CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 115-165 116-020 0-175 0.5% 116-195
High 116-030 116-020 -0-010 0.0% 118-020
Low 115-165 116-020 0-175 0.5% 115-165
Close 116-030 116-020 -0-010 0.0% 116-030
Range 0-185 0-000 -0-185 -100.0% 2-175
ATR 0-194 0-181 -0-013 -6.8% 0-000
Volume 125,018 142,021 17,003 13.6% 368,787
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 116-020 116-020 116-020
R3 116-020 116-020 116-020
R2 116-020 116-020 116-020
R1 116-020 116-020 116-020 116-020
PP 116-020 116-020 116-020 116-020
S1 116-020 116-020 116-020 116-020
S2 116-020 116-020 116-020
S3 116-020 116-020 116-020
S4 116-020 116-020 116-020
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% 0-111 0.3% 21% False False 102,161
10 118-020 114-250 3-090 2.8% 0-102 0.3% 39% False False 89,085
20 118-020 112-065 5-275 5.0% 0-066 0.2% 66% False False 69,696
40 118-020 110-275 7-065 6.2% 0-034 0.1% 72% False False 107,457
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-020
2.618 116-020
1.618 116-020
1.000 116-020
0.618 116-020
HIGH 116-020
0.618 116-020
0.500 116-020
0.382 116-020
LOW 116-020
0.618 116-020
1.000 116-020
1.618 116-020
2.618 116-020
4.250 116-020
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 116-020 115-312
PP 116-020 115-285
S1 116-020 115-258

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

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