CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 13-May-2008
Day Change Summary
Previous Current
12-May-2008 13-May-2008 Change Change % Previous Week
Open 115-270 115-290 0-020 0.1% 114-310
High 116-105 115-290 -0-135 -0.4% 116-125
Low 115-270 114-295 -0-295 -0.8% 114-170
Close 116-010 114-295 -1-035 -1.0% 116-020
Range 0-155 0-315 0-160 103.2% 1-275
ATR 0-234 0-242 0-009 3.7% 0-000
Volume 862,224 684,455 -177,769 -20.6% 4,574,884
Daily Pivots for day following 13-May-2008
Classic Woodie Camarilla DeMark
R4 118-065 117-175 115-148
R3 117-070 116-180 115-062
R2 116-075 116-075 115-033
R1 115-185 115-185 115-004 115-132
PP 115-080 115-080 115-080 115-054
S1 114-190 114-190 114-266 114-138
S2 114-085 114-085 114-237
S3 113-090 113-195 114-208
S4 112-095 112-200 114-122
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 121-077 120-163 117-027
R3 119-122 118-208 116-184
R2 117-167 117-167 116-129
R1 116-253 116-253 116-075 117-050
PP 115-212 115-212 115-212 115-270
S1 114-298 114-298 115-285 115-095
S2 113-257 113-257 115-231
S3 111-302 113-023 115-176
S4 110-027 111-068 115-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-125 114-170 1-275 1.6% 0-217 0.6% 21% False False 873,675
10 116-125 114-170 1-275 1.6% 0-236 0.6% 21% False False 841,444
20 117-125 114-170 2-275 2.5% 0-225 0.6% 14% False False 859,455
40 119-305 114-170 5-135 4.7% 0-226 0.6% 7% False False 862,354
60 119-305 113-250 6-055 5.4% 0-255 0.7% 18% False False 1,155,335
80 119-305 113-250 6-055 5.4% 0-229 0.6% 18% False False 965,595
100 119-305 110-275 9-030 7.9% 0-190 0.5% 45% False False 783,051
120 119-305 110-275 9-030 7.9% 0-159 0.4% 45% False False 683,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-029
2.618 118-155
1.618 117-160
1.000 116-285
0.618 116-165
HIGH 115-290
0.618 115-170
0.500 115-132
0.382 115-095
LOW 114-295
0.618 114-100
1.000 113-300
1.618 113-105
2.618 112-110
4.250 110-236
Fisher Pivots for day following 13-May-2008
Pivot 1 day 3 day
R1 115-132 115-210
PP 115-080 115-132
S1 115-028 115-053

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

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