CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 115-210 115-140 -0-070 -0.2% 115-050
High 115-210 115-180 -0-030 -0.1% 115-140
Low 115-210 115-140 -0-070 -0.2% 114-220
Close 115-190 115-180 -0-010 0.0% 114-250
Range 0-000 0-040 0-040 0-240
ATR 0-148 0-141 -0-007 -4.7% 0-000
Volume 166,209 268,733 102,524 61.7% 220,557
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-287 115-273 115-202
R3 115-247 115-233 115-191
R2 115-207 115-207 115-187
R1 115-193 115-193 115-184 115-200
PP 115-167 115-167 115-167 115-170
S1 115-153 115-153 115-176 115-160
S2 115-127 115-127 115-173
S3 115-087 115-113 115-169
S4 115-047 115-073 115-158
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-070 116-240 115-062
R3 116-150 116-000 114-316
R2 115-230 115-230 114-294
R1 115-080 115-080 114-272 115-035
PP 114-310 114-310 114-310 114-288
S1 114-160 114-160 114-228 114-115
S2 114-070 114-070 114-206
S3 113-150 113-240 114-184
S4 112-230 113-000 114-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-210 114-220 0-310 0.8% 0-016 0.0% 90% False False 125,395
10 115-210 114-170 1-040 1.0% 0-022 0.1% 92% False False 72,400
20 115-210 112-170 3-040 2.7% 0-034 0.1% 97% False False 41,190
40 115-210 111-230 3-300 3.4% 0-037 0.1% 98% False False 21,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-030
2.618 115-285
1.618 115-245
1.000 115-220
0.618 115-205
HIGH 115-180
0.618 115-165
0.500 115-160
0.382 115-155
LOW 115-140
0.618 115-115
1.000 115-100
1.618 115-075
2.618 115-035
4.250 114-290
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 115-173 115-138
PP 115-167 115-097
S1 115-160 115-055

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

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