CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 112-210 113-170 0-280 0.8% 113-110
High 113-140 114-080 0-260 0.7% 113-120
Low 112-200 112-300 0-100 0.3% 111-230
Close 113-100 114-050 0-270 0.7% 112-130
Range 0-260 1-100 0-160 61.5% 1-210
ATR 0-186 0-203 0-017 9.0% 0-000
Volume 931,524 1,245,253 313,729 33.7% 2,622,714
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 117-230 117-080 114-281
R3 116-130 115-300 114-166
R2 115-030 115-030 114-127
R1 114-200 114-200 114-088 114-275
PP 113-250 113-250 113-250 113-288
S1 113-100 113-100 114-012 113-175
S2 112-150 112-150 113-293
S3 111-050 112-000 113-254
S4 109-270 110-220 113-139
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 117-150 116-190 113-102
R3 115-260 114-300 112-276
R2 114-050 114-050 112-227
R1 113-090 113-090 112-179 112-285
PP 112-160 112-160 112-160 112-098
S1 111-200 111-200 112-081 111-075
S2 110-270 110-270 112-033
S3 109-060 109-310 111-304
S4 107-170 108-100 111-158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-080 111-230 2-170 2.2% 0-224 0.6% 96% True False 925,429
10 114-100 111-230 2-190 2.3% 0-131 0.4% 94% False False 528,340
20 115-000 111-230 3-090 2.9% 0-127 0.3% 74% False False 278,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 119-265
2.618 117-220
1.618 116-120
1.000 115-180
0.618 115-020
HIGH 114-080
0.618 113-240
0.500 113-190
0.382 113-140
LOW 112-300
0.618 112-040
1.000 111-200
1.618 110-260
2.618 109-160
4.250 107-115
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 113-310 113-275
PP 113-250 113-180
S1 113-190 113-085

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

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