CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 116-090 115-025 -1-065 -1.0% 114-315
High 116-105 115-305 -0-120 -0.3% 115-190
Low 114-180 114-265 0-085 0.2% 114-040
Close 114-200 115-030 0-150 0.4% 114-260
Range 1-245 1-040 -0-205 -36.3% 1-150
ATR 1-039 1-043 0-005 1.3% 0-000
Volume 957,117 804,460 -152,657 -15.9% 4,551,588
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 118-213 118-002 115-228
R3 117-173 116-282 115-129
R2 116-133 116-133 115-096
R1 115-242 115-242 115-063 116-028
PP 115-093 115-093 115-093 115-146
S1 114-202 114-202 114-317 114-308
S2 114-053 114-053 114-284
S3 113-013 113-162 114-251
S4 111-293 112-122 114-152
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 2.4% 1-042 1.0% 36% False False 795,538
10 118-265 114-040 4-225 4.1% 1-002 0.9% 21% False False 925,020
20 119-085 114-040 5-045 4.5% 0-312 0.8% 19% False False 1,066,406
40 119-085 113-080 6-005 5.2% 0-198 0.5% 31% False False 648,030
60 119-085 111-230 7-175 6.6% 0-145 0.4% 45% False False 433,432
80 119-085 109-270 9-135 8.2% 0-109 0.3% 56% False False 325,092
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 0-063
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-235
2.618 118-287
1.618 117-247
1.000 117-025
0.618 116-207
HIGH 115-305
0.618 115-167
0.500 115-125
0.382 115-083
LOW 114-265
0.618 114-043
1.000 113-225
1.618 113-003
2.618 111-283
4.250 110-015
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 115-125 115-225
PP 115-093 115-160
S1 115-062 115-095

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

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