CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-055 |
115-030 |
0-295 |
0.8% |
115-055 |
| High |
114-295 |
115-215 |
0-240 |
0.7% |
115-055 |
| Low |
114-050 |
115-030 |
0-300 |
0.8% |
113-050 |
| Close |
114-270 |
115-215 |
0-265 |
0.7% |
113-305 |
| Range |
0-245 |
0-185 |
-0-060 |
-24.5% |
2-005 |
| ATR |
0-244 |
0-246 |
0-001 |
0.6% |
0-000 |
| Volume |
432,519 |
236,761 |
-195,758 |
-45.3% |
6,071,802 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-068 |
117-007 |
115-317 |
|
| R3 |
116-203 |
116-142 |
115-266 |
|
| R2 |
116-018 |
116-018 |
115-249 |
|
| R1 |
115-277 |
115-277 |
115-232 |
115-308 |
| PP |
115-153 |
115-153 |
115-153 |
115-169 |
| S1 |
115-092 |
115-092 |
115-198 |
115-122 |
| S2 |
114-288 |
114-288 |
115-181 |
|
| S3 |
114-103 |
114-227 |
115-164 |
|
| S4 |
113-238 |
114-042 |
115-113 |
|
|
| 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 |
115-215 |
113-050 |
2-165 |
2.2% |
0-191 |
0.5% |
100% |
True |
False |
1,135,661 |
| 10 |
115-315 |
113-050 |
2-265 |
2.4% |
0-188 |
0.5% |
89% |
False |
False |
1,139,707 |
| 20 |
116-125 |
113-050 |
3-075 |
2.8% |
0-202 |
0.5% |
78% |
False |
False |
1,067,684 |
| 40 |
118-190 |
113-050 |
5-140 |
4.7% |
0-218 |
0.6% |
46% |
False |
False |
956,930 |
| 60 |
119-305 |
113-050 |
6-255 |
5.9% |
0-232 |
0.6% |
37% |
False |
False |
991,864 |
| 80 |
119-305 |
113-050 |
6-255 |
5.9% |
0-243 |
0.7% |
37% |
False |
False |
1,156,402 |
| 100 |
119-305 |
113-050 |
6-255 |
5.9% |
0-216 |
0.6% |
37% |
False |
False |
941,002 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-182 |
0.5% |
53% |
False |
False |
794,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-041 |
|
2.618 |
117-059 |
|
1.618 |
116-194 |
|
1.000 |
116-080 |
|
0.618 |
116-009 |
|
HIGH |
115-215 |
|
0.618 |
115-144 |
|
0.500 |
115-122 |
|
0.382 |
115-101 |
|
LOW |
115-030 |
|
0.618 |
114-236 |
|
1.000 |
114-165 |
|
1.618 |
114-051 |
|
2.618 |
113-186 |
|
4.250 |
112-204 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-184 |
115-118 |
| PP |
115-153 |
115-022 |
| S1 |
115-122 |
114-245 |
|