CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 115-215 115-125 -0-090 -0.2% 115-270
High 115-285 115-130 -0-155 -0.4% 116-105
Low 115-140 114-160 -0-300 -0.8% 114-145
Close 115-205 114-235 -0-290 -0.8% 115-070
Range 0-145 0-290 0-145 100.0% 1-280
ATR 0-230 0-240 0-010 4.2% 0-000
Volume 1,199,782 1,217,396 17,614 1.5% 5,255,185
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 117-192 117-023 115-074
R3 116-222 116-053 114-315
R2 115-252 115-252 114-288
R1 115-083 115-083 114-262 115-022
PP 114-282 114-282 114-282 114-251
S1 114-113 114-113 114-208 114-052
S2 113-312 113-312 114-182
S3 113-022 113-143 114-155
S4 112-052 112-173 114-076
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 120-307 119-308 116-080
R3 119-027 118-028 115-235
R2 117-067 117-067 115-180
R1 116-068 116-068 115-125 115-248
PP 115-107 115-107 115-107 115-036
S1 114-108 114-108 115-015 113-288
S2 113-147 113-147 114-280
S3 111-187 112-148 114-225
S4 109-227 110-188 114-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-315 114-160 1-155 1.3% 0-214 0.6% 16% False True 1,138,359
10 116-125 114-145 1-300 1.7% 0-215 0.6% 15% False False 1,090,314
20 116-125 114-145 1-300 1.7% 0-212 0.6% 15% False False 959,684
40 119-100 114-145 4-275 4.2% 0-224 0.6% 6% False False 911,939
60 119-305 114-145 5-160 4.8% 0-242 0.7% 5% False False 1,088,217
80 119-305 113-250 6-055 5.4% 0-239 0.7% 15% False False 1,060,679
100 119-305 112-225 7-080 6.3% 0-205 0.6% 28% False False 862,876
120 119-305 110-275 9-030 7.9% 0-171 0.5% 43% False False 741,724
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 0-026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-082
2.618 117-249
1.618 116-279
1.000 116-100
0.618 115-309
HIGH 115-130
0.618 115-019
0.500 114-305
0.382 114-271
LOW 114-160
0.618 113-301
1.000 113-190
1.618 113-011
2.618 112-041
4.250 110-208
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 114-305 115-078
PP 114-282 115-023
S1 114-258 114-289

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

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