CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 113-140 114-060 0-240 0.7% 113-180
High 114-065 114-060 -0-005 0.0% 114-065
Low 113-140 113-135 -0-005 0.0% 112-270
Close 114-050 113-140 -0-230 -0.6% 113-140
Range 0-245 0-245 0-000 0.0% 1-115
ATR 0-243 0-243 0-000 0.1% 0-000
Volume 965,203 995,122 29,919 3.1% 4,647,561
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-313 115-152 113-275
R3 115-068 114-227 113-207
R2 114-143 114-143 113-185
R1 113-302 113-302 113-162 113-260
PP 113-218 113-218 113-218 113-198
S1 113-057 113-057 113-118 113-015
S2 112-293 112-293 113-095
S3 112-048 112-132 113-073
S4 111-123 111-207 113-005
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-183 116-277 114-059
R3 116-068 115-162 113-260
R2 114-273 114-273 113-220
R1 114-047 114-047 113-180 113-262
PP 113-158 113-158 113-158 113-106
S1 112-252 112-252 113-100 112-148
S2 112-043 112-043 113-060
S3 110-248 111-137 113-020
S4 109-133 110-022 112-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-065 112-270 1-115 1.2% 0-174 0.5% 44% False False 929,512
10 116-010 112-270 3-060 2.8% 0-216 0.6% 19% False False 1,080,966
20 116-010 112-270 3-060 2.8% 0-216 0.6% 19% False False 1,040,877
40 116-010 111-050 4-280 4.3% 0-223 0.6% 47% False False 1,043,403
Crabel Price Patterns
NR False
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 0-010
Fibonacci Retracements and Extensions
4.250 117-141
2.618 116-061
1.618 115-136
1.000 114-305
0.618 114-211
HIGH 114-060
0.618 113-286
0.500 113-258
0.382 113-229
LOW 113-135
0.618 112-304
1.000 112-210
1.618 112-059
2.618 111-134
4.250 110-054
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 113-258 113-168
PP 113-218 113-158
S1 113-179 113-149

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

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