CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 114-170 114-210 0-040 0.1% 113-200
High 114-170 115-000 0-150 0.4% 115-000
Low 114-170 114-210 0-040 0.1% 113-200
Close 114-190 114-280 0-090 0.2% 114-280
Range 0-000 0-110 0-110 1-120
ATR 0-154 0-152 -0-002 -1.1% 0-000
Volume 32,965 10,111 -22,854 -69.3% 76,261
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-280 115-230 115-020
R3 115-170 115-120 114-310
R2 115-060 115-060 114-300
R1 115-010 115-010 114-290 115-035
PP 114-270 114-270 114-270 114-282
S1 114-220 114-220 114-270 114-245
S2 114-160 114-160 114-260
S3 114-050 114-110 114-250
S4 113-260 114-000 114-220
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-200 118-040 115-202
R3 117-080 116-240 115-081
R2 115-280 115-280 115-041
R1 115-120 115-120 115-000 115-200
PP 114-160 114-160 114-160 114-200
S1 114-000 114-000 114-240 114-080
S2 113-040 113-040 114-199
S3 111-240 112-200 114-159
S4 110-120 111-080 114-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-000 113-200 1-120 1.2% 0-024 0.1% 91% True False 15,252
10 115-000 113-080 1-240 1.5% 0-057 0.2% 93% True False 15,183
20 115-000 111-230 3-090 2.9% 0-044 0.1% 96% True False 9,551
40 115-000 110-180 4-140 3.9% 0-034 0.1% 97% True False 5,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116-148
2.618 115-288
1.618 115-178
1.000 115-110
0.618 115-068
HIGH 115-000
0.618 114-278
0.500 114-265
0.382 114-252
LOW 114-210
0.618 114-142
1.000 114-100
1.618 114-032
2.618 113-242
4.250 113-062
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 114-275 114-268
PP 114-270 114-257
S1 114-265 114-245

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

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