CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 112-130 112-050 -0-080 -0.2% 116-225
High 112-200 112-055 -0-145 -0.4% 118-280
Low 112-030 111-215 -0-135 -0.4% 113-000
Close 112-045 111-310 -0-055 -0.2% 113-175
Range 0-170 0-160 -0-010 -5.9% 5-280
ATR 1-109 1-089 -0-019 -4.5% 0-000
Volume 104,269 583,558 479,289 459.7% 4,771,983
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 113-140 113-065 112-078
R3 112-300 112-225 112-034
R2 112-140 112-140 112-019
R1 112-065 112-065 112-005 112-022
PP 111-300 111-300 111-300 111-279
S1 111-225 111-225 111-295 111-182
S2 111-140 111-140 111-281
S3 110-300 111-065 111-266
S4 110-140 110-225 111-222
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 132-245 129-010 116-249
R3 126-285 123-050 115-052
R2 121-005 121-005 114-200
R1 117-090 117-090 114-027 116-068
PP 115-045 115-045 115-045 114-194
S1 111-130 111-130 113-003 110-108
S2 109-085 109-085 112-150
S3 103-125 105-170 111-298
S4 97-165 99-210 110-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-280 111-215 6-065 5.5% 1-070 1.1% 5% False True 743,978
10 118-280 111-215 7-065 6.4% 1-053 1.0% 4% False True 777,833
20 119-000 111-215 7-105 6.5% 1-028 1.0% 4% False True 888,395
40 119-085 111-215 7-190 6.8% 0-267 0.7% 4% False True 819,145
60 119-085 111-215 7-190 6.8% 0-193 0.5% 4% False True 549,526
80 119-085 111-070 8-015 7.2% 0-151 0.4% 9% False False 412,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-058
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114-095
2.618 113-154
1.618 112-314
1.000 112-215
0.618 112-154
HIGH 112-055
0.618 111-314
0.500 111-295
0.382 111-276
LOW 111-215
0.618 111-116
1.000 111-055
1.618 110-276
2.618 110-116
4.250 109-175
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 111-305 112-200
PP 111-300 112-130
S1 111-295 112-060

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

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