CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 115-000 115-150 0-150 0.4% 116-085
High 115-115 115-245 0-130 0.4% 116-310
Low 115-000 115-115 0-115 0.3% 115-015
Close 115-110 115-125 0-015 0.0% 115-020
Range 0-115 0-130 0-015 13.0% 1-295
ATR 0-250 0-242 -0-008 -3.3% 0-000
Volume 859,990 544,093 -315,897 -36.7% 4,351,364
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-232 116-148 115-196
R3 116-102 116-018 115-161
R2 115-292 115-292 115-149
R1 115-208 115-208 115-137 115-185
PP 115-162 115-162 115-162 115-150
S1 115-078 115-078 115-113 115-055
S2 115-032 115-032 115-101
S3 114-222 114-268 115-089
S4 114-092 114-138 115-054
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-147 120-058 116-038
R3 119-172 118-083 115-189
R2 117-197 117-197 115-133
R1 116-108 116-108 115-076 116-005
PP 115-222 115-222 115-222 115-170
S1 114-133 114-133 114-284 114-030
S2 113-247 113-247 114-227
S3 111-272 112-158 114-171
S4 109-297 110-183 114-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-310 115-000 1-310 1.7% 0-209 0.6% 20% False False 827,789
10 117-125 115-000 2-125 2.1% 0-214 0.6% 16% False False 877,466
20 118-190 115-000 3-190 3.1% 0-221 0.6% 11% False False 873,967
40 119-305 115-000 4-305 4.3% 0-243 0.7% 8% False False 1,019,121
60 119-305 113-250 6-055 5.3% 0-250 0.7% 26% False False 1,133,133
80 119-305 113-250 6-055 5.3% 0-207 0.6% 26% False False 869,119
100 119-305 110-275 9-030 7.9% 0-167 0.5% 50% False False 711,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-158
2.618 116-265
1.618 116-135
1.000 116-055
0.618 116-005
HIGH 115-245
0.618 115-195
0.500 115-180
0.382 115-165
LOW 115-115
0.618 115-035
1.000 114-305
1.618 114-225
2.618 114-095
4.250 113-202
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 115-180 115-124
PP 115-162 115-123
S1 115-143 115-122

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

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