CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 113-200 114-000 0-120 0.3% 112-210
High 113-200 114-000 0-120 0.3% 113-040
Low 113-200 114-000 0-120 0.3% 112-200
Close 113-200 114-000 0-120 0.3% 113-040
Range
ATR 0-130 0-129 -0-001 -0.5% 0-000
Volume 21 125 104 495.2% 566
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-000 114-000 114-000
R3 114-000 114-000 114-000
R2 114-000 114-000 114-000
R1 114-000 114-000 114-000 114-000
PP 114-000 114-000 114-000 114-000
S1 114-000 114-000 114-000 114-000
S2 114-000 114-000 114-000
S3 114-000 114-000 114-000
S4 114-000 114-000 114-000
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-147 114-093 113-128
R3 113-307 113-253 113-084
R2 113-147 113-147 113-069
R1 113-093 113-093 113-055 113-120
PP 112-307 112-307 112-307 113-000
S1 112-253 112-253 113-025 112-280
S2 112-147 112-147 113-011
S3 111-307 112-093 112-316
S4 111-147 111-253 112-272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-000 112-200 1-120 1.2% 0-000 0.0% 100% True False 141
10 114-000 111-170 2-150 2.2% 0-000 0.0% 100% True False 140
20 114-000 109-270 4-050 3.6% 0-001 0.0% 100% True False 73
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 0-000
Fibonacci Retracements and Extensions
4.250 114-000
2.618 114-000
1.618 114-000
1.000 114-000
0.618 114-000
HIGH 114-000
0.618 114-000
0.500 114-000
0.382 114-000
LOW 114-000
0.618 114-000
1.000 114-000
1.618 114-000
2.618 114-000
4.250 114-000
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 114-000 113-273
PP 114-000 113-227
S1 114-000 113-180

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

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