CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 114-270 115-020 0-070 0.2% 114-315
High 115-005 116-270 1-265 1.6% 115-190
Low 114-225 115-020 0-115 0.3% 114-040
Close 114-260 116-185 1-245 1.5% 114-260
Range 0-100 1-250 1-150 470.0% 1-150
ATR 0-313 1-017 0-024 7.7% 0-000
Volume 870,787 607,197 -263,590 -30.3% 4,551,588
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 121-162 120-263 117-178
R3 119-232 119-013 117-022
R2 117-302 117-302 116-290
R1 117-083 117-083 116-237 117-192
PP 116-052 116-052 116-052 116-106
S1 115-153 115-153 116-133 115-262
S2 114-122 114-122 116-080
S3 112-192 113-223 116-028
S4 110-262 111-293 115-192
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-080 118-160 115-198
R3 117-250 117-010 115-069
R2 116-100 116-100 115-026
R1 115-180 115-180 114-303 115-065
PP 114-270 114-270 114-270 114-212
S1 114-030 114-030 114-217 113-235
S2 113-120 113-120 114-174
S3 111-290 112-200 114-131
S4 110-140 111-050 114-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-270 114-040 2-230 2.3% 0-268 0.7% 90% True False 790,695
10 119-085 114-040 5-045 4.4% 0-317 0.8% 48% False False 1,024,267
20 119-085 114-040 5-045 4.4% 0-290 0.8% 48% False False 1,071,507
40 119-085 113-080 6-005 5.2% 0-175 0.5% 55% False False 604,929
60 119-085 111-230 7-175 6.5% 0-130 0.3% 64% False False 404,075
80 119-085 109-270 9-135 8.1% 0-097 0.3% 71% False False 303,076
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 0-063
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 124-132
2.618 121-162
1.618 119-232
1.000 118-200
0.618 117-302
HIGH 116-270
0.618 116-052
0.500 115-305
0.382 115-238
LOW 115-020
0.618 113-308
1.000 113-090
1.618 112-058
2.618 110-128
4.250 107-158
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 116-118 116-068
PP 116-052 115-272
S1 115-305 115-155

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

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