CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 115-145 115-280 0-135 0.4% 115-135
High 115-290 116-130 0-160 0.4% 116-130
Low 115-125 115-280 0-155 0.4% 114-175
Close 115-260 116-030 0-090 0.2% 116-030
Range 0-165 0-170 0-005 3.0% 1-275
ATR 0-225 0-222 -0-002 -1.1% 0-000
Volume 806,090 785,906 -20,184 -2.5% 3,879,397
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-230 117-140 116-124
R3 117-060 116-290 116-077
R2 116-210 116-210 116-061
R1 116-120 116-120 116-046 116-165
PP 116-040 116-040 116-040 116-062
S1 115-270 115-270 116-014 115-315
S2 115-190 115-190 115-319
S3 115-020 115-100 115-303
S4 114-170 114-250 115-256
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 121-083 120-172 117-037
R3 119-128 118-217 116-194
R2 117-173 117-173 116-139
R1 116-262 116-262 116-085 117-058
PP 115-218 115-218 115-218 115-276
S1 114-307 114-307 115-295 115-102
S2 113-263 113-263 115-241
S3 111-308 113-032 115-186
S4 110-033 111-077 115-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-130 114-175 1-275 1.6% 0-207 0.6% 83% True False 775,879
10 116-130 114-065 2-065 1.9% 0-178 0.5% 86% True False 835,481
20 116-130 112-270 3-180 3.1% 0-190 0.5% 91% True False 898,115
40 116-130 112-055 4-075 3.6% 0-203 0.5% 93% True False 960,505
60 116-130 111-050 5-080 4.5% 0-206 0.6% 94% True False 948,127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-212
2.618 117-255
1.618 117-085
1.000 116-300
0.618 116-235
HIGH 116-130
0.618 116-065
0.500 116-045
0.382 116-025
LOW 115-280
0.618 115-175
1.000 115-110
1.618 115-005
2.618 114-155
4.250 113-198
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 116-045 116-007
PP 116-040 115-303
S1 116-035 115-280

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

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