CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 112-180 112-210 0-030 0.1% 111-190
High 112-180 112-210 0-030 0.1% 112-180
Low 112-180 112-210 0-030 0.1% 111-170
Close 112-180 112-210 0-030 0.1% 112-180
Range
ATR 0-153 0-145 -0-009 -5.7% 0-000
Volume 29 5 -24 -82.8% 695
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-210 112-210 112-210
R3 112-210 112-210 112-210
R2 112-210 112-210 112-210
R1 112-210 112-210 112-210 112-210
PP 112-210 112-210 112-210 112-210
S1 112-210 112-210 112-210 112-210
S2 112-210 112-210 112-210
S3 112-210 112-210 112-210
S4 112-210 112-210 112-210
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-100 114-310 113-042
R3 114-090 113-300 112-271
R2 113-080 113-080 112-240
R1 112-290 112-290 112-210 113-025
PP 112-070 112-070 112-070 112-098
S1 111-280 111-280 112-150 112-015
S2 111-060 111-060 112-120
S3 110-050 110-270 112-089
S4 109-040 109-260 111-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-210 111-170 1-040 1.0% 0-000 0.0% 100% True False 140
10 112-210 110-030 2-180 2.3% 0-002 0.0% 100% True False 71
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 -0-001
Fibonacci Retracements and Extensions
4.250 112-210
2.618 112-210
1.618 112-210
1.000 112-210
0.618 112-210
HIGH 112-210
0.618 112-210
0.500 112-210
0.382 112-210
LOW 112-210
0.618 112-210
1.000 112-210
1.618 112-210
2.618 112-210
4.250 112-210
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 112-210 112-197
PP 112-210 112-183
S1 112-210 112-170

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

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