CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 115-020 114-220 -0-120 -0.3% 115-050
High 115-020 114-260 -0-080 -0.2% 115-140
Low 115-020 114-220 -0-120 -0.3% 114-220
Close 115-020 114-250 -0-090 -0.2% 114-250
Range 0-000 0-040 0-040 0-240
ATR 0-139 0-138 -0-001 -1.0% 0-000
Volume 75,234 54,294 -20,940 -27.8% 220,557
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-043 115-027 114-272
R3 115-003 114-307 114-261
R2 114-283 114-283 114-257
R1 114-267 114-267 114-254 114-275
PP 114-243 114-243 114-243 114-248
S1 114-227 114-227 114-246 114-235
S2 114-203 114-203 114-243
S3 114-163 114-187 114-239
S4 114-123 114-147 114-228
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-070 116-240 115-062
R3 116-150 116-000 114-316
R2 115-230 115-230 114-294
R1 115-080 115-080 114-272 115-035
PP 114-310 114-310 114-310 114-288
S1 114-160 114-160 114-228 114-115
S2 114-070 114-070 114-206
S3 113-150 113-240 114-184
S4 112-230 113-000 114-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-140 114-220 0-240 0.7% 0-014 0.0% 13% False True 44,111
10 115-140 113-200 1-260 1.6% 0-019 0.1% 64% False False 29,681
20 115-140 112-170 2-290 2.5% 0-032 0.1% 77% False False 20,039
40 115-140 111-230 3-230 3.2% 0-036 0.1% 82% False False 10,507
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 True
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-110
2.618 115-045
1.618 115-005
1.000 114-300
0.618 114-285
HIGH 114-260
0.618 114-245
0.500 114-240
0.382 114-235
LOW 114-220
0.618 114-195
1.000 114-180
1.618 114-155
2.618 114-115
4.250 114-050
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 114-247 115-020
PP 114-243 114-310
S1 114-240 114-280

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

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