CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 115-235 115-165 -0-070 -0.2% 116-195
High 115-235 116-030 0-115 0.3% 118-020
Low 115-235 115-165 -0-070 -0.2% 115-165
Close 115-235 116-030 0-115 0.3% 116-030
Range 0-000 0-185 0-185 2-175
ATR 0-195 0-194 -0-001 -0.4% 0-000
Volume 114,964 125,018 10,054 8.7% 368,787
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 117-203 117-142 116-132
R3 117-018 116-277 116-081
R2 116-153 116-153 116-064
R1 116-092 116-092 116-047 116-122
PP 115-288 115-288 115-288 115-304
S1 115-227 115-227 116-013 115-258
S2 115-103 115-103 115-316
S3 114-238 115-042 115-299
S4 114-053 114-177 115-248
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 124-063 122-222 117-158
R3 121-208 120-047 116-254
R2 119-033 119-033 116-179
R1 117-192 117-192 116-105 117-025
PP 116-178 116-178 116-178 116-095
S1 115-017 115-017 115-275 114-170
S2 114-003 114-003 115-201
S3 111-148 112-162 115-126
S4 108-293 109-307 114-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-020 115-165 2-175 2.2% 0-125 0.3% 23% False True 89,591
10 118-020 114-080 3-260 3.3% 0-118 0.3% 48% False False 83,244
20 118-020 111-165 6-175 5.6% 0-066 0.2% 70% False False 63,492
40 118-020 110-275 7-065 6.2% 0-034 0.1% 73% False False 111,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-176
2.618 117-194
1.618 117-009
1.000 116-215
0.618 116-144
HIGH 116-030
0.618 115-279
0.500 115-258
0.382 115-236
LOW 115-165
0.618 115-051
1.000 114-300
1.618 114-186
2.618 114-001
4.250 113-019
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 115-319 116-252
PP 115-288 116-178
S1 115-258 116-104

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

View Archives - Comment on this page... - Back to Index of Symbols