CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-065 |
116-105 |
1-040 |
1.0% |
114-310 |
| High |
115-290 |
116-125 |
0-155 |
0.4% |
116-125 |
| Low |
115-040 |
115-290 |
0-250 |
0.7% |
114-170 |
| Close |
115-255 |
116-020 |
0-085 |
0.2% |
116-020 |
| Range |
0-250 |
0-155 |
-0-095 |
-38.0% |
1-275 |
| ATR |
0-243 |
0-240 |
-0-004 |
-1.6% |
0-000 |
| Volume |
947,165 |
1,096,700 |
149,535 |
15.8% |
4,574,884 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-183 |
117-097 |
116-105 |
|
| R3 |
117-028 |
116-262 |
116-063 |
|
| R2 |
116-193 |
116-193 |
116-048 |
|
| R1 |
116-107 |
116-107 |
116-034 |
116-072 |
| PP |
116-038 |
116-038 |
116-038 |
116-021 |
| S1 |
115-272 |
115-272 |
116-006 |
115-238 |
| S2 |
115-203 |
115-203 |
115-312 |
|
| S3 |
115-048 |
115-117 |
115-297 |
|
| S4 |
114-213 |
114-282 |
115-255 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-077 |
120-163 |
117-027 |
|
| R3 |
119-122 |
118-208 |
116-184 |
|
| R2 |
117-167 |
117-167 |
116-129 |
|
| R1 |
116-253 |
116-253 |
116-075 |
117-050 |
| PP |
115-212 |
115-212 |
115-212 |
115-270 |
| S1 |
114-298 |
114-298 |
115-285 |
115-095 |
| S2 |
113-257 |
113-257 |
115-231 |
|
| S3 |
111-302 |
113-023 |
115-176 |
|
| S4 |
110-027 |
111-068 |
115-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-125 |
114-170 |
1-275 |
1.6% |
0-193 |
0.5% |
82% |
True |
False |
914,976 |
| 10 |
116-125 |
114-170 |
1-275 |
1.6% |
0-214 |
0.6% |
82% |
True |
False |
827,184 |
| 20 |
118-190 |
114-170 |
4-020 |
3.5% |
0-226 |
0.6% |
38% |
False |
False |
858,496 |
| 40 |
119-305 |
114-170 |
5-135 |
4.7% |
0-229 |
0.6% |
28% |
False |
False |
902,256 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-256 |
0.7% |
37% |
False |
False |
1,181,392 |
| 80 |
119-305 |
113-250 |
6-055 |
5.3% |
0-227 |
0.6% |
37% |
False |
False |
948,224 |
| 100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-185 |
0.5% |
57% |
False |
False |
769,291 |
| 120 |
119-305 |
110-275 |
9-030 |
7.8% |
0-155 |
0.4% |
57% |
False |
False |
671,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-144 |
|
2.618 |
117-211 |
|
1.618 |
117-056 |
|
1.000 |
116-280 |
|
0.618 |
116-221 |
|
HIGH |
116-125 |
|
0.618 |
116-066 |
|
0.500 |
116-048 |
|
0.382 |
116-029 |
|
LOW |
115-290 |
|
0.618 |
115-194 |
|
1.000 |
115-135 |
|
1.618 |
115-039 |
|
2.618 |
114-204 |
|
4.250 |
113-271 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-048 |
115-276 |
| PP |
116-038 |
115-212 |
| S1 |
116-029 |
115-148 |
|