CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 118-180 118-015 -0-165 -0.4% 117-255
High 118-190 118-015 -0-175 -0.5% 118-130
Low 117-280 117-080 -0-200 -0.5% 117-030
Close 117-295 117-130 -0-165 -0.4% 118-065
Range 0-230 0-255 0-025 10.9% 1-100
ATR 0-277 0-275 -0-002 -0.6% 0-000
Volume 782,325 745,170 -37,155 -4.7% 4,251,118
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-307 119-153 117-270
R3 119-052 118-218 117-200
R2 118-117 118-117 117-177
R1 117-283 117-283 117-153 117-232
PP 117-182 117-182 117-182 117-156
S1 117-028 117-028 117-107 116-298
S2 116-247 116-247 117-083
S3 115-312 116-093 117-060
S4 115-057 115-158 116-310
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
5 118-190 117-080 1-110 1.1% 0-253 0.7% 12% False True 795,925
10 118-190 117-030 1-160 1.3% 0-228 0.6% 21% False False 870,468
20 119-305 117-030 2-275 2.4% 0-226 0.6% 11% False False 865,254
40 119-305 113-250 6-055 5.3% 0-269 0.7% 59% False False 1,303,275
60 119-305 113-250 6-055 5.3% 0-230 0.6% 59% False False 1,000,975
80 119-305 110-275 9-030 7.7% 0-181 0.5% 72% False False 763,950
100 119-305 110-275 9-030 7.7% 0-145 0.4% 72% False False 648,452
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 3 trading days
Fibonacci Retracements and Extensions
4.250 121-139
2.618 120-043
1.618 119-108
1.000 118-270
0.618 118-173
HIGH 118-015
0.618 117-238
0.500 117-208
0.382 117-177
LOW 117-080
0.618 116-242
1.000 116-145
1.618 115-307
2.618 115-052
4.250 113-276
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 117-208 117-295
PP 117-182 117-240
S1 117-156 117-185

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

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