CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 115-270 115-100 -0-170 -0.5% 115-210
High 115-270 116-080 0-130 0.4% 115-270
Low 115-030 115-040 0-010 0.0% 115-030
Close 115-160 116-070 0-230 0.6% 115-160
Range 0-240 1-040 0-120 50.0% 0-240
ATR 0-148 0-163 0-015 10.3% 0-000
Volume 777,156 691,947 -85,209 -11.0% 2,394,643
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-077 118-273 116-268
R3 118-037 117-233 116-169
R2 116-317 116-317 116-136
R1 116-193 116-193 116-103 116-255
PP 115-277 115-277 115-277 115-308
S1 115-153 115-153 116-037 115-215
S2 114-237 114-237 116-004
S3 113-197 114-113 115-291
S4 112-157 113-073 115-192
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-233 117-117 115-292
R3 116-313 116-197 115-226
R2 116-073 116-073 115-204
R1 115-277 115-277 115-182 115-215
PP 115-153 115-153 115-153 115-122
S1 115-037 115-037 115-138 114-295
S2 114-233 114-233 115-116
S3 113-313 114-117 115-094
S4 113-073 113-197 115-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-080 115-030 1-050 1.0% 0-182 0.5% 97% True False 584,076
10 116-080 114-220 1-180 1.3% 0-095 0.3% 98% True False 329,215
20 116-080 113-080 3-000 2.6% 0-078 0.2% 99% True False 172,341
40 116-080 111-230 4-170 3.9% 0-058 0.2% 99% True False 87,657
60 116-080 109-270 6-130 5.5% 0-039 0.1% 100% True False 58,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 121-010
2.618 119-062
1.618 118-022
1.000 117-120
0.618 116-302
HIGH 116-080
0.618 115-262
0.500 115-220
0.382 115-178
LOW 115-040
0.618 114-138
1.000 114-000
1.618 113-098
2.618 112-058
4.250 110-110
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 116-013 116-012
PP 115-277 115-273
S1 115-220 115-215

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

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