CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 115-160 114-235 -0-245 -0.7% 114-180
High 115-160 114-235 -0-245 -0.7% 115-270
Low 114-240 113-275 -0-285 -0.8% 114-060
Close 114-280 113-285 -0-315 -0.9% 114-135
Range 0-240 0-280 0-040 16.7% 1-210
ATR 0-250 0-255 0-005 2.1% 0-000
Volume 1,203,722 1,168,307 -35,415 -2.9% 4,895,299
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-252 116-068 114-119
R3 115-292 115-108 114-042
R2 115-012 115-012 114-016
R1 114-148 114-148 113-311 114-100
PP 114-052 114-052 114-052 114-028
S1 113-188 113-188 113-259 113-140
S2 113-092 113-092 113-234
S3 112-132 112-228 113-208
S4 111-172 111-268 113-131
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
5 116-010 113-275 2-055 1.9% 0-313 0.9% 1% False True 1,213,584
10 116-010 113-275 2-055 1.9% 0-264 0.7% 1% False True 1,084,440
20 116-010 111-260 4-070 3.7% 0-225 0.6% 49% False False 1,011,636
40 116-010 111-050 4-280 4.3% 0-210 0.6% 56% False False 946,749
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 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-145
2.618 117-008
1.618 116-048
1.000 115-195
0.618 115-088
HIGH 114-235
0.618 114-128
0.500 114-095
0.382 114-062
LOW 113-275
0.618 113-102
1.000 112-315
1.618 112-142
2.618 111-182
4.250 110-045
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 114-095 114-302
PP 114-052 114-190
S1 114-008 114-078

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

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