294 |
|
| R2 |
115-100 |
115-100 |
114-283 |
|
| R1 |
115-020 |
115-020 |
114-271 |
114-318 |
| PP |
114-295 |
114-295 |
114-295 |
114-284 |
| S1 |
114-215 |
114-215 |
114-249 |
114-192 |
| S2 |
114-170 |
114-170 |
114-237 |
|
| S3 |
114-045 |
114-090 |
114-226 |
|
| S4 |
113-240 |
113-285 |
114-191 |
|
|
| 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% |
0-186 |
0.5% |
21% |
False |
False |
1,143,753 |
| 10 |
115-315 |
114-145 |
1-170 |
1.3% |
0-214 |
0.6% |
23% |
False |
False |
1,139,643 |
| 20 |
116-125 |
114-145 |
1-300 |
1.7% |
0-216 |
0.6% |
19% |
False |
False |
983,525 |
| 40 |
118-190 |
114-145 |
4-045 |
3.6% |
0-223 |
0.6% |
9% |
False |
False |
934,177 |
| 60 |
119-305 |
114-145 |
5-160 |
4.8% |
0-234 |
0.6% |
7% |
False |
False |
1,029,814 |
| 80 |
119-305 |
113-250 |
6-055 |
5.4% |
0-240 |
0.7% |
17% |
False |
False |
1,089,742 |
| 100 |
119-305 |
113-230 |
6-075 |
5.4% |
0-208 |
0.6% |
18% |
False |
False |
886,964 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-174 |
0.5% |
43% |
False |
False |
754,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-266 |
|
2.618 |
116-062 |
|
1.618 |
115-257 |
|
1.000 |
115-180 |
|
0.618 |
115-132 |
|
HIGH |
115-055 |
|
0.618 |
115-007 |
|
0.500 |
114-312 |
|
0.382 |
114-298 |
|
LOW |
114-250 |
|
0.618 |
114-173 |
|
1.000 |
114-125 |
|
1.618 |
114-048 |
|
2.618 |
113-243 |
|
4.250 |
113-039 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-312 |
115-005 |
| PP |
114-295 |
114-303 |
| S1 |
114-278 |
114-282 |
|