CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary
Previous Current
02-May-2008 05-May-2008 Change Change % Previous Week
Open 115-250 114-310 -0-260 -0.7% 115-000
High 116-005 115-070 -0-255 -0.7% 116-105
Low 114-220 114-230 0-010 0.0% 114-220
Close 114-310 115-025 0-035 0.1% 114-310
Range 1-105 0-160 -0-265 -62.4% 1-205
ATR 0-256 0-249 -0-007 -2.7% 0-000
Volume 790,698 1,158,164 367,466 46.5% 3,696,964
Daily Pivots for day following 05-May-2008
Classic Woodie Camarilla DeMark
R4 116-162 116-093 115-113
R3 116-002 115-253 115-069
R2 115-162 115-162 115-054
R1 115-093 115-093 115-040 115-128
PP 115-002 115-002 115-002 115-019
S1 114-253 114-253 115-010 114-288
S2 114-162 114-162 114-316
S3 114-002 114-093 114-301
S4 113-162 113-253 114-257
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 120-080 119-080 115-279
R3 118-195 117-195 115-134
R2 116-310 116-310 115-086
R1 115-310 115-310 115-038 115-208
PP 115-105 115-105 115-105 115-054
S1 114-105 114-105 114-262 114-002
S2 113-220 113-220 114-214
S3 112-015 112-220 114-166
S4 110-130 111-015 114-021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-105 114-220 1-205 1.4% 0-244 0.7% 24% False False 799,027
10 116-310 114-220 2-090 2.0% 0-231 0.6% 17% False False 827,725
20 118-190 114-220 3-290 3.4% 0-232 0.6% 10% False False 846,176
40 119-305 114-220 5-085 4.6% 0-247 0.7% 7% False False 953,955
60 119-305 113-250 6-055 5.4% 0-256 0.7% 21% False False 1,185,975
80 119-305 113-250 6-055 5.4% 0-220 0.6% 21% False False 909,332
100 119-305 110-275 9-030 7.9% 0-178 0.5% 46% False False 739,563
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-110
2.618 116-169
1.618 116-009
1.000 115-230
0.618 115-169
HIGH 115-070
0.618 115-009
0.500 114-310
0.382 114-291
LOW 114-230
0.618 114-131
1.000 114-070
1.618 113-291
2.618 113-131
4.250 112-190
Fisher Pivots for day following 05-May-2008
Pivot 1 day 3 day
R1 115-013 115-162
PP 115-002 115-117
S1 114-310 115-071

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

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