CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
23-May-2008 27-May-2008 Change Change % Previous Week
Open 115-000 115-055 0-055 0.1% 115-110
High 115-170 115-055 -0-115 -0.3% 115-315
Low 115-000 114-250 -0-070 -0.2% 114-160
Close 115-165 114-260 -0-225 -0.6% 115-165
Range 0-170 0-125 -0-045 -26.5% 1-155
ATR 0-241 0-240 0-000 -0.2% 0-000
Volume 1,389,437 1,062,776 -326,661 -23.5% 5,940,696
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 116-030 115-270 115-009
R3 115-225 115-145 114-294
R2 115-100 115-100 114-283
R1 115-020 115-020 114-271 114-318
PP 114-295 114-295 114-295 114-284
S1 114-215 114-215 114-249 114-192
S2 114-170 114-170 114-237
S3 114-045 114-090 114-226
S4 113-240 113-285 114-191
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% 0-186 0.5% 21% False False 1,143,753
10 115-315 114-145 1-170 1.3% 0-214 0.6% 23% False False 1,139,643
20 116-125 114-145 1-300 1.7% 0-216 0.6% 19% False False 983,525
40 118-190 114-145 4-045 3.6% 0-223 0.6% 9% False False 934,177
60 119-305 114-145 5-160 4.8% 0-234 0.6% 7% False False 1,029,814
80 119-305 113-250 6-055 5.4% 0-240 0.7% 17% False False 1,089,742
100 119-305 113-230 6-075 5.4% 0-208 0.6% 18% False False 886,964
120 119-305 110-275 9-030 7.9% 0-174 0.5% 43% False False 754,508
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 116-266
2.618 116-062
1.618 115-257
1.000 115-180
0.618 115-132
HIGH 115-055
0.618 115-007
0.500 114-312
0.382 114-298
LOW 114-250
0.618 114-173
1.000 114-125
1.618 114-048
2.618 113-243
4.250 113-039
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 114-312 115-005
PP 114-295 114-303
S1 114-278 114-282

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

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