CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 114-180 115-025 0-165 0.5% 113-240
High 115-140 115-110 -0-030 -0.1% 114-175
Low 114-060 114-270 0-210 0.6% 113-240
Close 114-270 115-075 0-125 0.3% 114-115
Range 1-080 0-160 -0-240 -60.0% 0-255
ATR 0-229 0-224 -0-005 -2.2% 0-000
Volume 921,215 991,569 70,354 7.6% 4,055,666
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-205 116-140 115-163
R3 116-045 115-300 115-119
R2 115-205 115-205 115-104
R1 115-140 115-140 115-090 115-172
PP 115-045 115-045 115-045 115-061
S1 114-300 114-300 115-060 115-012
S2 114-205 114-205 115-046
S3 114-045 114-140 115-031
S4 113-205 113-300 114-307
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
5 115-140 113-265 1-195 1.4% 0-217 0.6% 87% False False 1,000,916
10 115-140 112-060 3-080 2.8% 0-196 0.5% 94% False False 946,640
20 115-140 111-050 4-090 3.7% 0-204 0.6% 95% False False 958,599
40 115-140 111-050 4-090 3.7% 0-185 0.5% 95% False False 754,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-150
2.618 116-209
1.618 116-049
1.000 115-270
0.618 115-209
HIGH 115-110
0.618 115-049
0.500 115-030
0.382 115-011
LOW 114-270
0.618 114-171
1.000 114-110
1.618 114-011
2.618 113-171
4.250 112-230
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 115-060 115-015
PP 115-045 114-275
S1 115-030 114-215

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

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