CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 119-070 119-080 0-010 0.0% 117-195
High 119-180 119-215 0-035 0.1% 119-115
Low 118-295 118-240 -0-055 -0.1% 116-220
Close 118-295 119-200 0-225 0.6% 119-030
Range 0-205 0-295 0-090 43.9% 2-215
ATR 0-309 0-308 -0-001 -0.3% 0-000
Volume 1,122,647 1,224,285 101,638 9.1% 7,018,726
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 122-037 121-253 120-042
R3 121-062 120-278 119-281
R2 120-087 120-087 119-254
R1 119-303 119-303 119-227 120-035
PP 119-112 119-112 119-112 119-138
S1 119-008 119-008 119-173 119-060
S2 118-137 118-137 119-146
S3 117-162 118-033 119-119
S4 116-187 117-058 119-038
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
5 119-295 117-205 2-090 1.9% 0-281 0.7% 87% False False 1,345,507
10 119-295 116-130 3-165 2.9% 0-316 0.8% 92% False False 1,432,906
20 119-295 113-310 5-305 5.0% 0-302 0.8% 95% False False 1,714,041
40 119-295 113-250 6-045 5.1% 0-240 0.6% 95% False False 1,124,189
60 119-295 110-275 9-020 7.6% 0-175 0.5% 97% False False 766,853
80 119-295 110-275 9-020 7.6% 0-131 0.3% 97% False False 620,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-095
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-189
2.618 122-027
1.618 121-052
1.000 120-190
0.618 120-077
HIGH 119-215
0.618 119-102
0.500 119-068
0.382 119-033
LOW 118-240
0.618 118-058
1.000 117-265
1.618 117-083
2.618 116-108
4.250 114-266
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 119-156 119-169
PP 119-112 119-138
S1 119-068 119-108

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

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