CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 114-080 114-180 0-100 0.3% 113-240
High 114-140 115-140 1-000 0.9% 114-175
Low 113-290 114-060 0-090 0.2% 113-240
Close 114-115 114-270 0-155 0.4% 114-115
Range 0-170 1-080 0-230 135.3% 0-255
ATR 0-216 0-229 0-013 6.1% 0-000
Volume 958,065 921,215 -36,850 -3.8% 4,055,666
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-183 117-307 115-170
R3 117-103 116-227 115-060
R2 116-023 116-023 115-023
R1 115-147 115-147 114-307 115-245
PP 114-263 114-263 114-263 114-312
S1 114-067 114-067 114-233 114-165
S2 113-183 113-183 114-197
S3 112-103 112-307 114-160
S4 111-023 111-227 114-050
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-195 116-090 114-255
R3 115-260 115-155 114-185
R2 115-005 115-005 114-162
R1 114-220 114-220 114-138 114-272
PP 114-070 114-070 114-070 114-096
S1 113-285 113-285 114-092 114-018
S2 113-135 113-135 114-068
S3 112-200 113-030 114-045
S4 111-265 112-095 113-295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-140 113-240 1-220 1.5% 0-208 0.6% 65% True False 995,376
10 115-140 112-055 3-085 2.8% 0-194 0.5% 82% True False 933,204
20 115-140 111-050 4-090 3.7% 0-211 0.6% 86% True False 971,673
40 115-140 111-050 4-090 3.7% 0-181 0.5% 86% True False 730,094
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 0-043
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 120-240
2.618 118-227
1.618 117-147
1.000 116-220
0.618 116-067
HIGH 115-140
0.618 114-307
0.500 114-260
0.382 114-213
LOW 114-060
0.618 113-133
1.000 112-300
1.618 112-053
2.618 110-293
4.250 108-280
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 114-267 114-248
PP 114-263 114-225
S1 114-260 114-202

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

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