CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 116-195 117-290 1-095 1.1% 114-250
High 116-305 118-020 1-035 0.9% 115-315
Low 116-195 117-080 0-205 0.5% 114-250
Close 116-305 117-080 0-095 0.3% 115-305
Range 0-110 0-260 0-150 136.4% 1-065
ATR 0-158 0-172 0-014 8.9% 0-000
Volume 53,586 75,219 21,633 40.4% 380,045
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 119-307 119-133 117-223
R3 119-047 118-193 117-152
R2 118-107 118-107 117-128
R1 117-253 117-253 117-104 117-210
PP 117-167 117-167 117-167 117-145
S1 116-313 116-313 117-056 116-270
S2 116-227 116-227 117-032
S3 115-287 116-053 117-008
S4 115-027 115-113 116-257
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 119-058 118-247 116-197
R3 117-313 117-182 116-091
R2 116-248 116-248 116-056
R1 116-117 116-117 116-020 116-182
PP 115-183 115-183 115-183 115-216
S1 115-052 115-052 115-270 115-118
S2 114-118 114-118 115-234
S3 113-053 113-307 115-199
S4 111-308 112-242 115-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-020 115-050 2-290 2.5% 0-150 0.4% 72% True False 73,005
10 118-020 114-050 3-290 3.3% 0-100 0.3% 79% True False 72,917
20 118-020 110-275 7-065 6.1% 0-057 0.2% 89% True False 53,427
40 118-020 110-275 7-065 6.1% 0-030 0.1% 89% True False 117,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 121-165
2.618 120-061
1.618 119-121
1.000 118-280
0.618 118-181
HIGH 118-020
0.618 117-241
0.500 117-210
0.382 117-179
LOW 117-080
0.618 116-239
1.000 116-140
1.618 115-299
2.618 115-039
4.250 113-255
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 117-210 117-044
PP 117-167 117-008
S1 117-123 116-292

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

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