CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-030 |
113-110 |
0-080 |
0.2% |
113-190 |
| High |
113-220 |
113-280 |
0-060 |
0.2% |
114-290 |
| Low |
113-030 |
113-110 |
0-080 |
0.2% |
113-070 |
| Close |
113-070 |
113-300 |
0-230 |
0.6% |
114-250 |
| Range |
0-190 |
0-170 |
-0-020 |
-10.5% |
1-220 |
| ATR |
|
|
|
|
|
| Volume |
16,858 |
70,959 |
54,101 |
320.9% |
80,711 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-100 |
115-050 |
114-074 |
|
| R3 |
114-250 |
114-200 |
114-027 |
|
| R2 |
114-080 |
114-080 |
114-011 |
|
| R1 |
114-030 |
114-030 |
113-316 |
114-055 |
| PP |
113-230 |
113-230 |
113-230 |
113-242 |
| S1 |
113-180 |
113-180 |
113-284 |
113-205 |
| S2 |
113-060 |
113-060 |
113-269 |
|
| S3 |
112-210 |
113-010 |
113-253 |
|
| S4 |
112-040 |
112-160 |
113-206 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
118-243 |
115-227 |
|
| R3 |
117-217 |
117-023 |
115-078 |
|
| R2 |
115-317 |
115-317 |
115-029 |
|
| R1 |
115-123 |
115-123 |
114-300 |
115-220 |
| PP |
114-097 |
114-097 |
114-097 |
114-145 |
| S1 |
113-223 |
113-223 |
114-200 |
114-000 |
| S2 |
112-197 |
112-197 |
114-151 |
|
| S3 |
110-297 |
112-003 |
114-102 |
|
| S4 |
109-077 |
110-103 |
113-273 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-042 |
|
2.618 |
115-085 |
|
1.618 |
114-235 |
|
1.000 |
114-130 |
|
0.618 |
114-065 |
|
HIGH |
113-280 |
|
0.618 |
113-215 |
|
0.500 |
113-195 |
|
0.382 |
113-175 |
|
LOW |
113-110 |
|
0.618 |
113-005 |
|
1.000 |
112-260 |
|
1.618 |
112-155 |
|
2.618 |
111-305 |
|
4.250 |
111-028 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-265 |
113-290 |
| PP |
113-230 |
113-280 |
| S1 |
113-195 |
113-270 |
|