CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 110-150 111-040 0-210 0.6% 111-310
High 110-150 111-060 0-230 0.7% 111-310
Low 110-150 111-040 0-210 0.6% 109-270
Close 110-150 111-040 0-210 0.6% 109-270
Range 0-000 0-020 0-020 2-040
ATR
Volume 6 2 -4 -66.7% 49
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 111-107 111-093 111-051
R3 111-087 111-073 111-046
R2 111-067 111-067 111-044
R1 111-053 111-053 111-042 111-050
PP 111-047 111-047 111-047 111-045
S1 111-033 111-033 111-038 111-030
S2 111-027 111-027 111-036
S3 111-007 111-013 111-034
S4 110-307 110-313 111-029
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-297 115-163 111-004
R3 114-257 113-123 110-137
R2 112-217 112-217 110-075
R1 111-083 111-083 110-012 110-290
PP 110-177 110-177 110-177 110-120
S1 109-043 109-043 109-208 108-250
S2 108-137 108-137 109-145
S3 106-097 107-003 109-083
S4 104-057 104-283 108-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-060 109-270 1-110 1.2% 0-004 0.0% 95% True False 6
10 112-210 109-270 2-260 2.5% 0-002 0.0% 46% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 111-145
2.618 111-112
1.618 111-092
1.000 111-080
0.618 111-072
HIGH 111-060
0.618 111-052
0.500 111-050
0.382 111-048
LOW 111-040
0.618 111-028
1.000 111-020
1.618 111-008
2.618 110-308
4.250 110-275
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 111-050 110-308
PP 111-047 110-257
S1 111-043 110-205

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

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