CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 115-220 115-270 0-050 0.1% 115-210
High 115-250 115-270 0-020 0.1% 115-270
Low 115-120 115-030 -0-090 -0.2% 115-030
Close 115-220 115-160 -0-060 -0.2% 115-160
Range 0-130 0-240 0-110 84.6% 0-240
ATR 0-141 0-148 0-007 5.0% 0-000
Volume 709,571 777,156 67,585 9.5% 2,394,643
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-233 117-117 115-292
R3 116-313 116-197 115-226
R2 116-073 116-073 115-204
R1 115-277 115-277 115-182 115-215
PP 115-153 115-153 115-153 115-122
S1 115-037 115-037 115-138 114-295
S2 114-233 114-233 115-116
S3 113-313 114-117 115-094
S4 113-073 113-197 115-028
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-233 117-117 115-292
R3 116-313 116-197 115-226
R2 116-073 116-073 115-204
R1 115-277 115-277 115-182 115-215
PP 115-153 115-153 115-153 115-122
S1 115-037 115-037 115-138 114-295
S2 114-233 114-233 115-116
S3 113-313 114-117 115-094
S4 113-073 113-197 115-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-270 115-030 0-240 0.6% 0-110 0.3% 54% True True 478,928
10 115-270 114-220 1-050 1.0% 0-062 0.2% 70% True False 261,520
20 115-270 113-080 2-190 2.2% 0-060 0.2% 87% True False 138,351
40 115-270 111-230 4-040 3.6% 0-050 0.1% 92% True False 70,358
60 115-270 109-270 6-000 5.2% 0-033 0.1% 94% True False 46,933
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 0-003
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 119-010
2.618 117-258
1.618 117-018
1.000 116-190
0.618 116-098
HIGH 115-270
0.618 115-178
0.500 115-150
0.382 115-122
LOW 115-030
0.618 114-202
1.000 114-110
1.618 113-282
2.618 113-042
4.250 111-290
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 115-157 115-157
PP 115-153 115-153
S1 115-150 115-150

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

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