CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-200 |
113-275 |
0-075 |
0.2% |
115-055 |
| High |
113-250 |
114-050 |
0-120 |
0.3% |
115-055 |
| Low |
113-050 |
113-275 |
0-225 |
0.6% |
113-050 |
| Close |
113-225 |
113-305 |
0-080 |
0.2% |
113-305 |
| Range |
0-200 |
0-095 |
-0-105 |
-52.5% |
2-005 |
| ATR |
0-246 |
0-239 |
-0-007 |
-2.9% |
0-000 |
| Volume |
1,732,285 |
1,917,593 |
185,308 |
10.7% |
6,071,802 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-282 |
114-228 |
114-037 |
|
| R3 |
114-187 |
114-133 |
114-011 |
|
| R2 |
114-092 |
114-092 |
114-002 |
|
| R1 |
114-038 |
114-038 |
113-314 |
114-065 |
| PP |
113-317 |
113-317 |
113-317 |
114-010 |
| S1 |
113-263 |
113-263 |
113-296 |
113-290 |
| S2 |
113-222 |
113-222 |
113-288 |
|
| S3 |
113-127 |
113-168 |
113-279 |
|
| S4 |
113-032 |
113-073 |
113-253 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-045 |
119-020 |
115-020 |
|
| R3 |
118-040 |
117-015 |
114-162 |
|
| R2 |
116-035 |
116-035 |
114-103 |
|
| R1 |
115-010 |
115-010 |
114-044 |
114-180 |
| PP |
114-030 |
114-030 |
114-030 |
113-275 |
| S1 |
113-005 |
113-005 |
113-246 |
112-175 |
| S2 |
112-025 |
112-025 |
113-187 |
|
| S3 |
110-020 |
111-000 |
113-128 |
|
| S4 |
108-015 |
108-315 |
112-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-170 |
113-050 |
2-120 |
2.1% |
0-164 |
0.4% |
34% |
False |
False |
1,492,247 |
| 10 |
115-315 |
113-050 |
2-265 |
2.5% |
0-189 |
0.5% |
28% |
False |
False |
1,315,303 |
| 20 |
116-125 |
113-050 |
3-075 |
2.8% |
0-210 |
0.6% |
25% |
False |
False |
1,131,663 |
| 40 |
118-190 |
113-050 |
5-140 |
4.8% |
0-221 |
0.6% |
15% |
False |
False |
985,693 |
| 60 |
119-305 |
113-050 |
6-255 |
6.0% |
0-234 |
0.6% |
12% |
False |
False |
1,036,622 |
| 80 |
119-305 |
113-050 |
6-255 |
6.0% |
0-244 |
0.7% |
12% |
False |
False |
1,149,630 |
| 100 |
119-305 |
113-050 |
6-255 |
6.0% |
0-213 |
0.6% |
12% |
False |
False |
935,586 |
| 120 |
119-305 |
110-275 |
9-030 |
8.0% |
0-178 |
0.5% |
34% |
False |
False |
791,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-134 |
|
2.618 |
114-299 |
|
1.618 |
114-204 |
|
1.000 |
114-145 |
|
0.618 |
114-109 |
|
HIGH |
114-050 |
|
0.618 |
114-014 |
|
0.500 |
114-002 |
|
0.382 |
113-311 |
|
LOW |
113-275 |
|
0.618 |
113-216 |
|
1.000 |
113-180 |
|
1.618 |
113-121 |
|
2.618 |
113-026 |
|
4.250 |
112-191 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-002 |
113-304 |
| PP |
113-317 |
113-303 |
| S1 |
113-311 |
113-302 |
|