CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 115-140 115-130 -0-010 0.0% 115-050
High 115-180 115-270 0-090 0.2% 115-140
Low 115-140 115-130 -0-010 0.0% 114-220
Close 115-180 115-260 0-080 0.2% 114-250
Range 0-040 0-140 0-100 250.0% 0-240
ATR 0-141 0-141 0-000 0.0% 0-000
Volume 268,733 472,974 204,241 76.0% 220,557
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-000 116-270 116-017
R3 116-180 116-130 115-298
R2 116-040 116-040 115-286
R1 115-310 115-310 115-273 116-015
PP 115-220 115-220 115-220 115-232
S1 115-170 115-170 115-247 115-195
S2 115-080 115-080 115-234
S3 114-260 115-030 115-222
S4 114-120 114-210 115-183
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
5 115-270 114-220 1-050 1.0% 0-044 0.1% 97% True False 207,488
10 115-270 114-170 1-100 1.1% 0-036 0.1% 98% True False 117,154
20 115-270 113-080 2-190 2.2% 0-041 0.1% 99% True False 64,652
40 115-270 111-230 4-040 3.6% 0-040 0.1% 99% True False 33,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117-225
2.618 116-317
1.618 116-177
1.000 116-090
0.618 116-037
HIGH 115-270
0.618 115-217
0.500 115-200
0.382 115-183
LOW 115-130
0.618 115-043
1.000 114-310
1.618 114-223
2.618 114-083
4.250 113-175
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 115-240 115-240
PP 115-220 115-220
S1 115-200 115-200

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

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