CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 114-220 115-210 0-310 0.8% 115-050
High 114-260 115-210 0-270 0.7% 115-140
Low 114-220 115-210 0-310 0.8% 114-220
Close 114-250 115-190 0-260 0.7% 114-250
Range 0-040 0-000 -0-040 -100.0% 0-240
ATR 0-138 0-148 0-010 7.4% 0-000
Volume 54,294 166,209 111,915 206.1% 220,557
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-203 115-197 115-190
R3 115-203 115-197 115-190
R2 115-203 115-203 115-190
R1 115-197 115-197 115-190 115-200
PP 115-203 115-203 115-203 115-205
S1 115-197 115-197 115-190 115-200
S2 115-203 115-203 115-190
S3 115-203 115-197 115-190
S4 115-203 115-197 115-190
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
5 115-210 114-220 0-310 0.8% 0-008 0.0% 94% True False 74,355
10 115-210 114-160 1-050 1.0% 0-018 0.0% 95% True False 45,766
20 115-210 112-170 3-040 2.7% 0-032 0.1% 98% True False 28,255
40 115-210 111-230 3-300 3.4% 0-036 0.1% 98% True False 14,662
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-210
2.618 115-210
1.618 115-210
1.000 115-210
0.618 115-210
HIGH 115-210
0.618 115-210
0.500 115-210
0.382 115-210
LOW 115-210
0.618 115-210
1.000 115-210
1.618 115-210
2.618 115-210
4.250 115-210
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 115-210 115-145
PP 115-203 115-100
S1 115-197 115-055

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

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