CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 115-185 115-050 -0-135 -0.4% 114-175
High 115-185 115-275 0-090 0.2% 114-270
Low 115-100 115-050 -0-050 -0.1% 114-050
Close 115-110 115-275 0-165 0.4% 114-235
Range 0-085 0-225 0-140 164.7% 0-220
ATR 0-146 0-152 0-006 3.9% 0-000
Volume 97,212 59,843 -37,369 -38.4% 358,366
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 117-235 117-160 116-079
R3 117-010 116-255 116-017
R2 116-105 116-105 115-316
R1 116-030 116-030 115-296 116-068
PP 115-200 115-200 115-200 115-219
S1 115-125 115-125 115-254 115-162
S2 114-295 114-295 115-234
S3 114-070 114-220 115-213
S4 113-165 113-315 115-151
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
5 115-275 114-080 1-195 1.4% 0-112 0.3% 100% True False 76,897
10 115-275 114-050 1-225 1.5% 0-066 0.2% 100% True False 69,636
20 115-275 110-275 5-000 4.3% 0-035 0.1% 100% True False 52,876
40 115-275 110-275 5-000 4.3% 0-018 0.0% 100% True False 119,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 118-271
2.618 117-224
1.618 116-319
1.000 116-180
0.618 116-094
HIGH 115-275
0.618 115-189
0.500 115-162
0.382 115-136
LOW 115-050
0.618 114-231
1.000 114-145
1.618 114-006
2.618 113-101
4.250 112-054
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 115-238 115-236
PP 115-200 115-197
S1 115-162 115-158

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

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