CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 115-075 115-275 0-200 0.5% 116-195
High 115-110 116-070 0-280 0.8% 118-020
Low 115-005 115-230 0-225 0.6% 115-165
Close 115-005 115-235 0-230 0.6% 116-030
Range 0-105 0-160 0-055 52.4% 2-175
ATR 0-179 0-194 0-015 8.2% 0-000
Volume 57,543 69,580 12,037 20.9% 368,787
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 117-125 117-020 116-003
R3 116-285 116-180 115-279
R2 116-125 116-125 115-264
R1 116-020 116-020 115-250 115-312
PP 115-285 115-285 115-285 115-271
S1 115-180 115-180 115-220 115-152
S2 115-125 115-125 115-206
S3 114-285 115-020 115-191
S4 114-125 114-180 115-147
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
5 116-070 115-005 1-065 1.0% 0-098 0.3% 60% True False 91,445
10 118-020 115-005 3-015 2.6% 0-116 0.3% 24% False False 84,000
20 118-020 113-230 4-110 3.8% 0-080 0.2% 46% False False 75,849
40 118-020 110-275 7-065 6.2% 0-042 0.1% 68% False False 84,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-110
2.618 117-169
1.618 117-009
1.000 116-230
0.618 116-169
HIGH 116-070
0.618 116-009
0.500 115-310
0.382 115-291
LOW 115-230
0.618 115-131
1.000 115-070
1.618 114-291
2.618 114-131
4.250 113-190
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 115-310 115-222
PP 115-285 115-210
S1 115-260 115-198

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

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