CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 25-Jul-2008

Day Change Summary
	Previous	Current
	24-Jul-2008	25-Jul-2008	Change	Change %	Previous Week
Open	113-140	114-060	0-240	0.7%	113-180
High	114-065	114-060	-0-005	0.0%	114-065
Low	113-140	113-135	-0-005	0.0%	112-270
Close	114-050	113-140	-0-230	-0.6%	113-140
Range	0-245	0-245	0-000	0.0%	1-115
ATR	0-243	0-243	0-000	0.1%	0-000
Volume	965,203	995,122	29,919	3.1%	4,647,561

Daily Pivots for day following 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-313	115-152	113-275
R3	115-068	114-227	113-207
R2	114-143	114-143	113-185
R1	113-302	113-302	113-162	113-260
PP	113-218	113-218	113-218	113-198
S1	113-057	113-057	113-118	113-015
S2	112-293	112-293	113-095
S3	112-048	112-132	113-073
S4	111-123	111-207	113-005

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-183	116-277	114-059
R3	116-068	115-162	113-260
R2	114-273	114-273	113-220
R1	114-047	114-047	113-180	113-262
PP	113-158	113-158	113-158	113-106
S1	112-252	112-252	113-100	112-148
S2	112-043	112-043	113-060
S3	110-248	111-137	113-020
S4	109-133	110-022	112-221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-065	112-270	1-115	1.2%	0-174	0.5%	44%	False	False	929,512
10	116-010	112-270	3-060	2.8%	0-216	0.6%	19%	False	False	1,080,966
20	116-010	112-270	3-060	2.8%	0-216	0.6%	19%	False	False	1,040,877
40	116-010	111-050	4-280	4.3%	0-223	0.6%	47%	False	False	1,043,403

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	0-010

Fibonacci Retracements and Extensions
4.250	117-141
2.618	116-061
1.618	115-136
1.000	114-305
0.618	114-211
HIGH	114-060
0.618	113-286
0.500	113-258
0.382	113-229
LOW	113-135
0.618	112-304
1.000	112-210
1.618	112-059
2.618	111-134
4.250	110-054

Fisher Pivots for day following 25-Jul-2008
Pivot	1 day	3 day
R1	113-258	113-168
PP	113-218	113-158
S1	113-179	113-149

Download as Excel Spreadsheet

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

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