CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 113-240 114-085 0-165 0.5% 112-085
High 114-035 114-175 0-140 0.4% 114-050
Low 113-240 113-275 0-035 0.1% 112-055
Close 113-295 113-280 -0-015 0.0% 113-265
Range 0-115 0-220 0-105 91.3% 1-315
ATR 0-227 0-226 0-000 -0.2% 0-000
Volume 963,868 901,542 -62,326 -6.5% 4,355,163
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-050 115-225 114-081
R3 115-150 115-005 114-020
R2 114-250 114-250 114-000
R1 114-105 114-105 113-300 114-068
PP 114-030 114-030 114-030 114-011
S1 113-205 113-205 113-260 113-168
S2 113-130 113-130 113-240
S3 112-230 112-305 113-220
S4 112-010 112-085 113-159
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
5 114-175 112-060 2-115 2.1% 0-183 0.5% 72% True False 941,679
10 114-175 111-260 2-235 2.4% 0-191 0.5% 75% True False 910,101
20 114-175 111-050 3-125 3.0% 0-215 0.6% 80% True False 1,028,708
40 115-000 111-050 3-270 3.4% 0-171 0.5% 71% False False 653,573
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 0-037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-150
2.618 116-111
1.618 115-211
1.000 115-075
0.618 114-311
HIGH 114-175
0.618 114-091
0.500 114-065
0.382 114-039
LOW 113-275
0.618 113-139
1.000 113-055
1.618 112-239
2.618 112-019
4.250 110-300
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 114-065 114-040
PP 114-030 114-013
S1 113-315 113-307

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

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