CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 115-025 115-125 0-100 0.3% 114-315
High 115-305 115-190 -0-115 -0.3% 115-190
Low 114-265 115-090 0-145 0.4% 114-040
Close 115-030 115-160 0-130 0.4% 114-260
Range 1-040 0-100 -0-260 -72.2% 1-150
ATR 1-043 1-029 -0-015 -4.0% 0-000
Volume 804,460 787,990 -16,470 -2.0% 4,551,588
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 116-127 116-083 115-215
R3 116-027 115-303 115-188
R2 115-247 115-247 115-178
R1 115-203 115-203 115-169 115-225
PP 115-147 115-147 115-147 115-158
S1 115-103 115-103 115-151 115-125
S2 115-047 115-047 115-142
S3 114-267 115-003 115-132
S4 114-167 114-223 115-105
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
5 116-270 114-180 2-090 2.0% 1-019 0.9% 41% False False 805,510
10 116-305 114-040 2-265 2.4% 0-303 0.8% 49% False False 884,818
20 119-085 114-040 5-045 4.5% 0-308 0.8% 27% False False 1,062,943
40 119-085 113-080 6-005 5.2% 0-200 0.5% 37% False False 667,401
60 119-085 111-230 7-175 6.5% 0-147 0.4% 50% False False 446,535
80 119-085 109-270 9-135 8.2% 0-110 0.3% 60% False False 334,942
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 0-056
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-295
2.618 116-132
1.618 116-032
1.000 115-290
0.618 115-252
HIGH 115-190
0.618 115-152
0.500 115-140
0.382 115-128
LOW 115-090
0.618 115-028
1.000 114-310
1.618 114-248
2.618 114-148
4.250 113-305
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 115-153 115-154
PP 115-147 115-148
S1 115-140 115-142

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

View Archives - Comment on this page... - Back to Index of Symbols