CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 116-135 116-045 -0-090 -0.2% 118-180
High 116-310 116-055 -0-255 -0.7% 118-190
Low 115-280 115-035 -0-245 -0.7% 115-100
Close 116-025 115-100 -0-245 -0.7% 116-045
Range 1-030 1-020 -0-010 -2.9% 3-090
ATR 0-267 0-272 0-005 2.0% 0-000
Volume 842,245 777,223 -65,022 -7.7% 4,546,717
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 118-230 118-025 115-287
R3 117-210 117-005 115-194
R2 116-190 116-190 115-162
R1 115-305 115-305 115-131 115-238
PP 115-170 115-170 115-170 115-136
S1 114-285 114-285 115-069 114-218
S2 114-150 114-150 115-038
S3 113-130 113-265 115-006
S4 112-110 112-245 114-233
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
5 116-310 115-035 1-275 1.6% 0-255 0.7% 11% False True 844,244
10 118-190 115-035 3-155 3.0% 0-247 0.7% 6% False True 869,172
20 119-100 115-035 4-065 3.6% 0-235 0.6% 5% False True 864,195
40 119-305 114-185 5-120 4.7% 0-257 0.7% 14% False False 1,152,483
60 119-305 113-250 6-055 5.4% 0-248 0.7% 25% False False 1,094,344
80 119-305 112-225 7-080 6.3% 0-204 0.6% 36% False False 838,675
100 119-305 110-275 9-030 7.9% 0-163 0.4% 49% False False 698,132
Crabel Price Patterns
NR True
NR4 False
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-220
2.618 118-305
1.618 117-285
1.000 117-075
0.618 116-265
HIGH 116-055
0.618 115-245
0.500 115-205
0.382 115-165
LOW 115-035
0.618 114-145
1.000 114-015
1.618 113-125
2.618 112-105
4.250 110-190
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 115-205 116-012
PP 115-170 115-255
S1 115-135 115-178

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

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