CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 117-255 117-235 -0-020 -0.1% 118-290
High 117-255 117-295 0-040 0.1% 119-100
Low 117-030 117-140 0-110 0.3% 117-050
Close 117-155 117-150 -0-005 0.0% 118-100
Range 0-225 0-155 -0-070 -31.1% 2-050
ATR 0-289 0-279 -0-010 -3.3% 0-000
Volume 1,080,806 718,179 -362,627 -33.6% 4,293,737
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-020 118-240 117-235
R3 118-185 118-085 117-193
R2 118-030 118-030 117-178
R1 117-250 117-250 117-164 117-222
PP 117-195 117-195 117-195 117-181
S1 117-095 117-095 117-136 117-068
S2 117-040 117-040 117-122
S3 116-205 116-260 117-107
S4 116-050 116-105 117-065
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
5 118-165 117-030 1-135 1.2% 0-204 0.5% 26% False False 945,010
10 119-100 117-030 2-070 1.9% 0-202 0.5% 17% False False 851,269
20 119-305 116-220 3-085 2.8% 0-255 0.7% 24% False False 1,021,992
40 119-305 113-250 6-055 5.3% 0-269 0.7% 60% False False 1,372,126
60 119-305 113-250 6-055 5.3% 0-218 0.6% 60% False False 941,056
80 119-305 110-275 9-030 7.7% 0-166 0.4% 73% False False 719,955
Crabel Price Patterns
NR True
NR4 True
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 0-031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-314
2.618 119-061
1.618 118-226
1.000 118-130
0.618 118-071
HIGH 117-295
0.618 117-236
0.500 117-218
0.382 117-199
LOW 117-140
0.618 117-044
1.000 116-305
1.618 116-209
2.618 116-054
4.250 115-121
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 117-218 117-258
PP 117-195 117-222
S1 117-172 117-186

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

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