CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 115-250 116-195 0-265 0.7% 114-250
High 115-315 116-305 0-310 0.8% 115-315
Low 115-245 116-195 0-270 0.7% 114-250
Close 115-305 116-305 1-000 0.9% 115-305
Range 0-070 0-110 0-040 57.1% 1-065
ATR 0-146 0-158 0-012 8.5% 0-000
Volume 79,169 53,586 -25,583 -32.3% 380,045
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 117-278 117-242 117-046
R3 117-168 117-132 117-015
R2 117-058 117-058 117-005
R1 117-022 117-022 116-315 117-040
PP 116-268 116-268 116-268 116-278
S1 116-232 116-232 116-295 116-250
S2 116-158 116-158 116-285
S3 116-048 116-122 116-275
S4 115-258 116-012 116-244
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
5 116-305 115-040 1-265 1.6% 0-116 0.3% 100% True False 70,798
10 116-305 114-050 2-255 2.4% 0-082 0.2% 100% True False 72,276
20 116-305 110-275 6-030 5.2% 0-044 0.1% 100% True False 52,180
40 116-305 110-275 6-030 5.2% 0-023 0.1% 100% True False 117,729
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
4.250 118-132
2.618 117-273
1.618 117-163
1.000 117-095
0.618 117-053
HIGH 116-305
0.618 116-263
0.500 116-250
0.382 116-237
LOW 116-195
0.618 116-127
1.000 116-085
1.618 116-017
2.618 115-227
4.250 115-048
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 116-287 116-209
PP 116-268 116-113
S1 116-250 116-018

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

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