CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 116-080 116-255 0-175 0.5% 116-060
High 116-080 116-315 0-235 0.6% 116-245
Low 115-300 116-255 0-275 0.7% 115-300
Close 116-005 116-260 0-255 0.7% 116-005
Range 0-100 0-060 -0-040 -40.0% 0-265
ATR 0-196 0-204 0-008 4.1% 0-000
Volume 890,819 852,555 -38,264 -4.3% 3,523,734
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-137 117-098 116-293
R3 117-077 117-038 116-276
R2 117-017 117-017 116-271
R1 116-298 116-298 116-266 116-318
PP 116-277 116-277 116-277 116-286
S1 116-238 116-238 116-254 116-258
S2 116-217 116-217 116-249
S3 116-157 116-178 116-244
S4 116-097 116-118 116-227
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-232 118-063 116-151
R3 117-287 117-118 116-078
R2 117-022 117-022 116-054
R1 116-173 116-173 116-029 116-125
PP 116-077 116-077 116-077 116-052
S1 115-228 115-228 115-301 115-180
S2 115-132 115-132 115-276
S3 114-187 114-283 115-252
S4 113-242 114-018 115-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-315 115-300 1-015 0.9% 0-102 0.3% 84% True False 755,688
10 116-315 115-040 1-275 1.6% 0-138 0.4% 91% True False 742,892
20 116-315 113-165 3-150 3.0% 0-164 0.4% 95% True False 829,273
40 116-315 112-270 4-045 3.5% 0-194 0.5% 96% True False 936,291
60 116-315 111-050 5-265 5.0% 0-206 0.6% 97% True False 972,286
80 116-315 111-050 5-265 5.0% 0-179 0.5% 97% True False 771,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-017
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117-250
2.618 117-152
1.618 117-092
1.000 117-055
0.618 117-032
HIGH 116-315
0.618 116-292
0.500 116-285
0.382 116-278
LOW 116-255
0.618 116-218
1.000 116-195
1.618 116-158
2.618 116-098
4.250 116-000
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 116-285 116-222
PP 116-277 116-185
S1 116-268 116-148

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

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