CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 117-295 118-180 0-205 0.5% 117-255
High 118-130 118-190 0-060 0.2% 118-130
Low 117-250 117-280 0-030 0.1% 117-030
Close 118-065 117-295 -0-090 -0.2% 118-065
Range 0-200 0-230 0-030 15.0% 1-100
ATR 0-280 0-277 -0-004 -1.3% 0-000
Volume 909,044 782,325 -126,719 -13.9% 4,251,118
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 120-092 119-263 118-102
R3 119-182 119-033 118-038
R2 118-272 118-272 118-017
R1 118-123 118-123 117-316 118-082
PP 118-042 118-042 118-042 118-021
S1 117-213 117-213 117-274 117-172
S2 117-132 117-132 117-253
S3 116-222 116-303 117-232
S4 115-312 116-073 117-168
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-268 121-107 118-296
R3 120-168 120-007 118-180
R2 119-068 119-068 118-142
R1 118-227 118-227 118-104 118-308
PP 117-288 117-288 117-288 118-009
S1 117-127 117-127 118-026 117-208
S2 116-188 116-188 117-308
S3 115-088 116-027 117-270
S4 113-308 114-247 117-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-190 117-120 1-070 1.0% 0-233 0.6% 45% True False 790,527
10 118-190 117-030 1-160 1.3% 0-234 0.6% 55% True False 872,085
20 119-305 117-030 2-275 2.4% 0-225 0.6% 29% False False 908,429
40 119-305 113-250 6-055 5.2% 0-268 0.7% 67% False False 1,326,931
60 119-305 113-250 6-055 5.2% 0-229 0.6% 67% False False 989,552
80 119-305 110-275 9-030 7.7% 0-178 0.5% 78% False False 755,644
100 119-305 110-275 9-030 7.7% 0-143 0.4% 78% False False 641,470
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-208
2.618 120-152
1.618 119-242
1.000 119-100
0.618 119-012
HIGH 118-190
0.618 118-102
0.500 118-075
0.382 118-048
LOW 117-280
0.618 117-138
1.000 117-050
1.618 116-228
2.618 115-318
4.250 114-262
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 118-075 117-315
PP 118-042 117-308
S1 118-008 117-302

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

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