CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 118-310 117-285 -1-025 -0.9% 115-115
High 119-085 119-000 -0-085 -0.2% 117-085
Low 117-210 117-285 0-075 0.2% 115-065
Close 117-225 118-180 0-275 0.7% 115-315
Range 1-195 1-035 -0-160 -31.1% 2-020
ATR 0-266 0-277 0-011 4.0% 0-000
Volume 1,210,205 1,543,836 333,631 27.6% 6,316,425
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 121-260 121-095 119-055
R3 120-225 120-060 118-278
R2 119-190 119-190 118-245
R1 119-025 119-025 118-213 119-108
PP 118-155 118-155 118-155 118-196
S1 117-310 117-310 118-147 118-072
S2 117-120 117-120 118-115
S3 116-085 116-275 118-082
S4 115-050 115-240 117-305
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122-108 121-072 117-038
R3 120-088 119-052 116-176
R2 118-068 118-068 116-116
R1 117-032 117-032 116-056 117-210
PP 116-048 116-048 116-048 116-138
S1 115-012 115-012 115-254 115-190
S2 114-028 114-028 115-194
S3 112-008 112-312 115-134
S4 109-308 110-292 114-272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-085 115-275 3-130 2.9% 0-315 0.8% 79% False False 1,320,275
10 119-085 115-065 4-020 3.4% 0-300 0.8% 83% False False 1,207,791
20 119-085 114-220 4-185 3.9% 0-204 0.5% 85% False False 826,409
40 119-085 111-230 7-175 6.4% 0-117 0.3% 91% False False 418,687
60 119-085 111-170 7-235 6.5% 0-091 0.2% 91% False False 279,285
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-229
2.618 121-289
1.618 120-254
1.000 120-035
0.618 119-219
HIGH 119-000
0.618 118-184
0.500 118-142
0.382 118-101
LOW 117-285
0.618 117-066
1.000 116-250
1.618 116-031
2.618 114-316
4.250 113-056
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 118-168 118-167
PP 118-155 118-153
S1 118-142 118-140

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

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