CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 119-080 119-160 0-080 0.2% 117-195
High 119-215 119-305 0-090 0.2% 119-115
Low 118-240 119-145 0-225 0.6% 116-220
Close 119-200 119-265 0-065 0.2% 119-030
Range 0-295 0-160 -0-135 -45.8% 2-215
ATR 0-308 0-298 -0-011 -3.4% 0-000
Volume 1,224,285 1,274,707 50,422 4.1% 7,018,726
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 121-078 121-012 120-033
R3 120-238 120-172 119-309
R2 120-078 120-078 119-294
R1 120-012 120-012 119-280 120-045
PP 119-238 119-238 119-238 119-255
S1 119-172 119-172 119-250 119-205
S2 119-078 119-078 119-236
S3 118-238 119-012 119-221
S4 118-078 118-172 119-177
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
5 119-305 118-075 1-230 1.4% 0-253 0.7% 93% True False 1,352,878
10 119-305 116-220 3-085 2.7% 0-312 0.8% 96% True False 1,372,290
20 119-305 114-010 5-295 4.9% 0-286 0.7% 98% True False 1,671,191
40 119-305 113-250 6-055 5.2% 0-237 0.6% 98% True False 1,154,177
60 119-305 110-275 9-030 7.6% 0-177 0.5% 99% True False 787,260
80 119-305 110-275 9-030 7.6% 0-133 0.3% 99% True False 635,783
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 0-090
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 122-025
2.618 121-084
1.618 120-244
1.000 120-145
0.618 120-084
HIGH 119-305
0.618 119-244
0.500 119-225
0.382 119-206
LOW 119-145
0.618 119-046
1.000 118-305
1.618 118-206
2.618 118-046
4.250 117-105
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 119-252 119-214
PP 119-238 119-163
S1 119-225 119-112

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

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