CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 27-Aug-2008

Day Change Summary
	Previous	Current
	26-Aug-2008	27-Aug-2008	Change	Change %	Previous Week
Open	115-140	115-130	-0-010	0.0%	115-050
High	115-180	115-270	0-090	0.2%	115-140
Low	115-140	115-130	-0-010	0.0%	114-220
Close	115-180	115-260	0-080	0.2%	114-250
Range	0-040	0-140	0-100	250.0%	0-240
ATR	0-141	0-141	0-000	0.0%	0-000
Volume	268,733	472,974	204,241	76.0%	220,557

Daily Pivots for day following 27-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-000	116-270	116-017
R3	116-180	116-130	115-298
R2	116-040	116-040	115-286
R1	115-310	115-310	115-273	116-015
PP	115-220	115-220	115-220	115-232
S1	115-170	115-170	115-247	115-195
S2	115-080	115-080	115-234
S3	114-260	115-030	115-222
S4	114-120	114-210	115-183

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-070	116-240	115-062
R3	116-150	116-000	114-316
R2	115-230	115-230	114-294
R1	115-080	115-080	114-272	115-035
PP	114-310	114-310	114-310	114-288
S1	114-160	114-160	114-228	114-115
S2	114-070	114-070	114-206
S3	113-150	113-240	114-184
S4	112-230	113-000	114-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-270	114-220	1-050	1.0%	0-044	0.1%	97%	True	False	207,488
10	115-270	114-170	1-100	1.1%	0-036	0.1%	98%	True	False	117,154
20	115-270	113-080	2-190	2.2%	0-041	0.1%	99%	True	False	64,652
40	115-270	111-230	4-040	3.6%	0-040	0.1%	99%	True	False	33,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	117-225
2.618	116-317
1.618	116-177
1.000	116-090
0.618	116-037
HIGH	115-270
0.618	115-217
0.500	115-200
0.382	115-183
LOW	115-130
0.618	115-043
1.000	114-310
1.618	114-223
2.618	114-083
4.250	113-175

Fisher Pivots for day following 27-Aug-2008
Pivot	1 day	3 day
R1	115-240	115-240
PP	115-220	115-220
S1	115-200	115-200

Download as Excel Spreadsheet

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

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