CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-May-2008

Day Change Summary
	Previous	Current
	14-May-2008	15-May-2008	Change	Change %	Previous Week
Open	113-030	113-110	0-080	0.2%	113-190
High	113-220	113-280	0-060	0.2%	114-290
Low	113-030	113-110	0-080	0.2%	113-070
Close	113-070	113-300	0-230	0.6%	114-250
Range	0-190	0-170	-0-020	-10.5%	1-220
ATR
Volume	16,858	70,959	54,101	320.9%	80,711

Daily Pivots for day following 15-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-100	115-050	114-074
R3	114-250	114-200	114-027
R2	114-080	114-080	114-011
R1	114-030	114-030	113-316	114-055
PP	113-230	113-230	113-230	113-242
S1	113-180	113-180	113-284	113-205
S2	113-060	113-060	113-269
S3	112-210	113-010	113-253
S4	112-040	112-160	113-206

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-117	118-243	115-227
R3	117-217	117-023	115-078
R2	115-317	115-317	115-029
R1	115-123	115-123	114-300	115-220
PP	114-097	114-097	114-097	114-145
S1	113-223	113-223	114-200	114-000
S2	112-197	112-197	114-151
S3	110-297	112-003	114-102
S4	109-077	110-103	113-273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	113-030	1-290	1.7%	0-166	0.5%	44%	False	False	26,107
10	115-000	113-030	1-290	1.7%	0-122	0.3%	44%	False	False	20,486

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	0-000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-042
2.618	115-085
1.618	114-235
1.000	114-130
0.618	114-065
HIGH	113-280
0.618	113-215
0.500	113-195
0.382	113-175
LOW	113-110
0.618	113-005
1.000	112-260
1.618	112-155
2.618	111-305
4.250	111-028

Fisher Pivots for day following 15-May-2008
Pivot	1 day	3 day
R1	113-265	113-290
PP	113-230	113-280
S1	113-195	113-270

Download as Excel Spreadsheet

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

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