CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 24-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 24-Mar-2008 Change Change % Previous Week
Open 119-160 119-070 -0-090 -0.2% 119-100
High 119-305 119-070 -0-235 -0.6% 119-305
Low 119-145 117-290 -1-175 -1.3% 118-240
Close 119-265 118-070 -1-195 -1.3% 119-265
Range 0-160 1-100 0-260 162.5% 1-065
ATR 0-298 1-000 0-023 7.6% 0-000
Volume 1,274,707 602,756 -671,951 -52.7% 5,230,326
Daily Pivots for day following 24-Mar-2008
Classic Woodie Camarilla DeMark
R4 122-123 121-197 118-301
R3 121-023 120-097 118-186
R2 119-243 119-243 118-147
R1 118-317 118-317 118-108 118-230
PP 118-143 118-143 118-143 118-100
S1 117-217 117-217 118-032 117-130
S2 117-043 117-043 117-313
S3 115-263 116-117 117-274
S4 114-163 115-017 117-159
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 123-038 122-217 120-157
R3 121-293 121-152 120-051
R2 120-228 120-228 120-016
R1 120-087 120-087 119-300 120-158
PP 119-163 119-163 119-163 119-199
S1 119-022 119-022 119-230 119-092
S2 118-098 118-098 119-194
S3 117-033 117-277 119-159
S4 115-288 116-212 119-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-305 117-290 2-015 1.7% 0-265 0.7% 15% False True 1,166,616
10 119-305 116-220 3-085 2.8% 1-000 0.8% 47% False False 1,285,180
20 119-305 114-010 5-295 5.0% 0-298 0.8% 71% False False 1,606,428
40 119-305 113-250 6-055 5.2% 0-248 0.7% 72% False False 1,166,371
60 119-305 110-275 9-030 7.7% 0-184 0.5% 81% False False 796,808
80 119-305 110-275 9-030 7.7% 0-139 0.4% 81% False False 642,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-255
2.618 122-210
1.618 121-110
1.000 120-170
0.618 120-010
HIGH 119-070
0.618 118-230
0.500 118-180
0.382 118-130
LOW 117-290
0.618 117-030
1.000 116-190
1.618 115-250
2.618 114-150
4.250 112-105
Fisher Pivots for day following 24-Mar-2008
Pivot 1 day 3 day
R1 118-180 118-298
PP 118-143 118-222
S1 118-107 118-146

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

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