CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 116-140 116-090 -0-050 -0.1% 116-020
High 116-140 116-090 -0-050 -0.1% 116-070
Low 116-085 114-285 -1-120 -1.2% 115-005
Close 116-100 115-155 -0-265 -0.7% 116-010
Range 0-055 1-125 1-070 709.1% 1-065
ATR 0-181 0-200 0-020 10.8% 0-000
Volume 52,607 74,885 22,278 42.3% 397,223
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 119-232 118-318 116-080
R3 118-107 117-193 115-277
R2 116-302 116-302 115-237
R1 116-068 116-068 115-196 115-282
PP 115-177 115-177 115-177 115-124
S1 114-263 114-263 115-114 114-158
S2 114-052 114-052 115-073
S3 112-247 113-138 115-033
S4 111-122 112-013 114-230
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
5 116-230 114-285 1-265 1.6% 0-145 0.4% 32% False True 69,104
10 116-230 114-285 1-265 1.6% 0-122 0.3% 32% False True 80,275
20 118-020 114-050 3-290 3.4% 0-111 0.3% 34% False False 79,402
40 118-020 110-275 7-065 6.2% 0-060 0.2% 64% False False 69,946
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 0-008
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 122-061
2.618 119-295
1.618 118-170
1.000 117-215
0.618 117-045
HIGH 116-090
0.618 115-240
0.500 115-188
0.382 115-135
LOW 114-285
0.618 114-010
1.000 113-160
1.618 112-205
2.618 111-080
4.250 108-314
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 115-188 115-258
PP 115-177 115-223
S1 115-166 115-189

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

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