CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 115-205 114-055 -1-150 -1.3% 114-180
High 115-220 115-105 -0-115 -0.3% 115-270
Low 114-085 114-055 -0-030 -0.1% 114-060
Close 114-135 114-310 0-175 0.5% 114-135
Range 1-135 1-050 -0-085 -18.7% 1-210
ATR 0-234 0-244 0-010 4.1% 0-000
Volume 1,076,881 1,389,877 312,996 29.1% 4,895,299
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-093 117-252 115-194
R3 117-043 116-202 115-092
R2 115-313 115-313 115-058
R1 115-152 115-152 115-024 115-232
PP 114-263 114-263 114-263 114-304
S1 114-102 114-102 114-276 114-182
S2 113-213 113-213 114-242
S3 112-163 113-052 114-208
S4 111-113 112-002 114-106
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
5 115-270 114-055 1-215 1.5% 0-266 0.7% 48% False True 1,072,792
10 115-270 113-240 2-030 1.8% 0-237 0.6% 58% False False 1,034,084
20 115-270 111-085 4-185 4.0% 0-211 0.6% 81% False False 961,417
40 115-270 111-050 4-220 4.1% 0-193 0.5% 81% False False 860,930
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-078
2.618 118-114
1.618 117-064
1.000 116-155
0.618 116-014
HIGH 115-105
0.618 114-284
0.500 114-240
0.382 114-196
LOW 114-055
0.618 113-146
1.000 113-005
1.618 112-096
2.618 111-046
4.250 109-082
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 114-287 115-002
PP 114-263 114-318
S1 114-240 114-314

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

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