CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 115-090 114-240 -0-170 -0.5% 114-055
High 115-090 115-130 0-040 0.1% 115-230
Low 114-235 114-240 0-005 0.0% 114-050
Close 114-240 115-135 0-215 0.6% 115-135
Range 0-175 0-210 0-035 20.0% 1-180
ATR 0-234 0-232 -0-002 -0.7% 0-000
Volume 100,426 62,521 -37,905 -37.7% 992,269
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 117-052 116-303 115-250
R3 116-162 116-093 115-193
R2 115-272 115-272 115-174
R1 115-203 115-203 115-154 115-238
PP 115-062 115-062 115-062 115-079
S1 114-313 114-313 115-116 115-028
S2 114-172 114-172 115-096
S3 113-282 114-103 115-077
S4 113-072 113-213 115-020
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-252 119-053 116-090
R3 118-072 117-193 115-272
R2 116-212 116-212 115-227
R1 116-013 116-013 115-181 116-112
PP 115-032 115-032 115-032 115-081
S1 114-153 114-153 115-089 114-252
S2 113-172 113-172 115-043
S3 111-312 112-293 114-318
S4 110-132 111-113 114-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-230 114-050 1-180 1.4% 0-181 0.5% 81% False False 198,453
10 115-230 113-050 2-180 2.2% 0-172 0.5% 88% False False 845,350
20 116-125 113-050 3-075 2.8% 0-194 0.5% 70% False False 967,832
40 118-190 113-050 5-140 4.7% 0-211 0.6% 42% False False 908,473
60 119-305 113-050 6-255 5.9% 0-220 0.6% 33% False False 926,467
80 119-305 113-050 6-255 5.9% 0-241 0.7% 33% False False 1,131,865
100 119-305 113-050 6-255 5.9% 0-219 0.6% 33% False False 941,821
120 119-305 110-275 9-030 7.9% 0-186 0.5% 50% False False 794,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-062
2.618 117-040
1.618 116-150
1.000 116-020
0.618 115-260
HIGH 115-130
0.618 115-050
0.500 115-025
0.382 115-000
LOW 114-240
0.618 114-110
1.000 114-030
1.618 113-220
2.618 113-010
4.250 111-308
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 115-098 115-114
PP 115-062 115-093
S1 115-025 115-072

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

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