CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 113-310 114-100 0-110 0.3% 114-170
High 113-310 114-100 0-110 0.3% 115-000
Low 113-310 114-100 0-110 0.3% 113-030
Close 114-190 114-090 -0-100 -0.3% 113-280
Range
ATR 0-138 0-134 -0-003 -2.5% 0-000
Volume 64,178 115,726 51,548 80.3% 176,260
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 114-097 114-093 114-090
R3 114-097 114-093 114-090
R2 114-097 114-097 114-090
R1 114-093 114-093 114-090 114-095
PP 114-097 114-097 114-097 114-098
S1 114-093 114-093 114-090 114-095
S2 114-097 114-097 114-090
S3 114-097 114-093 114-090
S4 114-097 114-093 114-090
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 119-227 118-223 114-296
R3 117-257 116-253 114-128
R2 115-287 115-287 114-072
R1 114-283 114-283 114-016 114-140
PP 113-317 113-317 113-317 113-245
S1 112-313 112-313 113-224 112-170
S2 112-027 112-027 113-168
S3 110-057 111-023 113-112
S4 108-087 109-053 112-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-100 113-110 0-310 0.8% 0-050 0.1% 97% True False 71,013
10 115-000 113-030 1-290 1.7% 0-091 0.2% 62% False False 43,848
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0-003
Fibonacci Retracements and Extensions
4.250 114-100
2.618 114-100
1.618 114-100
1.000 114-100
0.618 114-100
HIGH 114-100
0.618 114-100
0.500 114-100
0.382 114-100
LOW 114-100
0.618 114-100
1.000 114-100
1.618 114-100
2.618 114-100
4.250 114-100
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 114-100 114-065
PP 114-097 114-040
S1 114-093 114-015

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

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