CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 118-075 119-100 1-025 0.9% 117-195
High 119-115 119-295 0-180 0.5% 119-115
Low 118-075 119-050 0-295 0.8% 116-220
Close 119-030 119-265 0-235 0.6% 119-030
Range 1-040 0-245 -0-115 -31.9% 2-215
ATR 0-314 0-311 -0-004 -1.1% 0-000
Volume 1,534,067 1,608,687 74,620 4.9% 7,018,726
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 121-298 121-207 120-080
R3 121-053 120-282 120-012
R2 120-128 120-128 119-310
R1 120-037 120-037 119-287 120-082
PP 119-203 119-203 119-203 119-226
S1 119-112 119-112 119-243 119-158
S2 118-278 118-278 119-220
S3 118-033 118-187 119-198
S4 117-108 117-262 119-130
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
5 119-295 116-220 3-075 2.7% 1-049 1.0% 97% True False 1,422,877
10 119-295 116-080 3-215 3.1% 0-307 0.8% 97% True False 1,468,510
20 119-295 113-250 6-045 5.1% 0-313 0.8% 98% True False 1,741,296
40 119-295 113-250 6-045 5.1% 0-232 0.6% 98% True False 1,068,835
60 119-295 110-275 9-020 7.6% 0-166 0.4% 99% True False 730,182
80 119-295 110-275 9-020 7.6% 0-125 0.3% 99% True False 594,252
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-076
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-056
2.618 121-296
1.618 121-051
1.000 120-220
0.618 120-126
HIGH 119-295
0.618 119-201
0.500 119-172
0.382 119-144
LOW 119-050
0.618 118-219
1.000 118-125
1.618 117-294
2.618 117-049
4.250 115-289
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 119-234 119-153
PP 119-203 119-042
S1 119-172 118-250

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

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