CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 115-220 115-075 -0-145 -0.4% 116-195
High 115-220 115-110 -0-110 -0.3% 118-020
Low 115-180 115-005 -0-175 -0.5% 115-165
Close 115-185 115-005 -0-180 -0.5% 116-030
Range 0-040 0-105 0-065 162.5% 2-175
ATR 0-179 0-179 0-000 0.0% 0-000
Volume 63,066 57,543 -5,523 -8.8% 368,787
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 116-035 115-285 115-063
R3 115-250 115-180 115-034
R2 115-145 115-145 115-024
R1 115-075 115-075 115-015 115-058
PP 115-040 115-040 115-040 115-031
S1 114-290 114-290 114-315 114-272
S2 114-255 114-255 114-306
S3 114-150 114-185 114-296
S4 114-045 114-080 114-267
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
5 116-030 115-005 1-025 0.9% 0-066 0.2% 0% False True 100,522
10 118-020 115-005 3-015 2.6% 0-108 0.3% 0% False True 86,764
20 118-020 113-200 4-140 3.9% 0-074 0.2% 31% False False 73,119
40 118-020 110-275 7-065 6.3% 0-038 0.1% 58% False False 89,257
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 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-236
2.618 116-065
1.618 115-280
1.000 115-215
0.618 115-175
HIGH 115-110
0.618 115-070
0.500 115-058
0.382 115-045
LOW 115-005
0.618 114-260
1.000 114-220
1.618 114-155
2.618 114-050
4.250 113-199
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 115-058 115-172
PP 115-040 115-117
S1 115-022 115-061

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

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