CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 114-060 113-200 -0-180 -0.5% 113-200
High 114-060 113-200 -0-180 -0.5% 114-150
Low 114-060 113-200 -0-180 -0.5% 113-060
Close 114-060 113-200 -0-180 -0.5% 113-060
Range
ATR 0-164 0-165 0-001 0.7% 0-000
Volume 400 122 -278 -69.5% 4,550
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-200 113-200 113-200
R3 113-200 113-200 113-200
R2 113-200 113-200 113-200
R1 113-200 113-200 113-200 113-200
PP 113-200 113-200 113-200 113-200
S1 113-200 113-200 113-200 113-200
S2 113-200 113-200 113-200
S3 113-200 113-200 113-200
S4 113-200 113-200 113-200
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% 54% False False 866
10 114-150 112-200 1-270 1.6% 0-048 0.1% 54% False False 682
20 114-150 110-150 4-000 3.5% 0-025 0.1% 79% False False 376
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 0-012
Fibonacci Retracements and Extensions
4.250 113-200
2.618 113-200
1.618 113-200
1.000 113-200
0.618 113-200
HIGH 113-200
0.618 113-200
0.500 113-200
0.382 113-200
LOW 113-200
0.618 113-200
1.000 113-200
1.618 113-200
2.618 113-200
4.250 113-200
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 113-200 113-177
PP 113-200 113-153
S1 113-200 113-130

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

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