CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 113-240 114-060 0-140 0.4% 113-200
High 114-040 114-060 0-020 0.1% 114-150
Low 112-200 114-060 1-180 1.4% 113-060
Close 113-240 114-060 0-140 0.4% 113-060
Range 1-160 0-000 -1-160 -100.0% 1-090
ATR 0-166 0-164 -0-002 -1.1% 0-000
Volume 1,193 400 -793 -66.5% 4,550
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-060 114-060 114-060
R3 114-060 114-060 114-060
R2 114-060 114-060 114-060
R1 114-060 114-060 114-060 114-060
PP 114-060 114-060 114-060 114-060
S1 114-060 114-060 114-060 114-060
S2 114-060 114-060 114-060
S3 114-060 114-060 114-060
S4 114-060 114-060 114-060
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% 85% False False 1,199
10 114-150 112-200 1-270 1.6% 0-048 0.1% 85% False False 670
20 114-150 110-030 4-120 3.8% 0-025 0.1% 94% False False 370
Crabel Price Patterns
NR True
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-060
2.618 114-060
1.618 114-060
1.000 114-060
0.618 114-060
HIGH 114-060
0.618 114-060
0.500 114-060
0.382 114-060
LOW 114-060
0.618 114-060
1.000 114-060
1.618 114-060
2.618 114-060
4.250 114-060
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 114-060 113-297
PP 114-060 113-213
S1 114-060 113-130

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

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