CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 114-285 115-160 0-195 0.5% 113-240
High 115-160 115-270 0-110 0.3% 114-175
Low 114-275 115-130 0-175 0.5% 113-240
Close 115-160 115-215 0-055 0.1% 114-115
Range 0-205 0-140 -0-065 -31.7% 0-255
ATR 0-223 0-217 -0-006 -2.7% 0-000
Volume 974,771 930,863 -43,908 -4.5% 4,055,666
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-305 116-240 115-292
R3 116-165 116-100 115-254
R2 116-025 116-025 115-241
R1 115-280 115-280 115-228 115-312
PP 115-205 115-205 115-205 115-221
S1 115-140 115-140 115-202 115-172
S2 115-065 115-065 115-189
S3 114-245 115-000 115-176
S4 114-105 114-180 115-138
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
5 115-270 113-290 1-300 1.7% 0-215 0.6% 91% True False 955,296
10 115-270 113-000 2-270 2.5% 0-194 0.5% 94% True False 985,431
20 115-270 111-050 4-220 4.1% 0-195 0.5% 96% True False 946,746
40 115-270 111-050 4-220 4.1% 0-182 0.5% 96% True False 801,456
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-225
2.618 116-317
1.618 116-177
1.000 116-090
0.618 116-037
HIGH 115-270
0.618 115-217
0.500 115-200
0.382 115-183
LOW 115-130
0.618 115-043
1.000 114-310
1.618 114-223
2.618 114-083
4.250 113-175
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 115-210 115-180
PP 115-205 115-145
S1 115-200 115-110

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

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