CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 113-060 113-310 0-250 0.7% 112-210
High 114-070 113-310 -0-080 -0.2% 114-140
Low 113-055 113-005 -0-050 -0.1% 112-200
Close 114-000 113-090 -0-230 -0.6% 114-000
Range 1-015 0-305 -0-030 -9.0% 1-260
ATR 0-217 0-224 0-007 3.2% 0-000
Volume 1,098,603 1,253,052 154,449 14.1% 6,428,952
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-090 115-235 113-258
R3 115-105 114-250 113-174
R2 114-120 114-120 113-146
R1 113-265 113-265 113-118 113-200
PP 113-135 113-135 113-135 113-102
S1 112-280 112-280 113-062 112-215
S2 112-150 112-150 113-034
S3 111-165 111-295 113-006
S4 110-180 110-310 112-242
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-040 118-120 114-319
R3 117-100 116-180 114-160
R2 115-160 115-160 114-106
R1 114-240 114-240 114-053 115-040
PP 113-220 113-220 113-220 113-280
S1 112-300 112-300 113-267 113-100
S2 111-280 111-280 113-214
S3 110-020 111-040 113-160
S4 108-080 109-100 113-001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-140 112-300 1-160 1.3% 0-301 0.8% 23% False False 1,350,096
10 114-140 111-230 2-230 2.4% 0-222 0.6% 57% False False 1,030,471
20 115-000 111-230 3-090 2.9% 0-165 0.5% 48% False False 550,163
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-006
2.618 116-148
1.618 115-163
1.000 114-295
0.618 114-178
HIGH 113-310
0.618 113-193
0.500 113-158
0.382 113-122
LOW 113-005
0.618 112-137
1.000 112-020
1.618 111-152
2.618 110-167
4.250 108-309
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 113-158 113-198
PP 113-135 113-162
S1 113-112 113-126

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

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