CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 118-195 118-170 -0-025 -0.1% 119-100
High 118-295 118-280 -0-015 0.0% 119-305
Low 118-165 118-045 -0-120 -0.3% 118-240
Close 118-210 118-115 -0-095 -0.3% 119-265
Range 0-130 0-235 0-105 80.8% 1-065
ATR 0-295 0-291 -0-004 -1.5% 0-000
Volume 724,395 739,209 14,814 2.0% 5,230,326
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 120-212 120-078 118-244
R3 119-297 119-163 118-180
R2 119-062 119-062 118-158
R1 118-248 118-248 118-137 118-198
PP 118-147 118-147 118-147 118-121
S1 118-013 118-013 118-093 117-282
S2 117-232 117-232 118-072
S3 116-317 117-098 118-050
S4 116-082 116-183 117-306
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% 0-219 0.6% 22% False False 785,886
10 119-305 117-205 2-100 2.0% 0-250 0.7% 31% False False 1,065,696
20 119-305 114-185 5-120 4.5% 0-279 0.7% 70% False False 1,440,772
40 119-305 113-250 6-055 5.2% 0-255 0.7% 74% False False 1,209,418
60 119-305 112-225 7-080 6.1% 0-193 0.5% 78% False False 830,168
80 119-305 110-275 9-030 7.7% 0-145 0.4% 82% False False 656,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-319
2.618 120-255
1.618 120-020
1.000 119-195
0.618 119-105
HIGH 118-280
0.618 118-190
0.500 118-162
0.382 118-135
LOW 118-045
0.618 117-220
1.000 117-130
1.618 116-305
2.618 116-070
4.250 115-006
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 118-162 118-170
PP 118-147 118-152
S1 118-131 118-133

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

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