CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 115-050 115-250 0-200 0.5% 114-250
High 115-275 115-315 0-040 0.1% 115-315
Low 115-050 115-245 0-195 0.5% 114-250
Close 115-275 115-305 0-030 0.1% 115-305
Range 0-225 0-070 -0-155 -68.9% 1-065
ATR 0-152 0-146 -0-006 -3.8% 0-000
Volume 59,843 79,169 19,326 32.3% 380,045
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 116-178 116-152 116-024
R3 116-108 116-082 116-004
R2 116-038 116-038 115-318
R1 116-012 116-012 115-311 116-025
PP 115-288 115-288 115-288 115-295
S1 115-262 115-262 115-299 115-275
S2 115-218 115-218 115-292
S3 115-148 115-192 115-286
S4 115-078 115-122 115-266
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 119-058 118-247 116-197
R3 117-313 117-182 116-091
R2 116-248 116-248 116-056
R1 116-117 116-117 116-020 116-182
PP 115-183 115-183 115-183 115-216
S1 115-052 115-052 115-270 115-118
S2 114-118 114-118 115-234
S3 113-053 113-307 115-199
S4 111-308 112-242 115-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-315 114-250 1-065 1.0% 0-094 0.3% 97% True False 76,009
10 115-315 114-050 1-265 1.6% 0-070 0.2% 98% True False 73,841
20 115-315 110-275 5-040 4.4% 0-039 0.1% 99% True False 52,001
40 115-315 110-275 5-040 4.4% 0-020 0.1% 99% True False 119,611
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-292
2.618 116-178
1.618 116-108
1.000 116-065
0.618 116-038
HIGH 115-315
0.618 115-288
0.500 115-280
0.382 115-272
LOW 115-245
0.618 115-202
1.000 115-175
1.618 115-132
2.618 115-062
4.250 114-268
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 115-297 115-264
PP 115-288 115-223
S1 115-280 115-182

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

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