CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 21-Apr-2008

Day Change Summary
	Previous	Current
	18-Apr-2008	21-Apr-2008	Change	Change %	Previous Week
Open	115-315	116-085	0-090	0.2%	118-180
High	116-055	116-135	0-080	0.2%	118-190
Low	115-100	116-000	0-220	0.6%	115-100
Close	116-045	116-125	0-080	0.2%	116-045
Range	0-275	0-135	-0-140	-50.9%	3-090
ATR	0-277	0-267	-0-010	-3.7%	0-000
Volume	985,254	929,241	-56,013	-5.7%	4,546,717

Daily Pivots for day following 21-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-172	117-123	116-199
R3	117-037	116-308	116-162
R2	116-222	116-222	116-150
R1	116-173	116-173	116-137	116-198
PP	116-087	116-087	116-087	116-099
S1	116-038	116-038	116-113	116-062
S2	115-272	115-272	116-100
S3	115-137	115-223	116-088
S4	115-002	115-088	116-051

Weekly Pivots for week ending 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-168	124-197	117-302
R3	123-078	121-107	117-014
R2	119-308	119-308	116-238
R1	118-017	118-017	116-141	117-118
PP	116-218	116-218	116-218	116-109
S1	114-247	114-247	115-269	114-028
S2	113-128	113-128	115-172
S3	110-038	111-157	115-076
S4	106-268	108-067	114-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-015	115-100	2-235	2.3%	0-235	0.6%	39%	False	False	938,726
10	118-190	115-100	3-090	2.8%	0-234	0.6%	33%	False	False	864,627
20	119-100	115-100	4-000	3.4%	0-218	0.6%	27%	False	False	851,457
40	119-305	114-010	5-295	5.1%	0-258	0.7%	40%	False	False	1,228,942
60	119-305	113-250	6-055	5.3%	0-238	0.6%	42%	False	False	1,061,400
80	119-305	110-275	9-030	7.8%	0-193	0.5%	61%	False	False	810,470
100	119-305	110-275	9-030	7.8%	0-154	0.4%	61%	False	False	684,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-044
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	118-069
2.618	117-168
1.618	117-033
1.000	116-270
0.618	116-218
HIGH	116-135
0.618	116-083
0.500	116-068
0.382	116-052
LOW	116-000
0.618	115-237
1.000	115-185
1.618	115-102
2.618	114-287
4.250	114-066

Fisher Pivots for day following 21-Apr-2008
Pivot	1 day	3 day
R1	116-106	116-088
PP	116-087	116-052
S1	116-068	116-015

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols