CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 118-085 117-295 -0-110 -0.3% 117-255
High 118-085 118-130 0-045 0.1% 118-130
Low 117-120 117-250 0-130 0.3% 117-030
Close 117-175 118-065 0-210 0.6% 118-065
Range 0-285 0-200 -0-085 -29.8% 1-100
ATR 0-281 0-280 0-000 -0.1% 0-000
Volume 889,903 909,044 19,141 2.2% 4,251,118
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 120-002 119-233 118-175
R3 119-122 119-033 118-120
R2 118-242 118-242 118-102
R1 118-153 118-153 118-083 118-198
PP 118-042 118-042 118-042 118-064
S1 117-273 117-273 118-047 117-318
S2 117-162 117-162 118-028
S3 116-282 117-073 118-010
S4 116-082 116-193 117-275
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-268 121-107 118-296
R3 120-168 120-007 118-180
R2 119-068 119-068 118-142
R1 118-227 118-227 118-104 118-308
PP 117-288 117-288 117-288 118-009
S1 117-127 117-127 118-026 117-208
S2 116-188 116-188 117-308
S3 115-088 116-027 117-270
S4 113-308 114-247 117-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-130 117-030 1-100 1.1% 0-232 0.6% 85% True False 850,223
10 119-100 117-030 2-070 1.9% 0-224 0.6% 50% False False 854,485
20 119-305 117-030 2-275 2.4% 0-232 0.6% 39% False False 946,017
40 119-305 113-250 6-055 5.2% 0-270 0.7% 72% False False 1,342,840
60 119-305 113-250 6-055 5.2% 0-227 0.6% 72% False False 978,134
80 119-305 110-275 9-030 7.7% 0-175 0.5% 81% False False 746,990
100 119-305 110-275 9-030 7.7% 0-140 0.4% 81% False False 634,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-020
2.618 120-014
1.618 119-134
1.000 119-010
0.618 118-254
HIGH 118-130
0.618 118-054
0.500 118-030
0.382 118-006
LOW 117-250
0.618 117-126
1.000 117-050
1.618 116-246
2.618 116-046
4.250 115-040
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 118-053 118-032
PP 118-042 117-318
S1 118-030 117-285

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

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