CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 113-200 112-200 -1-000 -0.9% 113-200
High 113-200 112-200 -1-000 -0.9% 114-150
Low 113-200 112-200 -1-000 -0.9% 113-060
Close 113-200 112-200 -1-000 -0.9% 113-060
Range
ATR 0-165 0-176 0-011 6.7% 0-000
Volume 122 1,749 1,627 1,333.6% 4,550
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-200 112-200 112-200
R3 112-200 112-200 112-200
R2 112-200 112-200 112-200
R1 112-200 112-200 112-200 112-200
PP 112-200 112-200 112-200 112-200
S1 112-200 112-200 112-200 112-200
S2 112-200 112-200 112-200
S3 112-200 112-200 112-200
S4 112-200 112-200 112-200
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
5 114-060 112-200 1-180 1.4% 0-096 0.3% 0% False True 1,148
10 114-150 112-200 1-270 1.6% 0-048 0.1% 0% False True 856
20 114-150 110-180 3-290 3.5% 0-025 0.1% 53% False False 464
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
4.250 112-200
2.618 112-200
1.618 112-200
1.000 112-200
0.618 112-200
HIGH 112-200
0.618 112-200
0.500 112-200
0.382 112-200
LOW 112-200
0.618 112-200
1.000 112-200
1.618 112-200
2.618 112-200
4.250 112-200
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 112-200 113-130
PP 112-200 113-047
S1 112-200 112-283

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

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