CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 113-180 113-260 0-080 0.2% 114-055
High 113-245 113-260 0-015 0.0% 116-010
Low 113-130 113-105 -0-025 -0.1% 113-195
Close 113-245 113-150 -0-095 -0.3% 113-195
Range 0-115 0-155 0-040 34.8% 2-135
ATR 0-241 0-235 -0-006 -2.5% 0-000
Volume 1,086,041 718,554 -367,487 -33.8% 6,162,104
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-317 114-228 113-235
R3 114-162 114-073 113-193
R2 114-007 114-007 113-178
R1 113-238 113-238 113-164 113-205
PP 113-172 113-172 113-172 113-155
S1 113-083 113-083 113-136 113-050
S2 113-017 113-017 113-122
S3 112-182 112-248 113-107
S4 112-027 112-093 113-065
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
5 115-160 113-105 2-055 1.9% 0-195 0.5% 6% False True 1,069,537
10 116-010 113-105 2-225 2.4% 0-236 0.7% 5% False True 1,094,921
20 116-010 112-060 3-270 3.4% 0-216 0.6% 33% False False 1,020,780
40 116-010 111-050 4-280 4.3% 0-216 0.6% 47% False False 1,010,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-279
2.618 115-026
1.618 114-191
1.000 114-095
0.618 114-036
HIGH 113-260
0.618 113-201
0.500 113-182
0.382 113-164
LOW 113-105
0.618 113-009
1.000 112-270
1.618 112-174
2.618 112-019
4.250 111-086
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 113-182 113-242
PP 113-172 113-212
S1 113-161 113-181

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

View Archives - Comment on this page... - Back to Index of Symbols