CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 13-Dec-2007
Day Change Summary
Previous Current
12-Dec-2007 13-Dec-2007 Change Change % Previous Week
Open 112-085 111-215 -0-190 -0.5% 113-090
High 112-085 111-215 -0-190 -0.5% 113-100
Low 112-085 111-215 -0-190 -0.5% 111-300
Close 112-085 111-215 -0-190 -0.5% 111-300
Range
ATR 0-142 0-146 0-003 2.4% 0-000
Volume 92,344 97,529 5,185 5.6% 1,016,346
Daily Pivots for day following 13-Dec-2007
Classic Woodie Camarilla DeMark
R4 111-215 111-215 111-215
R3 111-215 111-215 111-215
R2 111-215 111-215 111-215
R1 111-215 111-215 111-215 111-215
PP 111-215 111-215 111-215 111-215
S1 111-215 111-215 111-215 111-215
S2 111-215 111-215 111-215
S3 111-215 111-215 111-215
S4 111-215 111-215 111-215
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
5 112-315 111-215 1-100 1.2% 0-000 0.0% 0% False True 144,803
10 113-100 111-215 1-205 1.5% 0-001 0.0% 0% False True 217,189
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
4.250 111-215
2.618 111-215
1.618 111-215
1.000 111-215
0.618 111-215
HIGH 111-215
0.618 111-215
0.500 111-215
0.382 111-215
LOW 111-215
0.618 111-215
1.000 111-215
1.618 111-215
2.618 111-215
4.250 111-215
Fisher Pivots for day following 13-Dec-2007
Pivot 1 day 3 day
R1 111-215 112-105
PP 111-215 112-035
S1 111-215 111-285

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

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