CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
115-090 |
114-240 |
-0-170 |
-0.5% |
114-055 |
| High |
115-090 |
115-130 |
0-040 |
0.1% |
115-230 |
| Low |
114-235 |
114-240 |
0-005 |
0.0% |
114-050 |
| Close |
114-240 |
115-135 |
0-215 |
0.6% |
115-135 |
| Range |
0-175 |
0-210 |
0-035 |
20.0% |
1-180 |
| ATR |
0-234 |
0-232 |
-0-002 |
-0.7% |
0-000 |
| Volume |
100,426 |
62,521 |
-37,905 |
-37.7% |
992,269 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-052 |
116-303 |
115-250 |
|
| R3 |
116-162 |
116-093 |
115-193 |
|
| R2 |
115-272 |
115-272 |
115-174 |
|
| R1 |
115-203 |
115-203 |
115-154 |
115-238 |
| PP |
115-062 |
115-062 |
115-062 |
115-079 |
| S1 |
114-313 |
114-313 |
115-116 |
115-028 |
| S2 |
114-172 |
114-172 |
115-096 |
|
| S3 |
113-282 |
114-103 |
115-077 |
|
| S4 |
113-072 |
113-213 |
115-020 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-252 |
119-053 |
116-090 |
|
| R3 |
118-072 |
117-193 |
115-272 |
|
| R2 |
116-212 |
116-212 |
115-227 |
|
| R1 |
116-013 |
116-013 |
115-181 |
116-112 |
| PP |
115-032 |
115-032 |
115-032 |
115-081 |
| S1 |
114-153 |
114-153 |
115-089 |
114-252 |
| S2 |
113-172 |
113-172 |
115-043 |
|
| S3 |
111-312 |
112-293 |
114-318 |
|
| S4 |
110-132 |
111-113 |
114-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-230 |
114-050 |
1-180 |
1.4% |
0-181 |
0.5% |
81% |
False |
False |
198,453 |
| 10 |
115-230 |
113-050 |
2-180 |
2.2% |
0-172 |
0.5% |
88% |
False |
False |
845,350 |
| 20 |
116-125 |
113-050 |
3-075 |
2.8% |
0-194 |
0.5% |
70% |
False |
False |
967,832 |
| 40 |
118-190 |
113-050 |
5-140 |
4.7% |
0-211 |
0.6% |
42% |
False |
False |
908,473 |
| 60 |
119-305 |
113-050 |
6-255 |
5.9% |
0-220 |
0.6% |
33% |
False |
False |
926,467 |
| 80 |
119-305 |
113-050 |
6-255 |
5.9% |
0-241 |
0.7% |
33% |
False |
False |
1,131,865 |
| 100 |
119-305 |
113-050 |
6-255 |
5.9% |
0-219 |
0.6% |
33% |
False |
False |
941,821 |
| 120 |
119-305 |
110-275 |
9-030 |
7.9% |
0-186 |
0.5% |
50% |
False |
False |
794,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-062 |
|
2.618 |
117-040 |
|
1.618 |
116-150 |
|
1.000 |
116-020 |
|
0.618 |
115-260 |
|
HIGH |
115-130 |
|
0.618 |
115-050 |
|
0.500 |
115-025 |
|
0.382 |
115-000 |
|
LOW |
114-240 |
|
0.618 |
114-110 |
|
1.000 |
114-030 |
|
1.618 |
113-220 |
|
2.618 |
113-010 |
|
4.250 |
111-308 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-098 |
115-114 |
| PP |
115-062 |
115-093 |
| S1 |
115-025 |
115-072 |
|