CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 115-160 115-205 0-045 0.1% 114-180
High 115-270 115-220 -0-050 -0.1% 115-270
Low 115-130 114-085 -1-045 -1.0% 114-060
Close 115-215 114-135 -1-080 -1.1% 114-135
Range 0-140 1-135 0-315 225.0% 1-210
ATR 0-217 0-234 0-017 7.8% 0-000
Volume 930,863 1,076,881 146,018 15.7% 4,895,299
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-018 118-052 115-065
R3 117-203 116-237 114-260
R2 116-068 116-068 114-218
R1 115-102 115-102 114-177 115-018
PP 114-253 114-253 114-253 114-211
S1 113-287 113-287 114-093 113-202
S2 113-118 113-118 114-052
S3 111-303 112-152 114-010
S4 110-168 111-017 113-205
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-252 118-243 115-106
R3 118-042 117-033 114-281
R2 116-152 116-152 114-232
R1 115-143 115-143 114-184 115-042
PP 114-262 114-262 114-262 114-211
S1 113-253 113-253 114-086 113-152
S2 113-052 113-052 114-038
S3 111-162 112-043 113-309
S4 109-272 110-153 113-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-270 114-060 1-210 1.4% 0-272 0.7% 14% False False 979,059
10 115-270 113-225 2-045 1.9% 0-214 0.6% 34% False False 1,000,787
20 115-270 111-050 4-220 4.1% 0-205 0.6% 70% False False 947,453
40 115-270 111-050 4-220 4.1% 0-188 0.5% 70% False False 827,957
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 0-050
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 121-234
2.618 119-131
1.618 117-316
1.000 117-035
0.618 116-181
HIGH 115-220
0.618 115-046
0.500 114-312
0.382 114-259
LOW 114-085
0.618 113-124
1.000 112-270
1.618 111-309
2.618 110-174
4.250 108-071
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 114-312 115-018
PP 114-253 114-270
S1 114-194 114-202

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

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