CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 116-010 115-215 -0-115 -0.3% 116-020
High 116-010 115-260 -0-070 -0.2% 116-070
Low 116-010 115-210 -0-120 -0.3% 115-005
Close 116-010 115-255 -0-075 -0.2% 116-010
Range 0-000 0-050 0-050 1-065
ATR 0-187 0-182 -0-005 -2.6% 0-000
Volume 65,013 103,369 38,356 59.0% 397,223
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 116-072 116-053 115-282
R3 116-022 116-003 115-269
R2 115-292 115-292 115-264
R1 115-273 115-273 115-260 115-282
PP 115-242 115-242 115-242 115-246
S1 115-223 115-223 115-250 115-232
S2 115-192 115-192 115-246
S3 115-142 115-173 115-241
S4 115-092 115-123 115-228
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 119-117 118-288 116-222
R3 118-052 117-223 116-116
R2 116-307 116-307 116-081
R1 116-158 116-158 116-045 116-040
PP 115-242 115-242 115-242 115-182
S1 115-093 115-093 115-295 114-295
S2 114-177 114-177 115-259
S3 113-112 114-028 115-224
S4 112-047 112-283 115-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-070 115-005 1-065 1.0% 0-071 0.2% 65% False False 71,714
10 118-020 115-005 3-015 2.6% 0-091 0.2% 26% False False 86,937
20 118-020 114-050 3-290 3.4% 0-081 0.2% 42% False False 80,389
40 118-020 110-275 7-065 6.2% 0-043 0.1% 69% False False 78,721
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-152
2.618 116-071
1.618 116-021
1.000 115-310
0.618 115-291
HIGH 115-260
0.618 115-241
0.500 115-235
0.382 115-229
LOW 115-210
0.618 115-179
1.000 115-160
1.618 115-129
2.618 115-079
4.250 114-318
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 115-248 115-300
PP 115-242 115-285
S1 115-235 115-270

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

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