CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	113-170	114-120	0-270	0.7%	113-000
High	113-170	114-160	0-310	0.9%	113-250
Low	113-170	113-080	-0-090	-0.2%	112-170
Close	113-080	114-120	1-040	1.0%	113-250
Range	0-000	1-080	1-080		1-080
ATR	0-147	0-165	0-018	12.3%	0-000
Volume	13,148	12,594	-554	-4.2%	28,387

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-253	117-107	115-020
R3	116-173	116-027	114-230
R2	115-093	115-093	114-193
R1	114-267	114-267	114-157	115-000
PP	114-013	114-013	114-013	114-040
S1	113-187	113-187	114-083	113-240
S2	112-253	112-253	114-047
S3	111-173	112-107	114-010
S4	110-093	111-027	113-220

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	114-160	113-080	1-080	1.1%	0-080	0.2%	90%	True	True	14,731
10	114-160	112-050	2-110	2.0%	0-040	0.1%	95%	True	False	9,642
20	114-160	111-230	2-250	2.4%	0-060	0.2%	96%	True	False	5,416
40	114-160	109-270	4-210	4.1%	0-030	0.1%	97%	True	False	2,797

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	119-260
2.618	117-247
1.618	116-167
1.000	115-240
0.618	115-087
HIGH	114-160
0.618	114-007
0.500	113-280
0.382	113-233
LOW	113-080
0.618	112-153
1.000	112-000
1.618	111-073
2.618	109-313
4.250	107-300

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	114-067	114-067
PP	114-013	114-013
S1	113-280	113-280

Download as Excel Spreadsheet

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

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