CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	113-160	113-170	0-010	0.0%	113-000
High	113-160	113-170	0-010	0.0%	113-250
Low	113-160	113-170	0-010	0.0%	112-170
Close	113-150	113-080	-0-070	-0.2%	113-250
Range
ATR	0-157	0-147	-0-010	-6.2%	0-000
Volume	25,386	13,148	-12,238	-48.2%	28,387

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-140	113-110	113-080
R3	113-140	113-110	113-080
R2	113-140	113-140	113-080
R1	113-110	113-110	113-080	113-125
PP	113-140	113-140	113-140	113-148
S1	113-110	113-110	113-080	113-125
S2	113-140	113-140	113-080
S3	113-140	113-110	113-080
S4	113-140	113-110	113-080

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-037	116-223	114-150
R3	115-277	115-143	114-040
R2	114-197	114-197	114-003
R1	114-063	114-063	113-287	114-130
PP	113-117	113-117	113-117	113-150
S1	112-303	112-303	113-213	113-050
S2	112-037	112-037	113-177
S3	110-277	111-223	113-140
S4	109-197	110-143	113-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-250	113-160	0-090	0.2%	0-000	0.0%	-89%	False	False	12,682
10	113-250	112-050	1-200	1.4%	0-000	0.0%	67%	False	False	8,816
20	114-150	111-230	2-240	2.4%	0-040	0.1%	56%	False	False	4,803
40	114-150	109-270	4-200	4.1%	0-020	0.1%	74%	False	False	2,483

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	113-170
2.618	113-170
1.618	113-170
1.000	113-170
0.618	113-170
HIGH	113-170
0.618	113-170
0.500	113-170
0.382	113-170
LOW	113-170
0.618	113-170
1.000	113-170
1.618	113-170
2.618	113-170
4.250	113-170

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	113-170	113-180
PP	113-140	113-147
S1	113-110	113-113

Download as Excel Spreadsheet

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

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