CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 10-Jun-2008

Day Change Summary
	Previous	Current
	09-Jun-2008	10-Jun-2008	Change	Change %	Previous Week
Open	113-310	113-000	-0-310	-0.9%	112-210
High	113-310	113-035	-0-275	-0.8%	114-140
Low	113-005	112-055	-0-270	-0.7%	112-200
Close	113-090	112-095	-0-315	-0.9%	114-000
Range	0-305	0-300	-0-005	-1.6%	1-260
ATR	0-224	0-233	0-009	4.2%	0-000
Volume	1,253,052	1,156,379	-96,673	-7.7%	6,428,952

Daily Pivots for day following 10-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-108	114-242	112-260
R3	114-128	113-262	112-178
R2	113-148	113-148	112-150
R1	112-282	112-282	112-122	112-225
PP	112-168	112-168	112-168	112-140
S1	111-302	111-302	112-068	111-245
S2	111-188	111-188	112-040
S3	110-208	111-002	112-012
S4	109-228	110-022	111-250

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-040	118-120	114-319
R3	117-100	116-180	114-160
R2	115-160	115-160	114-106
R1	114-240	114-240	114-053	115-040
PP	113-220	113-220	113-220	113-280
S1	112-300	112-300	113-267	113-100
S2	111-280	111-280	113-214
S3	110-020	111-040	113-160
S4	108-080	109-100	113-001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-140	112-055	2-085	2.0%	0-277	0.8%	6%	False	True	1,332,321
10	114-140	111-230	2-230	2.4%	0-250	0.7%	21%	False	False	1,128,875
20	114-190	111-230	2-280	2.6%	0-173	0.5%	20%	False	False	607,246

Crabel Price Patterns
NR	True
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	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-030
2.618	115-180
1.618	114-200
1.000	114-015
0.618	113-220
HIGH	113-035
0.618	112-240
0.500	112-205
0.382	112-170
LOW	112-055
0.618	111-190
1.000	111-075
1.618	110-210
2.618	109-230
4.250	108-060

Fisher Pivots for day following 10-Jun-2008
Pivot	1 day	3 day
R1	112-205	113-062
PP	112-168	112-287
S1	112-132	112-191

Download as Excel Spreadsheet

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

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