CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 24-Mar-2008

Day Change Summary
	Previous	Current
	20-Mar-2008	24-Mar-2008	Change	Change %	Previous Week
Open	119-160	119-070	-0-090	-0.2%	119-100
High	119-305	119-070	-0-235	-0.6%	119-305
Low	119-145	117-290	-1-175	-1.3%	118-240
Close	119-265	118-070	-1-195	-1.3%	119-265
Range	0-160	1-100	0-260	162.5%	1-065
ATR	0-298	1-000	0-023	7.6%	0-000
Volume	1,274,707	602,756	-671,951	-52.7%	5,230,326

Daily Pivots for day following 24-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-123	121-197	118-301
R3	121-023	120-097	118-186
R2	119-243	119-243	118-147
R1	118-317	118-317	118-108	118-230
PP	118-143	118-143	118-143	118-100
S1	117-217	117-217	118-032	117-130
S2	117-043	117-043	117-313
S3	115-263	116-117	117-274
S4	114-163	115-017	117-159

Weekly Pivots for week ending 21-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-038	122-217	120-157
R3	121-293	121-152	120-051
R2	120-228	120-228	120-016
R1	120-087	120-087	119-300	120-158
PP	119-163	119-163	119-163	119-199
S1	119-022	119-022	119-230	119-092
S2	118-098	118-098	119-194
S3	117-033	117-277	119-159
S4	115-288	116-212	119-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-305	117-290	2-015	1.7%	0-265	0.7%	15%	False	True	1,166,616
10	119-305	116-220	3-085	2.8%	1-000	0.8%	47%	False	False	1,285,180
20	119-305	114-010	5-295	5.0%	0-298	0.8%	71%	False	False	1,606,428
40	119-305	113-250	6-055	5.2%	0-248	0.7%	72%	False	False	1,166,371
60	119-305	110-275	9-030	7.7%	0-184	0.5%	81%	False	False	796,808
80	119-305	110-275	9-030	7.7%	0-139	0.4%	81%	False	False	642,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	124-255
2.618	122-210
1.618	121-110
1.000	120-170
0.618	120-010
HIGH	119-070
0.618	118-230
0.500	118-180
0.382	118-130
LOW	117-290
0.618	117-030
1.000	116-190
1.618	115-250
2.618	114-150
4.250	112-105

Fisher Pivots for day following 24-Mar-2008
Pivot	1 day	3 day
R1	118-180	118-298
PP	118-143	118-222
S1	118-107	118-146

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols