CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 112-205 112-185 -0-020 -0.1% 113-095
High 112-205 112-185 -0-020 -0.1% 113-095
Low 112-205 112-185 -0-020 -0.1% 112-030
Close 112-205 112-185 -0-020 -0.1% 112-185
Range
ATR
Volume 208,782 639,855 431,073 206.5% 1,627,894
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 112-185 112-185 112-185
R3 112-185 112-185 112-185
R2 112-185 112-185 112-185
R1 112-185 112-185 112-185 112-185
PP 112-185 112-185 112-185 112-185
S1 112-185 112-185 112-185 112-185
S2 112-185 112-185 112-185
S3 112-185 112-185 112-185
S4 112-185 112-185 112-185
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 116-085 115-200 113-077
R3 115-020 114-135 112-291
R2 113-275 113-275 112-256
R1 113-070 113-070 112-220 112-300
PP 112-210 112-210 112-210 112-165
S1 112-005 112-005 112-150 111-235
S2 111-145 111-145 112-114
S3 110-080 110-260 112-079
S4 109-015 109-195 111-293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-095 112-030 1-065 1.1% 0-000 0.0% 40% False False 325,578
10 113-095 111-125 1-290 1.7% 0-000 0.0% 62% False False 207,334
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 112-185
2.618 112-185
1.618 112-185
1.000 112-185
0.618 112-185
HIGH 112-185
0.618 112-185
0.500 112-185
0.382 112-185
LOW 112-185
0.618 112-185
1.000 112-185
1.618 112-185
2.618 112-185
4.250 112-185
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 112-185 112-162
PP 112-185 112-140
S1 112-185 112-118

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

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