CBOT 10-Year T-Note Future December 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	114-170	114-210	0-040	0.1%	113-200
High	114-170	115-000	0-150	0.4%	115-000
Low	114-170	114-210	0-040	0.1%	113-200
Close	114-190	114-280	0-090	0.2%	114-280
Range	0-000	0-110	0-110		1-120
ATR	0-154	0-152	-0-002	-1.1%	0-000
Volume	32,965	10,111	-22,854	-69.3%	76,261

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-280	115-230	115-020
R3	115-170	115-120	114-310
R2	115-060	115-060	114-300
R1	115-010	115-010	114-290	115-035
PP	114-270	114-270	114-270	114-282
S1	114-220	114-220	114-270	114-245
S2	114-160	114-160	114-260
S3	114-050	114-110	114-250
S4	113-260	114-000	114-220

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-200	118-040	115-202
R3	117-080	116-240	115-081
R2	115-280	115-280	115-041
R1	115-120	115-120	115-000	115-200
PP	114-160	114-160	114-160	114-200
S1	114-000	114-000	114-240	114-080
S2	113-040	113-040	114-199
S3	111-240	112-200	114-159
S4	110-120	111-080	114-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	113-200	1-120	1.2%	0-024	0.1%	91%	True	False	15,252
10	115-000	113-080	1-240	1.5%	0-057	0.2%	93%	True	False	15,183
20	115-000	111-230	3-090	2.9%	0-044	0.1%	96%	True	False	9,551
40	115-000	110-180	4-140	3.9%	0-034	0.1%	97%	True	False	5,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116-148
2.618	115-288
1.618	115-178
1.000	115-110
0.618	115-068
HIGH	115-000
0.618	114-278
0.500	114-265
0.382	114-252
LOW	114-210
0.618	114-142
1.000	114-100
1.618	114-032
2.618	113-242
4.250	113-062

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	114-275	114-268
PP	114-270	114-257
S1	114-265	114-245

Download as Excel Spreadsheet

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

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