CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 21-Jul-2008

Day Change Summary
	Previous	Current
	18-Jul-2008	21-Jul-2008	Change	Change %	Previous Week
Open	112-110	112-160	0-050	0.1%	113-240
High	112-110	112-160	0-050	0.1%	114-060
Low	112-110	112-160	0-050	0.1%	112-110
Close	112-110	112-160	0-050	0.1%	112-110
Range
ATR	0-170	0-162	-0-009	-5.0%	0-000
Volume	107	212	105	98.1%	3,571

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-160	112-160	112-160
R3	112-160	112-160	112-160
R2	112-160	112-160	112-160
R1	112-160	112-160	112-160	112-160
PP	112-160	112-160	112-160	112-160
S1	112-160	112-160	112-160	112-160
S2	112-160	112-160	112-160
S3	112-160	112-160	112-160
S4	112-160	112-160	112-160

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-157	117-083	113-114
R3	116-207	115-133	112-272
R2	114-257	114-257	112-218
R1	113-183	113-183	112-164	113-085
PP	112-307	112-307	112-307	112-258
S1	111-233	111-233	112-056	111-135
S2	111-037	111-037	112-002
S3	109-087	109-283	111-268
S4	107-137	108-013	111-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-060	112-110	1-270	1.6%	0-000	0.0%	8%	False	False	518
10	114-150	112-110	2-040	1.9%	0-048	0.1%	7%	False	False	831
20	114-150	111-070	3-080	2.9%	0-024	0.1%	39%	False	False	479

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	112-160
2.618	112-160
1.618	112-160
1.000	112-160
0.618	112-160
HIGH	112-160
0.618	112-160
0.500	112-160
0.382	112-160
LOW	112-160
0.618	112-160
1.000	112-160
1.618	112-160
2.618	112-160
4.250	112-160

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	112-160	112-158
PP	112-160	112-157
S1	112-160	112-155

Download as Excel Spreadsheet

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

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