CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 113-000 113-275 0-275 0.8% 112-085
High 113-245 114-050 0-125 0.3% 114-050
Low 113-000 113-225 0-225 0.6% 112-055
Close 113-210 113-265 0-055 0.2% 113-265
Range 0-245 0-145 -0-100 -40.8% 1-315
ATR 0-241 0-236 -0-006 -2.4% 0-000
Volume 923,322 1,056,912 133,590 14.5% 4,355,163
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-082 114-318 114-025
R3 114-257 114-173 113-305
R2 114-112 114-112 113-292
R1 114-028 114-028 113-278 113-318
PP 113-287 113-287 113-287 113-271
S1 113-203 113-203 113-252 113-172
S2 113-142 113-142 113-238
S3 112-317 113-058 113-225
S4 112-172 112-233 113-185
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-108 118-182 114-294
R3 117-113 116-187 114-120
R2 115-118 115-118 114-061
R1 114-192 114-192 114-003 114-315
PP 113-123 113-123 113-123 113-185
S1 112-197 112-197 113-207 113-000
S2 111-128 111-128 113-149
S3 109-133 110-202 113-090
S4 107-138 108-207 112-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-050 112-055 1-315 1.7% 0-180 0.5% 83% True False 871,032
10 114-050 111-085 2-285 2.5% 0-186 0.5% 89% True False 888,751
20 114-140 111-050 3-090 2.9% 0-232 0.6% 81% False False 1,044,277
40 115-000 111-050 3-270 3.4% 0-164 0.5% 70% False False 607,531
Crabel Price Patterns
NR True
NR4 True
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-026
2.618 115-110
1.618 114-285
1.000 114-195
0.618 114-140
HIGH 114-050
0.618 113-315
0.500 113-298
0.382 113-280
LOW 113-225
0.618 113-135
1.000 113-080
1.618 112-310
2.618 112-165
4.250 111-249
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 113-298 113-195
PP 113-287 113-125
S1 113-276 113-055

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

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