CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 02-Jul-2008

Day Change Summary
	Previous	Current
	01-Jul-2008	02-Jul-2008	Change	Change %	Previous Week
Open	114-085	113-315	-0-090	-0.2%	112-085
High	114-175	114-080	-0-095	-0.3%	114-050
Low	113-275	113-265	-0-010	0.0%	112-055
Close	113-280	114-070	0-110	0.3%	113-265
Range	0-220	0-135	-0-085	-38.6%	1-315
ATR	0-226	0-220	-0-007	-2.9%	0-000
Volume	901,542	1,232,191	330,649	36.7%	4,355,163

Daily Pivots for day following 02-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-117	115-068	114-144
R3	114-302	114-253	114-107
R2	114-167	114-167	114-095
R1	114-118	114-118	114-082	114-142
PP	114-032	114-032	114-032	114-044
S1	113-303	113-303	114-058	114-008
S2	113-217	113-217	114-045
S3	113-082	113-168	114-033
S4	112-267	113-033	113-316

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-108	118-182	114-294
R3	117-113	116-187	114-120
R2	115-118	115-118	114-061
R1	114-192	114-192	114-003	114-315
PP	113-123	113-123	113-123	113-185
S1	112-197	112-197	113-207	113-000
S2	111-128	111-128	113-149
S3	109-133	110-202	113-090
S4	107-138	108-207	112-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-175	113-000	1-175	1.4%	0-172	0.5%	79%	False	False	1,015,567
10	114-175	111-260	2-235	2.4%	0-186	0.5%	88%	False	False	938,832
20	114-175	111-050	3-125	3.0%	0-212	0.6%	90%	False	False	1,008,071
40	115-000	111-050	3-270	3.4%	0-171	0.5%	80%	False	False	684,033

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-014
2.618	115-113
1.618	114-298
1.000	114-215
0.618	114-163
HIGH	114-080
0.618	114-028
0.500	114-012
0.382	113-317
LOW	113-265
0.618	113-182
1.000	113-130
1.618	113-047
2.618	112-232
4.250	112-011

Fisher Pivots for day following 02-Jul-2008
Pivot	1 day	3 day
R1	114-051	114-062
PP	114-032	114-055
S1	114-012	114-048

Download as Excel Spreadsheet

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

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