CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 115-125 115-000 -0-125 -0.3% 115-110
High 115-130 115-170 0-040 0.1% 115-315
Low 114-160 115-000 0-160 0.4% 114-160
Close 114-235 115-165 0-250 0.7% 115-165
Range 0-290 0-170 -0-120 -41.4% 1-155
ATR 0-240 0-241 0-001 0.5% 0-000
Volume 1,217,396 1,389,437 172,041 14.1% 5,940,696
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 116-302 116-243 115-258
R3 116-132 116-073 115-212
R2 115-282 115-282 115-196
R1 115-223 115-223 115-181 115-252
PP 115-112 115-112 115-112 115-126
S1 115-053 115-053 115-149 115-082
S2 114-262 114-262 115-134
S3 114-092 114-203 115-118
S4 113-242 114-033 115-072
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 119-252 119-043 116-106
R3 118-097 117-208 115-296
R2 116-262 116-262 115-252
R1 116-053 116-053 115-209 116-158
PP 115-107 115-107 115-107 115-159
S1 114-218 114-218 115-121 115-002
S2 113-272 113-272 115-078
S3 112-117 113-063 115-034
S4 110-282 111-228 114-224
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% 0-192 0.5% 68% False False 1,188,139
10 116-105 114-145 1-280 1.6% 0-216 0.6% 57% False False 1,119,588
20 116-125 114-145 1-300 1.7% 0-215 0.6% 55% False False 973,386
40 119-100 114-145 4-275 4.2% 0-223 0.6% 22% False False 922,766
60 119-305 114-145 5-160 4.8% 0-238 0.6% 19% False False 1,066,772
80 119-305 113-250 6-055 5.3% 0-240 0.6% 28% False False 1,077,327
100 119-305 113-200 6-105 5.5% 0-207 0.6% 30% False False 876,486
120 119-305 110-275 9-030 7.9% 0-173 0.5% 51% False False 747,970
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-252
2.618 116-295
1.618 116-125
1.000 116-020
0.618 115-275
HIGH 115-170
0.618 115-105
0.500 115-085
0.382 115-065
LOW 115-000
0.618 114-215
1.000 114-150
1.618 114-045
2.618 113-195
4.250 112-238
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 115-138 115-131
PP 115-112 115-097
S1 115-085 115-062

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

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