CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 115-200 115-275 0-075 0.2% 115-215
High 116-005 116-165 0-160 0.4% 116-230
Low 115-200 115-275 0-075 0.2% 114-285
Close 116-005 116-075 0-070 0.2% 116-005
Range 0-125 0-210 0-085 68.0% 1-265
ATR 0-198 0-199 0-001 0.4% 0-000
Volume 68,114 1,197,638 1,129,524 1,658.3% 348,625
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 118-055 117-275 116-190
R3 117-165 117-065 116-133
R2 116-275 116-275 116-114
R1 116-175 116-175 116-094 116-225
PP 116-065 116-065 116-065 116-090
S1 115-285 115-285 116-056 116-015
S2 115-175 115-175 116-036
S3 114-285 115-075 116-017
S4 114-075 114-185 115-280
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 121-115 120-165 117-007
R3 119-170 118-220 116-166
R2 117-225 117-225 116-112
R1 116-275 116-275 116-059 117-090
PP 115-280 115-280 115-280 116-028
S1 115-010 115-010 115-271 115-145
S2 114-015 114-015 115-218
S3 112-070 113-065 115-164
S4 110-125 111-120 115-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-230 114-285 1-265 1.6% 0-202 0.5% 74% False False 288,578
10 116-230 114-285 1-265 1.6% 0-136 0.4% 74% False False 180,146
20 118-020 114-250 3-090 2.8% 0-120 0.3% 44% False False 134,615
40 118-020 110-275 7-065 6.2% 0-068 0.2% 75% False False 95,415
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 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-098
2.618 118-075
1.618 117-185
1.000 117-055
0.618 116-295
HIGH 116-165
0.618 116-085
0.500 116-060
0.382 116-035
LOW 115-275
0.618 115-145
1.000 115-065
1.618 114-255
2.618 114-045
4.250 113-022
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 116-070 116-018
PP 116-065 115-282
S1 116-060 115-225

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

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