CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 115-275 116-055 0-100 0.3% 115-215
High 116-165 116-105 -0-060 -0.2% 116-230
Low 115-275 115-120 -0-155 -0.4% 114-285
Close 116-075 115-240 -0-155 -0.4% 116-005
Range 0-210 0-305 0-095 45.2% 1-265
ATR 0-199 0-207 0-008 3.8% 0-000
Volume 1,197,638 1,020,230 -177,408 -14.8% 348,625
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 118-217 118-053 116-088
R3 117-232 117-068 116-004
R2 116-247 116-247 115-296
R1 116-083 116-083 115-268 116-012
PP 115-262 115-262 115-262 115-226
S1 115-098 115-098 115-212 115-028
S2 114-277 114-277 115-184
S3 113-292 114-113 115-156
S4 112-307 113-128 115-072
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
5 116-165 114-285 1-200 1.4% 0-228 0.6% 53% False False 482,694
10 116-230 114-285 1-265 1.6% 0-163 0.4% 47% False False 275,862
20 118-020 114-285 3-055 2.7% 0-135 0.4% 27% False False 181,645
40 118-020 110-275 7-065 6.2% 0-076 0.2% 68% False False 118,483
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 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-121
2.618 118-263
1.618 117-278
1.000 117-090
0.618 116-293
HIGH 116-105
0.618 115-308
0.500 115-272
0.382 115-237
LOW 115-120
0.618 114-252
1.000 114-135
1.618 113-267
2.618 112-282
4.250 111-104
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 115-272 115-302
PP 115-262 115-282
S1 115-251 115-261

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

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