CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 112-060 111-230 -0-150 -0.4% 113-240
High 112-310 111-230 -1-080 -1.1% 114-060
Low 112-000 111-230 -0-090 -0.3% 112-110
Close 112-060 111-230 -0-150 -0.4% 112-110
Range 0-310 0-000 -0-310 -100.0% 1-270
ATR 0-172 0-171 -0-002 -0.9% 0-000
Volume 46 1,461 1,415 3,076.1% 3,571
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 111-230 111-230 111-230
R3 111-230 111-230 111-230
R2 111-230 111-230 111-230
R1 111-230 111-230 111-230 111-230
PP 111-230 111-230 111-230 111-230
S1 111-230 111-230 111-230 111-230
S2 111-230 111-230 111-230
S3 111-230 111-230 111-230
S4 111-230 111-230 111-230
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-157 117-083 113-114
R3 116-207 115-133 112-272
R2 114-257 114-257 112-218
R1 113-183 113-183 112-164 113-085
PP 112-307 112-307 112-307 112-258
S1 111-233 111-233 112-056 111-135
S2 111-037 111-037 112-002
S3 109-087 109-283 111-268
S4 107-137 108-013 111-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-310 111-230 1-080 1.1% 0-062 0.2% 0% False True 715
10 114-150 111-230 2-240 2.5% 0-079 0.2% 0% False True 790
20 114-150 111-170 2-300 2.6% 0-040 0.1% 6% False False 554
Crabel Price Patterns
NR True
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-230
2.618 111-230
1.618 111-230
1.000 111-230
0.618 111-230
HIGH 111-230
0.618 111-230
0.500 111-230
0.382 111-230
LOW 111-230
0.618 111-230
1.000 111-230
1.618 111-230
2.618 111-230
4.250 111-230
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 111-230 112-110
PP 111-230 112-043
S1 111-230 111-297

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

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