CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 114-090 114-150 0-060 0.2% 112-210
High 114-090 114-150 0-060 0.2% 113-040
Low 114-090 114-150 0-060 0.2% 112-200
Close 114-090 114-150 0-060 0.2% 113-040
Range
ATR 0-126 0-121 -0-005 -3.7% 0-000
Volume 1,785 341 -1,444 -80.9% 566
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-150 114-150 114-150
R3 114-150 114-150 114-150
R2 114-150 114-150 114-150
R1 114-150 114-150 114-150 114-150
PP 114-150 114-150 114-150 114-150
S1 114-150 114-150 114-150 114-150
S2 114-150 114-150 114-150
S3 114-150 114-150 114-150
S4 114-150 114-150 114-150
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
5 114-150 113-040 1-110 1.2% 0-000 0.0% 100% True False 563
10 114-150 112-130 2-020 1.8% 0-000 0.0% 100% True False 292
20 114-150 109-270 4-200 4.0% 0-001 0.0% 100% True False 178
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
4.250 114-150
2.618 114-150
1.618 114-150
1.000 114-150
0.618 114-150
HIGH 114-150
0.618 114-150
0.500 114-150
0.382 114-150
LOW 114-150
0.618 114-150
1.000 114-150
1.618 114-150
2.618 114-150
4.250 114-150
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 114-150 114-125
PP 114-150 114-100
S1 114-150 114-075

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

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