CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 117-290 115-235 -2-055 -1.8% 114-250
High 118-020 115-235 -2-105 -2.0% 115-315
Low 117-080 115-235 -1-165 -1.3% 114-250
Close 117-080 115-235 -1-165 -1.3% 115-305
Range 0-260 0-000 -0-260 -100.0% 1-065
ATR 0-172 0-195 0-022 12.9% 0-000
Volume 75,219 114,964 39,745 52.8% 380,045
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 115-235 115-235 115-235
R3 115-235 115-235 115-235
R2 115-235 115-235 115-235
R1 115-235 115-235 115-235 115-235
PP 115-235 115-235 115-235 115-235
S1 115-235 115-235 115-235 115-235
S2 115-235 115-235 115-235
S3 115-235 115-235 115-235
S4 115-235 115-235 115-235
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
5 118-020 115-050 2-290 2.5% 0-133 0.4% 20% False False 76,556
10 118-020 114-050 3-290 3.4% 0-100 0.3% 40% False False 78,530
20 118-020 110-275 7-065 6.2% 0-057 0.2% 68% False False 57,680
40 118-020 110-275 7-065 6.2% 0-030 0.1% 68% False False 119,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115-235
2.618 115-235
1.618 115-235
1.000 115-235
0.618 115-235
HIGH 115-235
0.618 115-235
0.500 115-235
0.382 115-235
LOW 115-235
0.618 115-235
1.000 115-235
1.618 115-235
2.618 115-235
4.250 115-235
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 115-235 116-288
PP 115-235 116-163
S1 115-235 116-039

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

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