CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 116-080 117-190 1-110 1.2% 116-255
High 117-130 117-225 0-095 0.3% 117-010
Low 116-080 117-170 1-090 1.1% 116-100
Close 117-125 117-220 0-095 0.3% 116-220
Range 1-050 0-055 -0-315 -85.1% 0-230
ATR 0-209 0-201 -0-008 -3.7% 0-000
Volume 342,186 230,740 -111,446 -32.6% 5,389,923
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-050 118-030 117-250
R3 117-315 117-295 117-235
R2 117-260 117-260 117-230
R1 117-240 117-240 117-225 117-250
PP 117-205 117-205 117-205 117-210
S1 117-185 117-185 117-215 117-195
S2 117-150 117-150 117-210
S3 117-095 117-130 117-205
S4 117-040 117-075 117-190
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-267 118-153 117-026
R3 118-037 117-243 116-283
R2 117-127 117-127 116-262
R1 117-013 117-013 116-241 116-275
PP 116-217 116-217 116-217 116-188
S1 116-103 116-103 116-199 116-045
S2 115-307 115-307 116-178
S3 115-077 115-193 116-157
S4 114-167 114-283 116-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-225 116-080 1-145 1.2% 0-201 0.5% 99% True False 840,020
10 117-225 115-300 1-245 1.5% 0-146 0.4% 99% True False 841,024
20 117-225 114-065 3-160 3.0% 0-166 0.4% 100% True False 806,850
40 117-225 112-270 4-275 4.1% 0-191 0.5% 100% True False 914,837
60 117-225 111-050 6-175 5.6% 0-195 0.5% 100% True False 929,424
80 117-225 111-050 6-175 5.6% 0-188 0.5% 100% True False 834,609
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 0-014
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 118-139
2.618 118-049
1.618 117-314
1.000 117-280
0.618 117-259
HIGH 117-225
0.618 117-204
0.500 117-198
0.382 117-191
LOW 117-170
0.618 117-136
1.000 117-115
1.618 117-081
2.618 117-026
4.250 116-256
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 117-212 117-144
PP 117-205 117-068
S1 117-198 116-312

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

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