CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 117-285 118-075 0-110 0.3% 115-115
High 119-000 118-265 -0-055 -0.1% 117-085
Low 117-285 117-290 0-005 0.0% 115-065
Close 118-180 118-155 -0-025 -0.1% 115-315
Range 1-035 0-295 -0-060 -16.9% 2-020
ATR 0-277 0-278 0-001 0.5% 0-000
Volume 1,543,836 1,190,016 -353,820 -22.9% 6,316,425
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 121-055 120-240 118-317
R3 120-080 119-265 118-236
R2 119-105 119-105 118-209
R1 118-290 118-290 118-182 119-038
PP 118-130 118-130 118-130 118-164
S1 117-315 117-315 118-128 118-062
S2 117-155 117-155 118-101
S3 116-180 117-020 118-074
S4 115-205 116-045 117-313
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122-108 121-072 117-038
R3 120-088 119-052 116-176
R2 118-068 118-068 116-116
R1 117-032 117-032 116-056 117-210
PP 116-048 116-048 116-048 116-138
S1 115-012 115-012 115-254 115-190
S2 114-028 114-028 115-194
S3 112-008 112-312 115-134
S4 109-308 110-292 114-272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-085 115-275 3-130 2.9% 1-003 0.9% 77% False False 1,301,727
10 119-085 115-065 4-020 3.4% 0-313 0.8% 81% False False 1,241,069
20 119-085 114-220 4-185 3.9% 0-219 0.6% 83% False False 882,785
40 119-085 112-050 7-035 6.0% 0-124 0.3% 89% False False 448,401
60 119-085 111-170 7-235 6.5% 0-096 0.3% 90% False False 299,119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-239
2.618 121-077
1.618 120-102
1.000 119-240
0.618 119-127
HIGH 118-265
0.618 118-152
0.500 118-118
0.382 118-083
LOW 117-290
0.618 117-108
1.000 116-315
1.618 116-133
2.618 115-158
4.250 113-316
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 118-142 118-152
PP 118-130 118-150
S1 118-118 118-148

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

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