CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 114-250 115-040 0-110 0.3% 114-175
High 114-250 115-130 0-200 0.5% 114-270
Low 114-250 115-040 0-110 0.3% 114-050
Close 114-250 115-130 0-200 0.5% 114-235
Range 0-000 0-090 0-090 0-220
ATR 0-147 0-151 0-004 2.6% 0-000
Volume 79,639 64,182 -15,457 -19.4% 358,366
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 116-050 116-020 115-180
R3 115-280 115-250 115-155
R2 115-190 115-190 115-146
R1 115-160 115-160 115-138 115-175
PP 115-100 115-100 115-100 115-108
S1 115-070 115-070 115-122 115-085
S2 115-010 115-010 115-114
S3 114-240 114-300 115-105
S4 114-150 114-210 115-080
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 116-205 116-120 115-036
R3 115-305 115-220 114-296
R2 115-085 115-085 114-275
R1 115-000 115-000 114-255 115-042
PP 114-185 114-185 114-185 114-206
S1 114-100 114-100 114-215 114-142
S2 113-285 113-285 114-195
S3 113-065 113-200 114-174
S4 112-165 112-300 114-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-130 114-050 1-080 1.1% 0-050 0.1% 100% True False 72,828
10 115-130 113-200 1-250 1.5% 0-040 0.1% 100% True False 59,473
20 115-130 110-275 4-175 3.9% 0-020 0.1% 100% True False 53,558
40 115-130 110-275 4-175 3.9% 0-011 0.0% 100% True False 119,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-192
2.618 116-046
1.618 115-276
1.000 115-220
0.618 115-186
HIGH 115-130
0.618 115-096
0.500 115-085
0.382 115-074
LOW 115-040
0.618 114-304
1.000 114-270
1.618 114-214
2.618 114-124
4.250 113-298
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 115-115 115-068
PP 115-100 115-007
S1 115-085 114-265

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

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