CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 118-125 118-195 0-070 0.2% 119-100
High 118-210 118-295 0-085 0.2% 119-305
Low 118-060 118-165 0-105 0.3% 118-240
Close 118-170 118-210 0-040 0.1% 119-265
Range 0-150 0-130 -0-020 -13.3% 1-065
ATR 0-308 0-295 -0-013 -4.1% 0-000
Volume 588,364 724,395 136,031 23.1% 5,230,326
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 119-293 119-222 118-282
R3 119-163 119-092 118-246
R2 119-033 119-033 118-234
R1 118-282 118-282 118-222 118-318
PP 118-223 118-223 118-223 118-241
S1 118-152 118-152 118-198 118-188
S2 118-093 118-093 118-186
S3 117-283 118-022 118-174
S4 117-153 117-212 118-138
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% 0-231 0.6% 37% False False 882,901
10 119-305 117-015 2-290 2.4% 0-254 0.7% 55% False False 1,153,637
20 119-305 114-105 5-200 4.7% 0-285 0.7% 77% False False 1,517,617
40 119-305 113-250 6-055 5.2% 0-250 0.7% 79% False False 1,192,514
60 119-305 112-065 7-240 6.5% 0-189 0.5% 83% False False 818,241
80 119-305 110-275 9-030 7.7% 0-142 0.4% 86% False False 649,986
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-046
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 120-208
2.618 119-315
1.618 119-185
1.000 119-105
0.618 119-055
HIGH 118-295
0.618 118-245
0.500 118-230
0.382 118-215
LOW 118-165
0.618 118-085
1.000 118-035
1.618 117-275
2.618 117-145
4.250 116-252
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 118-230 118-200
PP 118-223 118-190
S1 118-217 118-180

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

View Archives - Comment on this page... - Back to Index of Symbols