CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 114-210 115-050 0-160 0.4% 113-200
High 115-000 115-080 0-080 0.2% 115-000
Low 114-210 115-050 0-160 0.4% 113-200
Close 114-280 115-060 0-100 0.3% 114-280
Range 0-110 0-030 -0-080 -72.7% 1-120
ATR 0-152 0-150 -0-002 -1.5% 0-000
Volume 10,111 14,988 4,877 48.2% 76,261
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-153 115-137 115-076
R3 115-123 115-107 115-068
R2 115-093 115-093 115-066
R1 115-077 115-077 115-063 115-085
PP 115-063 115-063 115-063 115-068
S1 115-047 115-047 115-057 115-055
S2 115-033 115-033 115-054
S3 115-003 115-017 115-052
S4 114-293 114-307 115-044
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
5 115-080 114-160 0-240 0.7% 0-028 0.1% 92% True False 17,176
10 115-080 113-080 2-000 1.7% 0-060 0.2% 97% True False 15,467
20 115-080 111-230 3-170 3.1% 0-046 0.1% 98% True False 10,290
40 115-080 111-070 4-010 3.5% 0-035 0.1% 98% True False 5,385
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 False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-208
2.618 115-159
1.618 115-129
1.000 115-110
0.618 115-099
HIGH 115-080
0.618 115-069
0.500 115-065
0.382 115-061
LOW 115-050
0.618 115-031
1.000 115-020
1.618 115-001
2.618 114-291
4.250 114-242
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 115-065 115-028
PP 115-063 114-317
S1 115-062 114-285

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

View Archives - Comment on this page... - Back to Index of Symbols