CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 29-Jan-2008

Day Change Summary
	Previous	Current
	28-Jan-2008	29-Jan-2008	Change	Change %	Previous Week
Open	116-020	115-220	-0-120	-0.3%	116-195
High	116-020	115-220	-0-120	-0.3%	118-020
Low	116-020	115-180	-0-160	-0.4%	115-165
Close	116-020	115-185	-0-155	-0.4%	116-030
Range	0-000	0-040	0-040		2-175
ATR	0-181	0-179	-0-001	-0.8%	0-000
Volume	142,021	63,066	-78,955	-55.6%	368,787

Daily Pivots for day following 29-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-315	115-290	115-207
R3	115-275	115-250	115-196
R2	115-235	115-235	115-192
R1	115-210	115-210	115-189	115-202
PP	115-195	115-195	115-195	115-191
S1	115-170	115-170	115-181	115-162
S2	115-155	115-155	115-178
S3	115-115	115-130	115-174
S4	115-075	115-090	115-163

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-063	122-222	117-158
R3	121-208	120-047	116-254
R2	119-033	119-033	116-179
R1	117-192	117-192	116-105	117-025
PP	116-178	116-178	116-178	116-095
S1	115-017	115-017	115-275	114-170
S2	114-003	114-003	115-201
S3	111-148	112-162	115-126
S4	108-293	109-307	114-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-020	115-165	2-175	2.2%	0-097	0.3%	2%	False	False	104,057
10	118-020	115-040	2-300	2.5%	0-106	0.3%	15%	False	False	87,428
20	118-020	112-225	5-115	4.6%	0-068	0.2%	54%	False	False	71,667
40	118-020	110-275	7-065	6.2%	0-035	0.1%	66%	False	False	103,814

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-070
2.618	116-005
1.618	115-285
1.000	115-260
0.618	115-245
HIGH	115-220
0.618	115-205
0.500	115-200
0.382	115-195
LOW	115-180
0.618	115-155
1.000	115-140
1.618	115-115
2.618	115-075
4.250	115-010

Fisher Pivots for day following 29-Jan-2008
Pivot	1 day	3 day
R1	115-200	115-258
PP	115-195	115-233
S1	115-190	115-209

Download as Excel Spreadsheet

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

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