CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 114-055 115-120 1-065 1.1% 114-180
High 115-105 116-010 0-225 0.6% 115-270
Low 114-055 115-110 1-055 1.0% 114-060
Close 114-310 115-135 0-145 0.4% 114-135
Range 1-050 0-220 -0-150 -40.5% 1-210
ATR 0-244 0-251 0-007 2.8% 0-000
Volume 1,389,877 1,229,133 -160,744 -11.6% 4,895,299
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-212 117-073 115-256
R3 116-312 116-173 115-196
R2 116-092 116-092 115-175
R1 115-273 115-273 115-155 116-022
PP 115-192 115-192 115-192 115-226
S1 115-053 115-053 115-115 115-122
S2 114-292 114-292 115-095
S3 114-072 114-153 115-074
S4 113-172 113-253 115-014
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
5 116-010 114-055 1-275 1.6% 0-278 0.8% 67% True False 1,120,305
10 116-010 113-265 2-065 1.9% 0-248 0.7% 72% True False 1,060,610
20 116-010 111-135 4-195 4.0% 0-216 0.6% 87% True False 972,553
40 116-010 111-050 4-280 4.2% 0-199 0.5% 88% True False 890,013
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 False
Bull Hook False
Stretch 0-046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-305
2.618 117-266
1.618 117-046
1.000 116-230
0.618 116-146
HIGH 116-010
0.618 115-246
0.500 115-220
0.382 115-194
LOW 115-110
0.618 114-294
1.000 114-210
1.618 114-074
2.618 113-174
4.250 112-135
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 115-220 115-101
PP 115-192 115-067
S1 115-163 115-032

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

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