CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
115-230 |
115-090 |
-0-140 |
-0.4% |
115-055 |
| High |
115-230 |
115-090 |
-0-140 |
-0.4% |
115-055 |
| Low |
115-140 |
114-235 |
-0-225 |
-0.6% |
113-050 |
| Close |
115-140 |
114-240 |
-0-220 |
-0.6% |
113-305 |
| Range |
0-090 |
0-175 |
0-085 |
94.4% |
2-005 |
| ATR |
0-235 |
0-234 |
-0-001 |
-0.3% |
0-000 |
| Volume |
160,042 |
100,426 |
-59,616 |
-37.3% |
6,071,802 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-180 |
116-065 |
115-016 |
|
| R3 |
116-005 |
115-210 |
114-288 |
|
| R2 |
115-150 |
115-150 |
114-272 |
|
| R1 |
115-035 |
115-035 |
114-256 |
115-005 |
| PP |
114-295 |
114-295 |
114-295 |
114-280 |
| S1 |
114-180 |
114-180 |
114-224 |
114-150 |
| S2 |
114-120 |
114-120 |
114-208 |
|
| S3 |
113-265 |
114-005 |
114-192 |
|
| S4 |
113-090 |
113-150 |
114-144 |
|
|
| 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 |
115-230 |
113-275 |
1-275 |
1.6% |
0-158 |
0.4% |
48% |
False |
False |
569,468 |
| 10 |
115-230 |
113-050 |
2-180 |
2.2% |
0-180 |
0.5% |
62% |
False |
False |
960,838 |
| 20 |
116-125 |
113-050 |
3-075 |
2.8% |
0-196 |
0.5% |
49% |
False |
False |
1,012,064 |
| 40 |
118-190 |
113-050 |
5-140 |
4.7% |
0-213 |
0.6% |
29% |
False |
False |
929,157 |
| 60 |
119-305 |
113-050 |
6-255 |
5.9% |
0-221 |
0.6% |
23% |
False |
False |
952,402 |
| 80 |
119-305 |
113-050 |
6-255 |
5.9% |
0-242 |
0.7% |
23% |
False |
False |
1,143,836 |
| 100 |
119-305 |
113-050 |
6-255 |
5.9% |
0-217 |
0.6% |
23% |
False |
False |
941,992 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-184 |
0.5% |
43% |
False |
False |
794,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-194 |
|
2.618 |
116-228 |
|
1.618 |
116-053 |
|
1.000 |
115-265 |
|
0.618 |
115-198 |
|
HIGH |
115-090 |
|
0.618 |
115-023 |
|
0.500 |
115-002 |
|
0.382 |
114-302 |
|
LOW |
114-235 |
|
0.618 |
114-127 |
|
1.000 |
114-060 |
|
1.618 |
113-272 |
|
2.618 |
113-097 |
|
4.250 |
112-131 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-002 |
115-072 |
| PP |
114-295 |
115-022 |
| S1 |
114-268 |
114-291 |
|