CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 117-110 117-155 0-045 0.1% 119-070
High 117-200 117-295 0-095 0.3% 119-070
Low 117-050 117-135 0-085 0.2% 117-290
Close 117-135 117-135 0-000 0.0% 118-225
Range 0-150 0-160 0-010 6.7% 1-100
ATR 0-285 0-276 -0-009 -3.1% 0-000
Volume 1,210,838 976,232 -234,606 -19.4% 3,611,093
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-028 118-242 117-223
R3 118-188 118-082 117-179
R2 118-028 118-028 117-164
R1 117-242 117-242 117-150 117-215
PP 117-188 117-188 117-188 117-175
S1 117-082 117-082 117-120 117-055
S2 117-028 117-028 117-106
S3 116-188 116-242 117-091
S4 116-028 116-082 117-047
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% 0-189 0.5% 12% False False 902,221
10 119-305 117-050 2-255 2.4% 0-204 0.5% 9% False False 844,054
20 119-305 116-130 3-175 3.0% 0-260 0.7% 29% False False 1,138,480
40 119-305 113-250 6-055 5.3% 0-266 0.7% 59% False False 1,313,567
60 119-305 113-250 6-055 5.3% 0-208 0.6% 59% False False 902,181
80 119-305 110-275 9-030 7.7% 0-157 0.4% 72% False False 694,907
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-015
2.618 119-074
1.618 118-234
1.000 118-135
0.618 118-074
HIGH 117-295
0.618 117-234
0.500 117-215
0.382 117-196
LOW 117-135
0.618 117-036
1.000 116-295
1.618 116-196
2.618 116-036
4.250 115-095
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 117-215 117-248
PP 117-188 117-210
S1 117-162 117-172

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

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