CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 115-275 116-010 0-055 0.1% 116-020
High 116-070 116-010 -0-060 -0.2% 116-070
Low 115-230 116-010 0-100 0.3% 115-005
Close 115-235 116-010 0-095 0.3% 116-010
Range 0-160 0-000 -0-160 -100.0% 1-065
ATR 0-194 0-187 -0-007 -3.6% 0-000
Volume 69,580 65,013 -4,567 -6.6% 397,223
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 116-010 116-010 116-010
R3 116-010 116-010 116-010
R2 116-010 116-010 116-010
R1 116-010 116-010 116-010 116-010
PP 116-010 116-010 116-010 116-010
S1 116-010 116-010 116-010 116-010
S2 116-010 116-010 116-010
S3 116-010 116-010 116-010
S4 116-010 116-010 116-010
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 119-117 118-288 116-222
R3 118-052 117-223 116-116
R2 116-307 116-307 116-081
R1 116-158 116-158 116-045 116-040
PP 115-242 115-242 115-242 115-182
S1 115-093 115-093 115-295 114-295
S2 114-177 114-177 115-259
S3 113-112 114-028 115-224
S4 112-047 112-283 115-118
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% 0-061 0.2% 84% False False 79,444
10 118-020 115-005 3-015 2.6% 0-093 0.3% 33% False False 84,517
20 118-020 114-050 3-290 3.4% 0-080 0.2% 48% False False 77,077
40 118-020 110-275 7-065 6.2% 0-042 0.1% 72% False False 79,629
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-010
2.618 116-010
1.618 116-010
1.000 116-010
0.618 116-010
HIGH 116-010
0.618 116-010
0.500 116-010
0.382 116-010
LOW 116-010
0.618 116-010
1.000 116-010
1.618 116-010
2.618 116-010
4.250 116-010
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 116-010 115-286
PP 116-010 115-242
S1 116-010 115-198

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

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