CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 113-200 113-275 0-075 0.2% 115-055
High 113-250 114-050 0-120 0.3% 115-055
Low 113-050 113-275 0-225 0.6% 113-050
Close 113-225 113-305 0-080 0.2% 113-305
Range 0-200 0-095 -0-105 -52.5% 2-005
ATR 0-246 0-239 -0-007 -2.9% 0-000
Volume 1,732,285 1,917,593 185,308 10.7% 6,071,802
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 114-282 114-228 114-037
R3 114-187 114-133 114-011
R2 114-092 114-092 114-002
R1 114-038 114-038 113-314 114-065
PP 113-317 113-317 113-317 114-010
S1 113-263 113-263 113-296 113-290
S2 113-222 113-222 113-288
S3 113-127 113-168 113-279
S4 113-032 113-073 113-253
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 120-045 119-020 115-020
R3 118-040 117-015 114-162
R2 116-035 116-035 114-103
R1 115-010 115-010 114-044 114-180
PP 114-030 114-030 114-030 113-275
S1 113-005 113-005 113-246 112-175
S2 112-025 112-025 113-187
S3 110-020 111-000 113-128
S4 108-015 108-315 112-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-170 113-050 2-120 2.1% 0-164 0.4% 34% False False 1,492,247
10 115-315 113-050 2-265 2.5% 0-189 0.5% 28% False False 1,315,303
20 116-125 113-050 3-075 2.8% 0-210 0.6% 25% False False 1,131,663
40 118-190 113-050 5-140 4.8% 0-221 0.6% 15% False False 985,693
60 119-305 113-050 6-255 6.0% 0-234 0.6% 12% False False 1,036,622
80 119-305 113-050 6-255 6.0% 0-244 0.7% 12% False False 1,149,630
100 119-305 113-050 6-255 6.0% 0-213 0.6% 12% False False 935,586
120 119-305 110-275 9-030 8.0% 0-178 0.5% 34% False False 791,835
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 0-031
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 115-134
2.618 114-299
1.618 114-204
1.000 114-145
0.618 114-109
HIGH 114-050
0.618 114-014
0.500 114-002
0.382 113-311
LOW 113-275
0.618 113-216
1.000 113-180
1.618 113-121
2.618 113-026
4.250 112-191
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 114-002 113-304
PP 113-317 113-303
S1 113-311 113-302

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

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