CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 113-170 114-120 0-270 0.7% 113-000
High 113-170 114-160 0-310 0.9% 113-250
Low 113-170 113-080 -0-090 -0.2% 112-170
Close 113-080 114-120 1-040 1.0% 113-250
Range 0-000 1-080 1-080 1-080
ATR 0-147 0-165 0-018 12.3% 0-000
Volume 13,148 12,594 -554 -4.2% 28,387
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-253 117-107 115-020
R3 116-173 116-027 114-230
R2 115-093 115-093 114-193
R1 114-267 114-267 114-157 115-000
PP 114-013 114-013 114-013 114-040
S1 113-187 113-187 114-083 113-240
S2 112-253 112-253 114-047
S3 111-173 112-107 114-010
S4 110-093 111-027 113-220
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-037 116-223 114-150
R3 115-277 115-143 114-040
R2 114-197 114-197 114-003
R1 114-063 114-063 113-287 114-130
PP 113-117 113-117 113-117 113-150
S1 112-303 112-303 113-213 113-050
S2 112-037 112-037 113-177
S3 110-277 111-223 113-140
S4 109-197 110-143 113-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-160 113-080 1-080 1.1% 0-080 0.2% 90% True True 14,731
10 114-160 112-050 2-110 2.0% 0-040 0.1% 95% True False 9,642
20 114-160 111-230 2-250 2.4% 0-060 0.2% 96% True False 5,416
40 114-160 109-270 4-210 4.1% 0-030 0.1% 97% True False 2,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 119-260
2.618 117-247
1.618 116-167
1.000 115-240
0.618 115-087
HIGH 114-160
0.618 114-007
0.500 113-280
0.382 113-233
LOW 113-080
0.618 112-153
1.000 112-000
1.618 111-073
2.618 109-313
4.250 107-300
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 114-067 114-067
PP 114-013 114-013
S1 113-280 113-280

These figures are updated between 7pm and 10pm EST after a trading day.

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