CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 114-070 113-200 -0-190 -0.5% 113-200
High 114-070 113-210 -0-180 -0.5% 114-160
Low 114-020 113-200 -0-140 -0.4% 113-080
Close 114-030 113-210 -0-140 -0.4% 114-030
Range 0-050 0-010 -0-040 -80.0% 1-080
ATR 0-161 0-160 -0-001 -0.5% 0-000
Volume 12,302 5,367 -6,935 -56.4% 75,576
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-237 113-233 113-216
R3 113-227 113-223 113-213
R2 113-217 113-217 113-212
R1 113-213 113-213 113-211 113-215
PP 113-207 113-207 113-207 113-208
S1 113-203 113-203 113-209 113-205
S2 113-197 113-197 113-208
S3 113-187 113-193 113-207
S4 113-177 113-183 113-204
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-223 117-047 114-250
R3 116-143 115-287 114-140
R2 115-063 115-063 114-103
R1 114-207 114-207 114-067 114-295
PP 113-303 113-303 113-303 114-028
S1 113-127 113-127 113-313 113-215
S2 112-223 112-223 113-277
S3 111-143 112-047 113-240
S4 110-063 110-287 113-130
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% 0-092 0.3% 33% False False 13,759
10 114-160 112-170 1-310 1.7% 0-046 0.1% 57% False False 10,744
20 114-160 111-230 2-250 2.4% 0-038 0.1% 70% False False 6,126
40 114-160 109-270 4-210 4.1% 0-032 0.1% 82% False False 3,238
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-252
2.618 113-236
1.618 113-226
1.000 113-220
0.618 113-216
HIGH 113-210
0.618 113-206
0.500 113-205
0.382 113-204
LOW 113-200
0.618 113-194
1.000 113-190
1.618 113-184
2.618 113-174
4.250 113-158
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 113-208 113-280
PP 113-207 113-257
S1 113-205 113-233

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

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