CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 116-090 115-200 -0-210 -0.6% 115-215
High 116-090 116-005 -0-085 -0.2% 116-230
Low 114-285 115-200 0-235 0.6% 114-285
Close 115-155 116-005 0-170 0.5% 116-005
Range 1-125 0-125 -1-000 -71.9% 1-265
ATR 0-200 0-198 -0-002 -1.1% 0-000
Volume 74,885 68,114 -6,771 -9.0% 348,625
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 117-018 116-297 116-074
R3 116-213 116-172 116-039
R2 116-088 116-088 116-028
R1 116-047 116-047 116-016 116-068
PP 115-283 115-283 115-283 115-294
S1 115-242 115-242 115-314 115-262
S2 115-158 115-158 115-302
S3 115-033 115-117 115-291
S4 114-228 114-312 115-256
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 121-115 120-165 117-007
R3 119-170 118-220 116-166
R2 117-225 117-225 116-112
R1 116-275 116-275 116-059 117-090
PP 115-280 115-280 115-280 116-028
S1 115-010 115-010 115-271 115-145
S2 114-015 114-015 115-218
S3 112-070 113-065 115-164
S4 110-125 111-120 115-003
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% 0-170 0.5% 62% False False 69,725
10 116-230 114-285 1-265 1.6% 0-116 0.3% 62% False False 74,584
20 118-020 114-080 3-260 3.3% 0-117 0.3% 46% False False 78,914
40 118-020 110-275 7-065 6.2% 0-063 0.2% 72% False False 67,783
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-216
2.618 117-012
1.618 116-207
1.000 116-130
0.618 116-082
HIGH 116-005
0.618 115-277
0.500 115-262
0.382 115-248
LOW 115-200
0.618 115-123
1.000 115-075
1.618 114-318
2.618 114-193
4.250 113-309
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 115-304 115-288
PP 115-283 115-250
S1 115-262 115-212

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

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