CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 118-175 118-075 -0-100 -0.3% 117-195
High 118-185 119-115 0-250 0.7% 119-115
Low 117-205 118-075 0-190 0.5% 116-220
Close 117-260 119-030 1-090 1.1% 119-030
Range 0-300 1-040 0-060 20.0% 2-215
ATR 0-300 0-314 0-014 4.6% 0-000
Volume 1,237,851 1,534,067 296,216 23.9% 7,018,726
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 122-087 121-258 119-228
R3 121-047 120-218 119-129
R2 120-007 120-007 119-096
R1 119-178 119-178 119-063 119-252
PP 118-287 118-287 118-287 119-004
S1 118-138 118-138 118-317 118-212
S2 117-247 117-247 118-284
S3 116-207 117-098 118-251
S4 115-167 116-058 118-152
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 126-127 125-133 120-180
R3 123-232 122-238 119-265
R2 121-017 121-017 119-187
R1 120-023 120-023 119-108 120-180
PP 118-122 118-122 118-122 118-200
S1 117-128 117-128 118-272 117-285
S2 115-227 115-227 118-193
S3 113-012 114-233 118-115
S4 110-117 112-018 117-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-115 116-220 2-215 2.2% 1-055 1.0% 90% True False 1,403,745
10 119-115 116-080 3-035 2.6% 0-296 0.8% 91% True False 1,497,399
20 119-115 113-250 5-185 4.7% 0-311 0.8% 95% True False 1,745,433
40 119-115 113-250 5-185 4.7% 0-231 0.6% 95% True False 1,030,114
60 119-115 110-275 8-160 7.1% 0-162 0.4% 97% True False 704,715
80 119-115 110-275 8-160 7.1% 0-122 0.3% 97% True False 574,730
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 0-074
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-045
2.618 122-097
1.618 121-057
1.000 120-155
0.618 120-017
HIGH 119-115
0.618 118-297
0.500 118-255
0.382 118-213
LOW 118-075
0.618 117-173
1.000 117-035
1.618 116-133
2.618 115-093
4.250 113-145
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 118-318 118-255
PP 118-287 118-160
S1 118-255 118-065

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

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