CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 115-025 114-285 -0-060 -0.2% 113-240
High 115-110 115-160 0-050 0.1% 114-175
Low 114-270 114-275 0-005 0.0% 113-240
Close 115-075 115-160 0-085 0.2% 114-115
Range 0-160 0-205 0-045 28.1% 0-255
ATR 0-224 0-223 -0-001 -0.6% 0-000
Volume 991,569 974,771 -16,798 -1.7% 4,055,666
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-067 116-318 115-273
R3 116-182 116-113 115-216
R2 115-297 115-297 115-198
R1 115-228 115-228 115-179 115-262
PP 115-092 115-092 115-092 115-109
S1 115-023 115-023 115-141 115-058
S2 114-207 114-207 115-122
S3 114-002 114-138 115-104
S4 113-117 113-253 115-047
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
5 115-160 113-265 1-215 1.4% 0-214 0.6% 100% True False 1,015,562
10 115-160 112-060 3-100 2.9% 0-198 0.5% 100% True False 978,621
20 115-160 111-050 4-110 3.8% 0-199 0.5% 100% True False 949,518
40 115-160 111-050 4-110 3.8% 0-186 0.5% 100% True False 778,382
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-071
2.618 117-057
1.618 116-172
1.000 116-045
0.618 115-287
HIGH 115-160
0.618 115-082
0.500 115-058
0.382 115-033
LOW 114-275
0.618 114-148
1.000 114-070
1.618 113-263
2.618 113-058
4.250 112-044
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 115-126 115-090
PP 115-092 115-020
S1 115-058 114-270

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

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