CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 116-070 116-300 0-230 0.6% 115-100
High 117-020 116-300 -0-040 -0.1% 117-220
Low 116-045 116-065 0-020 0.1% 115-040
Close 116-295 116-165 -0-130 -0.3% 116-200
Range 0-295 0-235 -0-060 -20.3% 2-180
ATR 0-201 0-204 0-002 1.2% 0-000
Volume 1,388,722 1,149,126 -239,596 -17.3% 3,567,453
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-242 118-118 116-294
R3 118-007 117-203 116-230
R2 117-092 117-092 116-208
R1 116-288 116-288 116-187 116-232
PP 116-177 116-177 116-177 116-149
S1 116-053 116-053 116-143 115-318
S2 115-262 115-262 116-122
S3 115-027 115-138 116-100
S4 114-112 114-223 116-036
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 124-053 122-307 118-011
R3 121-193 120-127 117-106
R2 119-013 119-013 117-030
R1 117-267 117-267 116-275 118-140
PP 116-153 116-153 116-153 116-250
S1 115-087 115-087 116-125 115-280
S2 113-293 113-293 116-050
S3 111-113 112-227 115-294
S4 108-253 110-047 115-069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-220 115-065 2-155 2.1% 0-286 0.8% 53% False False 1,095,307
10 117-220 115-030 2-190 2.2% 0-243 0.7% 55% False False 929,983
20 117-220 114-170 3-050 2.7% 0-132 0.4% 63% False False 501,192
40 117-220 111-230 5-310 5.1% 0-086 0.2% 80% False False 253,708
60 117-220 110-030 7-190 6.5% 0-065 0.2% 85% False False 169,262
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-019
2.618 118-275
1.618 118-040
1.000 117-215
0.618 117-125
HIGH 116-300
0.618 116-210
0.500 116-182
0.382 116-155
LOW 116-065
0.618 115-240
1.000 115-150
1.618 115-005
2.618 114-090
4.250 113-026
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 116-182 116-124
PP 116-177 116-083
S1 116-171 116-042

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

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