CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 115-040 115-185 0-145 0.4% 114-175
High 115-130 115-185 0-055 0.1% 114-270
Low 115-040 115-100 0-060 0.2% 114-050
Close 115-130 115-110 -0-020 -0.1% 114-235
Range 0-090 0-085 -0-005 -5.6% 0-220
ATR 0-151 0-146 -0-005 -3.1% 0-000
Volume 64,182 97,212 33,030 51.5% 358,366
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 116-067 116-013 115-157
R3 115-302 115-248 115-133
R2 115-217 115-217 115-126
R1 115-163 115-163 115-118 115-148
PP 115-132 115-132 115-132 115-124
S1 115-078 115-078 115-102 115-062
S2 115-047 115-047 115-094
S3 114-282 114-313 115-087
S4 114-197 114-228 115-063
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
5 115-185 114-050 1-135 1.2% 0-067 0.2% 84% True False 80,505
10 115-185 113-230 1-275 1.6% 0-044 0.1% 87% True False 67,697
20 115-185 110-275 4-230 4.1% 0-024 0.1% 95% True False 53,917
40 115-185 110-275 4-230 4.1% 0-013 0.0% 95% True False 119,347
Crabel Price Patterns
NR True
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 True
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-226
2.618 116-088
1.618 116-003
1.000 115-270
0.618 115-238
HIGH 115-185
0.618 115-153
0.500 115-142
0.382 115-132
LOW 115-100
0.618 115-047
1.000 115-015
1.618 114-282
2.618 114-197
4.250 114-059
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 115-142 115-092
PP 115-132 115-075
S1 115-121 115-058

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

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