CBOT 10-Year T-Note Future December 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	112-050	113-000	0-270	0.8%	112-160
High	112-050	113-000	0-270	0.8%	112-310
Low	112-050	113-000	0-270	0.8%	111-230
Close	112-050	113-000	0-270	0.8%	112-050
Range
ATR	0-188	0-194	0-006	3.1%	0-000
Volume	4,766	1,882	-2,884	-60.5%	10,813

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-000	113-000	113-000
R3	113-000	113-000	113-000
R2	113-000	113-000	113-000
R1	113-000	113-000	113-000	113-000
PP	113-000	113-000	113-000	113-000
S1	113-000	113-000	113-000	113-000
S2	113-000	113-000	113-000
S3	113-000	113-000	113-000
S4	113-000	113-000	113-000

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-010	115-110	112-270
R3	114-250	114-030	112-160
R2	113-170	113-170	112-123
R1	112-270	112-270	112-087	112-180
PP	112-090	112-090	112-090	112-045
S1	111-190	111-190	112-013	111-100
S2	111-010	111-010	111-297
S3	109-250	110-110	111-260
S4	108-170	109-030	111-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-000	111-230	1-090	1.1%	0-062	0.2%	100%	True	False	2,496
10	114-060	111-230	2-150	2.2%	0-031	0.1%	52%	False	False	1,507
20	114-150	111-230	2-240	2.4%	0-040	0.1%	47%	False	False	1,069

Crabel Price Patterns
NR	False
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	0-006

Fibonacci Retracements and Extensions
4.250	113-000
2.618	113-000
1.618	113-000
1.000	113-000
0.618	113-000
HIGH	113-000
0.618	113-000
0.500	113-000
0.382	113-000
LOW	113-000
0.618	113-000
1.000	113-000
1.618	113-000
2.618	113-000
4.250	113-000

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	113-000	112-275
PP	113-000	112-230
S1	113-000	112-185

Download as Excel Spreadsheet

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

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