CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 113-315 114-080 0-085 0.2% 112-085
High 114-080 114-140 0-060 0.2% 114-050
Low 113-265 113-290 0-025 0.1% 112-055
Close 114-070 114-115 0-045 0.1% 113-265
Range 0-135 0-170 0-035 25.9% 1-315
ATR 0-220 0-216 -0-004 -1.6% 0-000
Volume 1,232,191 958,065 -274,126 -22.2% 4,355,163
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-265 115-200 114-208
R3 115-095 115-030 114-162
R2 114-245 114-245 114-146
R1 114-180 114-180 114-131 114-212
PP 114-075 114-075 114-075 114-091
S1 114-010 114-010 114-099 114-042
S2 113-225 113-225 114-084
S3 113-055 113-160 114-068
S4 112-205 112-310 114-022
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
5 114-175 113-225 0-270 0.7% 0-157 0.4% 78% False False 1,022,515
10 114-175 112-055 2-120 2.1% 0-166 0.5% 92% False False 940,050
20 114-175 111-050 3-125 3.0% 0-208 0.6% 94% False False 980,542
40 115-000 111-050 3-270 3.4% 0-171 0.5% 83% False False 707,660
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-222
2.618 115-265
1.618 115-095
1.000 114-310
0.618 114-245
HIGH 114-140
0.618 114-075
0.500 114-055
0.382 114-035
LOW 113-290
0.618 113-185
1.000 113-120
1.618 113-015
2.618 112-165
4.250 111-208
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 114-095 114-097
PP 114-075 114-078
S1 114-055 114-060

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

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