CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 113-135 112-130 -1-005 -0.9% 116-225
High 113-185 112-200 -0-305 -0.8% 118-280
Low 113-000 112-030 -0-290 -0.8% 113-000
Close 113-175 112-045 -1-130 -1.2% 113-175
Range 0-185 0-170 -0-015 -8.1% 5-280
ATR 1-106 1-109 0-003 0.7% 0-000
Volume 792,911 104,269 -688,642 -86.8% 4,771,983
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 113-282 113-173 112-138
R3 113-112 113-003 112-092
R2 112-262 112-262 112-076
R1 112-153 112-153 112-061 112-122
PP 112-092 112-092 112-092 112-076
S1 111-303 111-303 112-029 111-272
S2 111-242 111-242 112-014
S3 111-072 111-133 111-318
S4 110-222 110-283 111-272
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 132-245 129-010 116-249
R3 126-285 123-050 115-052
R2 121-005 121-005 114-200
R1 117-090 117-090 114-027 116-068
PP 115-045 115-045 115-045 114-194
S1 111-130 111-130 113-003 110-108
S2 109-085 109-085 112-150
S3 103-125 105-170 111-298
S4 97-165 99-210 110-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-280 112-030 5-250 5.2% 1-079 1.1% 1% False True 792,183
10 118-280 112-030 6-250 6.0% 1-094 1.2% 1% False True 815,189
20 119-085 112-030 7-055 6.4% 1-045 1.0% 1% False True 919,728
40 119-085 112-030 7-055 6.4% 0-264 0.7% 1% False True 804,930
60 119-085 111-230 7-175 6.7% 0-190 0.5% 6% False False 539,804
80 119-085 110-180 8-225 7.8% 0-149 0.4% 18% False False 404,970
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114-282
2.618 114-005
1.618 113-155
1.000 113-050
0.618 112-305
HIGH 112-200
0.618 112-135
0.500 112-115
0.382 112-095
LOW 112-030
0.618 111-245
1.000 111-180
1.618 111-075
2.618 110-225
4.250 109-268
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 112-115 113-090
PP 112-092 112-288
S1 112-068 112-167

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

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