CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 114-235 113-200 -1-035 -1.0% 114-055
High 114-235 114-060 -0-175 -0.5% 116-010
Low 113-275 113-195 -0-080 -0.2% 113-195
Close 113-285 113-195 -0-090 -0.2% 113-195
Range 0-280 0-185 -0-095 -33.9% 2-135
ATR 0-255 0-250 -0-005 -2.0% 0-000
Volume 1,168,307 1,171,065 2,758 0.2% 6,162,104
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-172 115-048 113-297
R3 114-307 114-183 113-246
R2 114-122 114-122 113-229
R1 113-318 113-318 113-212 113-288
PP 113-257 113-257 113-257 113-241
S1 113-133 113-133 113-178 113-102
S2 113-072 113-072 113-161
S3 112-207 112-268 113-144
S4 112-022 112-083 113-093
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 121-218 120-022 114-301
R3 119-083 117-207 114-088
R2 116-268 116-268 114-017
R1 115-072 115-072 113-266 114-262
PP 114-133 114-133 114-133 114-069
S1 112-257 112-257 113-124 112-128
S2 111-318 111-318 113-053
S3 109-183 110-122 112-302
S4 107-048 107-307 112-089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-010 113-195 2-135 2.1% 0-259 0.7% 0% False True 1,232,420
10 116-010 113-195 2-135 2.1% 0-266 0.7% 0% False True 1,105,740
20 116-010 112-055 3-275 3.4% 0-216 0.6% 37% False False 1,022,895
40 116-010 111-050 4-280 4.3% 0-214 0.6% 50% False False 973,133
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116-206
2.618 115-224
1.618 115-039
1.000 114-245
0.618 114-174
HIGH 114-060
0.618 113-309
0.500 113-288
0.382 113-266
LOW 113-195
0.618 113-081
1.000 113-010
1.618 112-216
2.618 112-031
4.250 111-049
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 113-288 114-178
PP 113-257 114-077
S1 113-226 113-296

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

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