CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 113-100 112-245 -0-175 -0.5% 113-095
High 113-100 112-245 -0-175 -0.5% 113-095
Low 113-100 112-245 -0-175 -0.5% 112-030
Close 113-100 112-245 -0-175 -0.5% 112-185
Range
ATR 0-104 0-109 0-005 4.9% 0-000
Volume 139,690 148,624 8,934 6.4% 1,627,894
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 112-245 112-245 112-245
R3 112-245 112-245 112-245
R2 112-245 112-245 112-245
R1 112-245 112-245 112-245 112-245
PP 112-245 112-245 112-245 112-245
S1 112-245 112-245 112-245 112-245
S2 112-245 112-245 112-245
S3 112-245 112-245 112-245
S4 112-245 112-245 112-245
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 116-085 115-200 113-077
R3 115-020 114-135 112-291
R2 113-275 113-275 112-256
R1 113-070 113-070 112-220 112-300
PP 112-210 112-210 112-210 112-165
S1 112-005 112-005 112-150 111-235
S2 111-145 111-145 112-114
S3 110-080 110-260 112-079
S4 109-015 109-195 111-293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-100 112-185 0-235 0.7% 0-002 0.0% 26% False False 289,575
10 113-100 112-030 1-070 1.1% 0-001 0.0% 55% False False 252,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-000
Fibonacci Retracements and Extensions
4.250 112-245
2.618 112-245
1.618 112-245
1.000 112-245
0.618 112-245
HIGH 112-245
0.618 112-245
0.500 112-245
0.382 112-245
LOW 112-245
0.618 112-245
1.000 112-245
1.618 112-245
2.618 112-245
4.250 112-245
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 112-245 113-012
PP 112-245 112-303
S1 112-245 112-274

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

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