CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 112-310 113-040 0-050 0.1% 111-190
High 112-310 113-040 0-050 0.1% 112-180
Low 112-310 113-040 0-050 0.1% 111-170
Close 112-310 113-040 0-050 0.1% 112-180
Range
ATR 0-133 0-127 -0-006 -4.5% 0-000
Volume 13 547 534 4,107.7% 695
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-040 113-040 113-040
R3 113-040 113-040 113-040
R2 113-040 113-040 113-040
R1 113-040 113-040 113-040 113-040
PP 113-040 113-040 113-040 113-040
S1 113-040 113-040 113-040 113-040
S2 113-040 113-040 113-040
S3 113-040 113-040 113-040
S4 113-040 113-040 113-040
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-100 114-310 113-042
R3 114-090 113-300 112-271
R2 113-080 113-080 112-240
R1 112-290 112-290 112-210 113-025
PP 112-070 112-070 112-070 112-098
S1 111-280 111-280 112-150 112-015
S2 111-060 111-060 112-120
S3 110-050 110-270 112-089
S4 109-040 109-260 111-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-040 112-180 0-180 0.5% 0-000 0.0% 100% True False 119
10 113-040 110-180 2-180 2.3% 0-000 0.0% 100% True False 126
20 113-040 109-270 3-090 2.9% 0-001 0.0% 100% True False 81
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 -0-001
Fibonacci Retracements and Extensions
4.250 113-040
2.618 113-040
1.618 113-040
1.000 113-040
0.618 113-040
HIGH 113-040
0.618 113-040
0.500 113-040
0.382 113-040
LOW 113-040
0.618 113-040
1.000 113-040
1.618 113-040
2.618 113-040
4.250 113-040
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 113-040 113-013
PP 113-040 112-307
S1 113-040 112-280

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

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