CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 114-060 113-180 -0-200 -0.5% 113-180
High 114-060 114-135 0-075 0.2% 114-065
Low 113-135 113-160 0-025 0.1% 112-270
Close 113-140 114-085 0-265 0.7% 113-140
Range 0-245 0-295 0-050 20.4% 1-115
ATR 0-243 0-248 0-005 2.1% 0-000
Volume 995,122 1,105,564 110,442 11.1% 4,647,561
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-265 116-150 114-247
R3 115-290 115-175 114-166
R2 114-315 114-315 114-139
R1 114-200 114-200 114-112 114-258
PP 114-020 114-020 114-020 114-049
S1 113-225 113-225 114-058 113-282
S2 113-045 113-045 114-031
S3 112-070 112-250 114-004
S4 111-095 111-275 113-243
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-183 116-277 114-059
R3 116-068 115-162 113-260
R2 114-273 114-273 113-220
R1 114-047 114-047 113-180 113-262
PP 113-158 113-158 113-158 113-106
S1 112-252 112-252 113-100 112-148
S2 112-043 112-043 113-060
S3 110-248 111-137 113-020
S4 109-133 110-022 112-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-135 112-270 1-185 1.4% 0-210 0.6% 90% True False 933,416
10 116-010 112-270 3-060 2.8% 0-209 0.6% 45% False False 1,052,535
20 116-010 112-270 3-060 2.8% 0-223 0.6% 45% False False 1,043,309
40 116-010 111-050 4-280 4.3% 0-228 0.6% 64% False False 1,043,793
60 116-010 111-050 4-280 4.3% 0-184 0.5% 64% False False 752,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 118-109
2.618 116-267
1.618 115-292
1.000 115-110
0.618 114-317
HIGH 114-135
0.618 114-022
0.500 113-308
0.382 113-273
LOW 113-160
0.618 112-298
1.000 112-185
1.618 112-003
2.618 111-028
4.250 109-186
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 114-052 114-048
PP 114-020 114-012
S1 113-308 113-295

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

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