CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 111-110 111-220 0-110 0.3% 113-310
High 111-210 111-290 0-080 0.2% 113-310
Low 111-085 111-135 0-050 0.1% 111-050
Close 111-115 111-240 0-125 0.4% 111-050
Range 0-125 0-155 0-030 24.0% 2-260
ATR 0-238 0-233 -0-004 -1.9% 0-000
Volume 1,006,408 645,503 -360,905 -35.9% 5,569,077
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-047 112-298 112-005
R3 112-212 112-143 111-283
R2 112-057 112-057 111-268
R1 111-308 111-308 111-254 112-022
PP 111-222 111-222 111-222 111-239
S1 111-153 111-153 111-226 111-188
S2 111-067 111-067 111-212
S3 110-232 110-318 111-197
S4 110-077 110-163 111-155
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 120-170 118-210 112-225
R3 117-230 115-270 111-298
R2 114-290 114-290 111-215
R1 113-010 113-010 111-132 112-180
PP 112-030 112-030 112-030 111-275
S1 110-070 110-070 110-288 109-240
S2 109-090 109-090 110-205
S3 106-150 107-130 110-122
S4 103-210 104-190 109-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-010 111-050 1-280 1.7% 0-201 0.6% 32% False False 962,311
10 114-140 111-050 3-090 2.9% 0-239 0.7% 18% False False 1,147,316
20 114-140 111-050 3-090 2.9% 0-185 0.5% 18% False False 837,828
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-309
2.618 113-056
1.618 112-221
1.000 112-125
0.618 112-066
HIGH 111-290
0.618 111-231
0.500 111-212
0.382 111-194
LOW 111-135
0.618 111-039
1.000 110-300
1.618 110-204
2.618 110-049
4.250 109-116
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 111-231 111-218
PP 111-222 111-195
S1 111-212 111-172

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

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