CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 118-125 117-110 -1-015 -0.9% 119-070
High 118-125 117-200 -0-245 -0.6% 119-070
Low 117-140 117-050 -0-090 -0.2% 117-290
Close 117-230 117-135 -0-095 -0.3% 118-225
Range 0-305 0-150 -0-155 -50.8% 1-100
ATR 0-293 0-285 -0-008 -2.8% 0-000
Volume 761,340 1,210,838 449,498 59.0% 3,611,093
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 118-258 118-187 117-218
R3 118-108 118-037 117-176
R2 117-278 117-278 117-162
R1 117-207 117-207 117-149 117-242
PP 117-128 117-128 117-128 117-146
S1 117-057 117-057 117-121 117-092
S2 116-298 116-298 117-108
S3 116-148 116-227 117-094
S4 115-318 116-077 117-052
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 122-175 121-300 119-136
R3 121-075 120-200 119-020
R2 119-295 119-295 118-302
R1 119-100 119-100 118-264 118-308
PP 118-195 118-195 118-195 118-139
S1 118-000 118-000 118-186 117-208
S2 117-095 117-095 118-148
S3 115-315 116-220 118-110
S4 114-215 115-120 117-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-100 117-050 2-050 1.8% 0-204 0.5% 12% False True 854,817
10 119-305 117-050 2-255 2.4% 0-218 0.6% 9% False True 868,859
20 119-305 116-080 3-225 3.2% 0-264 0.7% 32% False False 1,160,719
40 119-305 113-250 6-055 5.3% 0-267 0.7% 59% False False 1,290,402
60 119-305 113-250 6-055 5.3% 0-205 0.5% 59% False False 887,065
80 119-305 110-275 9-030 7.7% 0-155 0.4% 72% False False 684,562
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-198
2.618 118-273
1.618 118-123
1.000 118-030
0.618 117-293
HIGH 117-200
0.618 117-143
0.500 117-125
0.382 117-107
LOW 117-050
0.618 116-277
1.000 116-220
1.618 116-127
2.618 115-297
4.250 115-052
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 117-132 118-075
PP 117-128 117-308
S1 117-125 117-222

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

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