CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 116-055 115-270 -0-105 -0.3% 115-215
High 116-105 116-020 -0-085 -0.2% 116-230
Low 115-120 115-150 0-030 0.1% 114-285
Close 115-240 115-250 0-010 0.0% 116-005
Range 0-305 0-190 -0-115 -37.7% 1-265
ATR 0-207 0-205 -0-001 -0.6% 0-000
Volume 1,020,230 1,405,697 385,467 37.8% 348,625
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 117-177 117-083 116-034
R3 116-307 116-213 115-302
R2 116-117 116-117 115-285
R1 116-023 116-023 115-267 115-295
PP 115-247 115-247 115-247 115-222
S1 115-153 115-153 115-233 115-105
S2 115-057 115-057 115-215
S3 114-187 114-283 115-198
S4 113-317 114-093 115-146
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% 0-255 0.7% 55% False False 753,312
10 116-230 114-285 1-265 1.6% 0-172 0.5% 49% False False 410,678
20 118-020 114-285 3-055 2.7% 0-140 0.4% 28% False False 248,721
40 118-020 110-275 7-065 6.2% 0-080 0.2% 68% False False 151,139
60 118-020 110-275 7-065 6.2% 0-054 0.1% 68% False False 162,506
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-188
2.618 117-197
1.618 117-007
1.000 116-210
0.618 116-137
HIGH 116-020
0.618 115-267
0.500 115-245
0.382 115-223
LOW 115-150
0.618 115-033
1.000 114-280
1.618 114-163
2.618 113-293
4.250 112-302
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 115-248 115-302
PP 115-247 115-285
S1 115-245 115-268

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

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