CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 22-Jul-2008

Day Change Summary
	Previous	Current
	21-Jul-2008	22-Jul-2008	Change	Change %	Previous Week
Open	112-160	112-060	-0-100	-0.3%	113-240
High	112-160	112-310	0-150	0.4%	114-060
Low	112-160	112-000	-0-160	-0.4%	112-110
Close	112-160	112-060	-0-100	-0.3%	112-110
Range	0-000	0-310	0-310		1-270
ATR	0-162	0-172	0-011	6.6%	0-000
Volume	212	46	-166	-78.3%	3,571

Daily Pivots for day following 22-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-093	114-227	112-230
R3	114-103	113-237	112-145
R2	113-113	113-113	112-117
R1	112-247	112-247	112-088	112-215
PP	112-123	112-123	112-123	112-108
S1	111-257	111-257	112-032	111-225
S2	111-133	111-133	112-003
S3	110-143	110-267	111-295
S4	109-153	109-277	111-210

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	113-200	112-000	1-200	1.4%	0-062	0.2%	12%	False	True	447
10	114-150	112-000	2-150	2.2%	0-079	0.2%	8%	False	True	823
20	114-150	111-170	2-300	2.6%	0-040	0.1%	22%	False	False	482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-028
2.618	115-162
1.618	114-172
1.000	113-300
0.618	113-182
HIGH	112-310
0.618	112-192
0.500	112-155
0.382	112-118
LOW	112-000
0.618	111-128
1.000	111-010
1.618	110-138
2.618	109-148
4.250	107-282

Fisher Pivots for day following 22-Jul-2008
Pivot	1 day	3 day
R1	112-155	112-155
PP	112-123	112-123
S1	112-092	112-092

Download as Excel Spreadsheet

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

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