CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 111-115 110-275 -0-160 -0.4% 111-190
High 111-115 110-275 -0-160 -0.4% 112-255
Low 111-115 110-275 -0-160 -0.4% 111-190
Close 111-115 110-275 -0-160 -0.4% 111-225
Range
ATR 0-153 0-153 0-001 0.3% 0-000
Volume 29,895 8,789 -21,106 -70.6% 367,647
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 110-275 110-275 110-275
R3 110-275 110-275 110-275
R2 110-275 110-275 110-275
R1 110-275 110-275 110-275 110-275
PP 110-275 110-275 110-275 110-275
S1 110-275 110-275 110-275 110-275
S2 110-275 110-275 110-275
S3 110-275 110-275 110-275
S4 110-275 110-275 110-275
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 115-205 114-280 112-117
R3 114-140 113-215 112-011
R2 113-075 113-075 111-296
R1 112-150 112-150 111-260 112-272
PP 112-010 112-010 112-010 112-071
S1 111-085 111-085 111-190 111-208
S2 110-265 110-265 111-154
S3 109-200 110-020 111-119
S4 108-135 108-275 111-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-255 110-275 1-300 1.7% 0-000 0.0% 0% False True 47,127
10 112-255 110-275 1-300 1.7% 0-002 0.0% 0% False True 69,565
20 113-100 110-275 2-145 2.2% 0-002 0.0% 0% False True 160,119
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
4.250 110-275
2.618 110-275
1.618 110-275
1.000 110-275
0.618 110-275
HIGH 110-275
0.618 110-275
0.500 110-275
0.382 110-275
LOW 110-275
0.618 110-275
1.000 110-275
1.618 110-275
2.618 110-275
4.250 110-275
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 110-275 111-090
PP 110-275 111-045
S1 110-275 111-000

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

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