CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 14-Jul-2008

Day Change Summary
	Previous	Current
	11-Jul-2008	14-Jul-2008	Change	Change %	Previous Week
Open	113-060	113-240	0-180	0.5%	113-200
High	113-060	114-040	0-300	0.8%	114-150
Low	113-060	112-200	-0-180	-0.5%	113-060
Close	113-060	113-240	0-180	0.5%	113-060
Range	0-000	1-160	1-160		1-090
ATR	0-142	0-166	0-024	17.0%	0-000
Volume	2,278	1,193	-1,085	-47.6%	4,550

Daily Pivots for day following 14-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-000	117-120	114-184
R3	116-160	115-280	114-052
R2	115-000	115-000	114-008
R1	114-120	114-120	113-284	114-160
PP	113-160	113-160	113-160	113-180
S1	112-280	112-280	113-196	113-000
S2	112-000	112-000	113-152
S3	110-160	111-120	113-108
S4	109-000	109-280	112-296

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-147	116-193	113-286
R3	116-057	115-103	113-173
R2	114-287	114-287	113-135
R1	114-013	114-013	113-098	113-265
PP	113-197	113-197	113-197	113-162
S1	112-243	112-243	113-022	112-175
S2	112-107	112-107	112-305
S3	111-017	111-153	112-267
S4	109-247	110-063	112-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-150	112-200	1-270	1.6%	0-096	0.3%	61%	False	True	1,144
10	114-150	112-200	1-270	1.6%	0-048	0.1%	61%	False	True	630
20	114-150	109-270	4-200	4.1%	0-025	0.1%	84%	False	False	351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	120-160
2.618	118-017
1.618	116-177
1.000	115-200
0.618	115-017
HIGH	114-040
0.618	113-177
0.500	113-120
0.382	113-063
LOW	112-200
0.618	111-223
1.000	111-040
1.618	110-063
2.618	108-223
4.250	106-080

Fisher Pivots for day following 14-Jul-2008
Pivot	1 day	3 day
R1	113-200	113-218
PP	113-160	113-197
S1	113-120	113-175

Download as Excel Spreadsheet

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

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