CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 113-200 114-160 0-280 0.8% 113-200
High 113-210 114-160 0-270 0.7% 114-160
Low 113-200 114-160 0-280 0.8% 113-080
Close 113-210 114-160 0-270 0.7% 114-030
Range 0-010 0-000 -0-010 -100.0% 1-080
ATR 0-160 0-168 0-008 4.9% 0-000
Volume 5,367 2,385 -2,982 -55.6% 75,576
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-160 114-160 114-160
R3 114-160 114-160 114-160
R2 114-160 114-160 114-160
R1 114-160 114-160 114-160 114-160
PP 114-160 114-160 114-160 114-160
S1 114-160 114-160 114-160 114-160
S2 114-160 114-160 114-160
S3 114-160 114-160 114-160
S4 114-160 114-160 114-160
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% 100% True False 9,159
10 114-160 112-170 1-310 1.7% 0-046 0.1% 100% True False 9,979
20 114-160 111-230 2-250 2.4% 0-038 0.1% 100% True False 6,225
40 114-160 110-030 4-130 3.8% 0-032 0.1% 100% True False 3,298
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 114-160
2.618 114-160
1.618 114-160
1.000 114-160
0.618 114-160
HIGH 114-160
0.618 114-160
0.500 114-160
0.382 114-160
LOW 114-160
0.618 114-160
1.000 114-160
1.618 114-160
2.618 114-160
4.250 114-160
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 114-160 114-113
PP 114-160 114-067
S1 114-160 114-020

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

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