CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 115-100 116-115 1-015 0.9% 115-210
High 116-080 116-200 0-120 0.3% 115-270
Low 115-040 116-070 1-030 1.0% 115-030
Close 116-070 116-195 0-125 0.3% 115-160
Range 1-040 0-130 -0-230 -63.9% 0-240
ATR 0-163 0-161 -0-002 -1.4% 0-000
Volume 691,947 1,171,654 479,707 69.3% 2,394,643
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 117-225 117-180 116-266
R3 117-095 117-050 116-231
R2 116-285 116-285 116-219
R1 116-240 116-240 116-207 116-262
PP 116-155 116-155 116-155 116-166
S1 116-110 116-110 116-183 116-132
S2 116-025 116-025 116-171
S3 115-215 115-300 116-159
S4 115-085 115-170 116-124
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
5 116-200 115-030 1-170 1.3% 0-200 0.5% 99% True False 764,660
10 116-200 114-220 1-300 1.7% 0-108 0.3% 99% True False 445,027
20 116-200 113-080 3-120 2.9% 0-084 0.2% 100% True False 229,655
40 116-200 111-230 4-290 4.2% 0-062 0.2% 100% True False 116,945
60 116-200 109-270 6-250 5.8% 0-042 0.1% 100% True False 77,988
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-112
2.618 117-220
1.618 117-090
1.000 117-010
0.618 116-280
HIGH 116-200
0.618 116-150
0.500 116-135
0.382 116-120
LOW 116-070
0.618 115-310
1.000 115-260
1.618 115-180
2.618 115-050
4.250 114-158
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 116-175 116-115
PP 116-155 116-035
S1 116-135 115-275

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

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