CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 116-020 115-220 -0-120 -0.3% 116-195
High 116-020 115-220 -0-120 -0.3% 118-020
Low 116-020 115-180 -0-160 -0.4% 115-165
Close 116-020 115-185 -0-155 -0.4% 116-030
Range 0-000 0-040 0-040 2-175
ATR 0-181 0-179 -0-001 -0.8% 0-000
Volume 142,021 63,066 -78,955 -55.6% 368,787
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 115-315 115-290 115-207
R3 115-275 115-250 115-196
R2 115-235 115-235 115-192
R1 115-210 115-210 115-189 115-202
PP 115-195 115-195 115-195 115-191
S1 115-170 115-170 115-181 115-162
S2 115-155 115-155 115-178
S3 115-115 115-130 115-174
S4 115-075 115-090 115-163
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% 0-097 0.3% 2% False False 104,057
10 118-020 115-040 2-300 2.5% 0-106 0.3% 15% False False 87,428
20 118-020 112-225 5-115 4.6% 0-068 0.2% 54% False False 71,667
40 118-020 110-275 7-065 6.2% 0-035 0.1% 66% False False 103,814
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 0-006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-070
2.618 116-005
1.618 115-285
1.000 115-260
0.618 115-245
HIGH 115-220
0.618 115-205
0.500 115-200
0.382 115-195
LOW 115-180
0.618 115-155
1.000 115-140
1.618 115-115
2.618 115-075
4.250 115-010
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 115-200 115-258
PP 115-195 115-233
S1 115-190 115-209

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

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