CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 111-240 112-315 1-075 1.1% 113-090
High 111-240 112-315 1-075 1.1% 113-100
Low 111-240 112-315 1-075 1.1% 111-300
Close 111-240 112-315 1-075 1.1% 111-300
Range
ATR 0-116 0-136 0-020 17.3% 0-000
Volume 171,200 154,616 -16,584 -9.7% 1,016,346
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 112-315 112-315 112-315
R3 112-315 112-315 112-315
R2 112-315 112-315 112-315
R1 112-315 112-315 112-315 112-315
PP 112-315 112-315 112-315 112-315
S1 112-315 112-315 112-315 112-315
S2 112-315 112-315 112-315
S3 112-315 112-315 112-315
S4 112-315 112-315 112-315
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 116-167 115-193 112-222
R3 115-047 114-073 112-101
R2 113-247 113-247 112-061
R1 112-273 112-273 112-020 112-200
PP 112-127 112-127 112-127 112-090
S1 111-153 111-153 111-260 111-080
S2 111-007 111-007 111-219
S3 109-207 110-033 111-179
S4 108-087 108-233 111-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-100 111-240 1-180 1.4% 0-000 0.0% 79% False False 164,491
10 113-100 111-240 1-180 1.4% 0-001 0.0% 79% False False 250,673
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
4.250 112-315
2.618 112-315
1.618 112-315
1.000 112-315
0.618 112-315
HIGH 112-315
0.618 112-315
0.500 112-315
0.382 112-315
LOW 112-315
0.618 112-315
1.000 112-315
1.618 112-315
2.618 112-315
4.250 112-315
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 112-315 112-249
PP 112-315 112-183
S1 112-315 112-118

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

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