CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
24-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 119-070 118-125 -0-265 -0.7% 119-100
High 119-070 118-210 -0-180 -0.5% 119-305
Low 117-290 118-060 0-090 0.2% 118-240
Close 118-070 118-170 0-100 0.3% 119-265
Range 1-100 0-150 -0-270 -64.3% 1-065
ATR 1-000 0-308 -0-012 -3.8% 0-000
Volume 602,756 588,364 -14,392 -2.4% 5,230,326
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 119-277 119-213 118-252
R3 119-127 119-063 118-211
R2 118-297 118-297 118-198
R1 118-233 118-233 118-184 118-265
PP 118-147 118-147 118-147 118-162
S1 118-083 118-083 118-156 118-115
S2 117-317 117-317 118-142
S3 117-167 117-253 118-129
S4 117-017 117-103 118-088
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% 0-246 0.6% 31% False False 962,551
10 119-305 116-220 3-085 2.8% 0-308 0.8% 56% False False 1,192,714
20 119-305 114-010 5-295 5.0% 0-290 0.8% 76% False False 1,566,744
40 119-305 113-250 6-055 5.2% 0-247 0.7% 77% False False 1,177,955
60 119-305 111-165 8-140 7.1% 0-187 0.5% 83% False False 806,467
80 119-305 110-275 9-030 7.7% 0-141 0.4% 84% False False 644,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-076
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 120-208
2.618 119-283
1.618 119-133
1.000 119-040
0.618 118-303
HIGH 118-210
0.618 118-153
0.500 118-135
0.382 118-117
LOW 118-060
0.618 117-287
1.000 117-230
1.618 117-137
2.618 116-307
4.250 116-062
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 118-158 118-298
PP 118-147 118-255
S1 118-135 118-212

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

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