CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 115-020 115-000 -0-020 -0.1% 116-085
High 115-125 115-115 -0-010 0.0% 116-310
Low 115-015 115-000 -0-015 0.0% 115-015
Close 115-020 115-110 0-090 0.2% 115-020
Range 0-110 0-115 0-005 4.5% 1-295
ATR 0-260 0-250 -0-010 -4.0% 0-000
Volume 1,115,396 859,990 -255,406 -22.9% 4,351,364
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-100 116-060 115-173
R3 115-305 115-265 115-142
R2 115-190 115-190 115-131
R1 115-150 115-150 115-121 115-170
PP 115-075 115-075 115-075 115-085
S1 115-035 115-035 115-099 115-055
S2 114-280 114-280 115-089
S3 114-165 114-240 115-078
S4 114-050 114-125 115-047
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-147 120-058 116-038
R3 119-172 118-083 115-189
R2 117-197 117-197 115-133
R1 116-108 116-108 115-076 116-005
PP 115-222 115-222 115-222 115-170
S1 114-133 114-133 114-284 114-030
S2 113-247 113-247 114-227
S3 111-272 112-158 114-171
S4 109-297 110-183 114-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-310 115-000 1-310 1.7% 0-218 0.6% 17% False True 856,422
10 118-015 115-000 3-015 2.6% 0-226 0.6% 11% False True 897,574
20 118-190 115-000 3-190 3.1% 0-230 0.6% 10% False True 884,829
40 119-305 115-000 4-305 4.3% 0-243 0.7% 7% False True 1,052,958
60 119-305 113-250 6-055 5.4% 0-248 0.7% 25% False False 1,125,148
80 119-305 113-230 6-075 5.4% 0-206 0.6% 26% False False 862,823
100 119-305 110-275 9-030 7.9% 0-165 0.4% 49% False False 708,705
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-284
2.618 116-096
1.618 115-301
1.000 115-230
0.618 115-186
HIGH 115-115
0.618 115-071
0.500 115-058
0.382 115-044
LOW 115-000
0.618 114-249
1.000 114-205
1.618 114-134
2.618 114-019
4.250 113-151
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 115-092 115-188
PP 115-075 115-162
S1 115-058 115-136

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

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