CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 04-Apr-2008
Day Change Summary
Previous Current
03-Apr-2008 04-Apr-2008 Change Change % Previous Week
Open 117-155 117-185 0-030 0.1% 118-290
High 117-295 118-165 0-190 0.5% 119-100
Low 117-135 117-155 0-020 0.1% 117-050
Close 117-135 118-100 0-285 0.8% 118-100
Range 0-160 1-010 0-170 106.3% 2-050
ATR 0-276 0-281 0-005 1.9% 0-000
Volume 976,232 738,997 -237,235 -24.3% 4,293,737
Daily Pivots for day following 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-063 120-252 118-282
R3 120-053 119-242 118-191
R2 119-043 119-043 118-160
R1 118-232 118-232 118-130 118-298
PP 118-033 118-033 118-033 118-066
S1 117-222 117-222 118-070 117-288
S2 117-023 117-023 118-040
S3 116-013 116-212 118-009
S4 115-003 115-202 117-238
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 124-233 123-217 119-160
R3 122-183 121-167 118-290
R2 120-133 120-133 118-226
R1 119-117 119-117 118-163 118-260
PP 118-083 118-083 118-083 117-315
S1 117-067 117-067 118-037 116-210
S2 116-033 116-033 117-294
S3 113-303 115-017 117-230
S4 111-253 112-287 117-040
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% 0-215 0.6% 54% False False 858,747
10 119-100 117-050 2-050 1.8% 0-221 0.6% 54% False False 790,483
20 119-305 116-220 3-085 2.8% 0-266 0.7% 50% False False 1,081,386
40 119-305 113-250 6-055 5.2% 0-273 0.7% 73% False False 1,330,727
60 119-305 113-250 6-055 5.2% 0-212 0.6% 73% False False 913,351
80 119-305 110-275 9-030 7.7% 0-161 0.4% 82% False False 701,540
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 0-032
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122-288
2.618 121-069
1.618 120-059
1.000 119-175
0.618 119-049
HIGH 118-165
0.618 118-039
0.500 118-000
0.382 117-281
LOW 117-155
0.618 116-271
1.000 116-145
1.618 115-261
2.618 114-251
4.250 113-032
Fisher Pivots for day following 04-Apr-2008
Pivot 1 day 3 day
R1 118-067 118-049
PP 118-033 117-318
S1 118-000 117-268

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

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