CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 118-015 117-045 -0-290 -0.8% 117-255
High 118-015 117-125 -0-210 -0.6% 118-130
Low 117-080 116-155 -0-245 -0.7% 117-030
Close 117-130 116-190 -0-260 -0.7% 118-065
Range 0-255 0-290 0-035 13.7% 1-100
ATR 0-275 0-277 0-001 0.5% 0-000
Volume 745,170 948,799 203,629 27.3% 4,251,118
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-173 118-312 117-030
R3 118-203 118-022 116-270
R2 117-233 117-233 116-243
R1 117-052 117-052 116-217 116-318
PP 116-263 116-263 116-263 116-236
S1 116-082 116-082 116-163 116-028
S2 115-293 115-293 116-137
S3 115-003 115-112 116-110
S4 114-033 114-142 116-030
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
5 118-190 116-155 2-035 1.8% 0-252 0.7% 5% False True 855,048
10 118-190 116-155 2-035 1.8% 0-242 0.6% 5% False True 844,264
20 119-305 116-155 3-150 3.0% 0-230 0.6% 3% False True 856,561
40 119-305 113-250 6-055 5.3% 0-265 0.7% 46% False False 1,300,781
60 119-305 113-250 6-055 5.3% 0-234 0.6% 46% False False 1,015,468
80 119-305 110-275 9-030 7.8% 0-185 0.5% 63% False False 774,602
100 119-305 110-275 9-030 7.8% 0-148 0.4% 63% False False 657,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-078
2.618 119-244
1.618 118-274
1.000 118-095
0.618 117-304
HIGH 117-125
0.618 117-014
0.500 116-300
0.382 116-266
LOW 116-155
0.618 115-296
1.000 115-185
1.618 115-006
2.618 114-036
4.250 112-202
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 116-300 117-172
PP 116-263 117-072
S1 116-227 116-291

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

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