CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 115-120 115-160 0-040 0.1% 114-180
High 116-010 115-160 -0-170 -0.5% 115-270
Low 115-110 114-240 -0-190 -0.5% 114-060
Close 115-135 114-280 -0-175 -0.5% 114-135
Range 0-220 0-240 0-020 9.1% 1-210
ATR 0-251 0-250 -0-001 -0.3% 0-000
Volume 1,229,133 1,203,722 -25,411 -2.1% 4,895,299
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-093 116-267 115-092
R3 116-173 116-027 115-026
R2 115-253 115-253 115-004
R1 115-107 115-107 114-302 115-060
PP 115-013 115-013 115-013 114-310
S1 114-187 114-187 114-258 114-140
S2 114-093 114-093 114-236
S3 113-173 113-267 114-214
S4 112-253 113-027 114-148
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% 0-285 0.8% 38% False False 1,166,095
10 116-010 113-265 2-065 1.9% 0-250 0.7% 48% False False 1,090,828
20 116-010 111-260 4-070 3.7% 0-220 0.6% 73% False False 1,000,464
40 116-010 111-050 4-280 4.2% 0-203 0.6% 76% False False 919,146
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-220
2.618 117-148
1.618 116-228
1.000 116-080
0.618 115-308
HIGH 115-160
0.618 115-068
0.500 115-040
0.382 115-012
LOW 114-240
0.618 114-092
1.000 114-000
1.618 113-172
2.618 112-252
4.250 111-180
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 115-040 115-032
PP 115-013 115-008
S1 114-307 114-304

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

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