CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-275 |
114-055 |
0-100 |
0.3% |
115-055 |
| High |
114-050 |
114-295 |
0-245 |
0.7% |
115-055 |
| Low |
113-275 |
114-050 |
0-095 |
0.3% |
113-050 |
| Close |
113-305 |
114-270 |
0-285 |
0.8% |
113-305 |
| Range |
0-095 |
0-245 |
0-150 |
157.9% |
2-005 |
| ATR |
0-239 |
0-244 |
0-005 |
2.1% |
0-000 |
| Volume |
1,917,593 |
432,519 |
-1,485,074 |
-77.4% |
6,071,802 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-300 |
116-210 |
115-085 |
|
| R3 |
116-055 |
115-285 |
115-017 |
|
| R2 |
115-130 |
115-130 |
114-315 |
|
| R1 |
115-040 |
115-040 |
114-292 |
115-085 |
| PP |
114-205 |
114-205 |
114-205 |
114-228 |
| S1 |
114-115 |
114-115 |
114-248 |
114-160 |
| S2 |
113-280 |
113-280 |
114-225 |
|
| S3 |
113-035 |
113-190 |
114-203 |
|
| S4 |
112-110 |
112-265 |
114-135 |
|
|
| 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 |
115-055 |
113-050 |
2-005 |
1.8% |
0-179 |
0.5% |
84% |
False |
False |
1,300,864 |
| 10 |
115-315 |
113-050 |
2-265 |
2.5% |
0-186 |
0.5% |
60% |
False |
False |
1,244,501 |
| 20 |
116-125 |
113-050 |
3-075 |
2.8% |
0-201 |
0.5% |
52% |
False |
False |
1,113,754 |
| 40 |
118-190 |
113-050 |
5-140 |
4.7% |
0-218 |
0.6% |
31% |
False |
False |
978,031 |
| 60 |
119-305 |
113-050 |
6-255 |
5.9% |
0-234 |
0.6% |
25% |
False |
False |
1,012,483 |
| 80 |
119-305 |
113-050 |
6-255 |
5.9% |
0-246 |
0.7% |
25% |
False |
False |
1,154,379 |
| 100 |
119-305 |
113-050 |
6-255 |
5.9% |
0-214 |
0.6% |
25% |
False |
False |
939,223 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-180 |
0.5% |
44% |
False |
False |
793,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-056 |
|
2.618 |
116-296 |
|
1.618 |
116-051 |
|
1.000 |
115-220 |
|
0.618 |
115-126 |
|
HIGH |
114-295 |
|
0.618 |
114-201 |
|
0.500 |
114-172 |
|
0.382 |
114-144 |
|
LOW |
114-050 |
|
0.618 |
113-219 |
|
1.000 |
113-125 |
|
1.618 |
112-294 |
|
2.618 |
112-049 |
|
4.250 |
110-289 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-238 |
114-184 |
| PP |
114-205 |
114-098 |
| S1 |
114-172 |
114-012 |
|