CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	114-120	114-070	-0-050	-0.1%	113-200
High	114-160	114-070	-0-090	-0.2%	114-160
Low	113-080	114-020	0-260	0.7%	113-080
Close	114-120	114-030	-0-090	-0.2%	114-030
Range	1-080	0-050	-1-030	-87.5%	1-080
ATR	0-165	0-161	-0-005	-2.8%	0-000
Volume	12,594	12,302	-292	-2.3%	75,576

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-190	114-160	114-058
R3	114-140	114-110	114-044
R2	114-090	114-090	114-039
R1	114-060	114-060	114-035	114-050
PP	114-040	114-040	114-040	114-035
S1	114-010	114-010	114-025	114-000
S2	113-310	113-310	114-021
S3	113-260	113-280	114-016
S4	113-210	113-230	114-002

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-223	117-047	114-250
R3	116-143	115-287	114-140
R2	115-063	115-063	114-103
R1	114-207	114-207	114-067	114-295
PP	113-303	113-303	113-303	114-028
S1	113-127	113-127	113-313	113-215
S2	112-223	112-223	113-277
S3	111-143	112-047	113-240
S4	110-063	110-287	113-130

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%	0-090	0.2%	68%	False	False	15,115
10	114-160	112-170	1-310	1.7%	0-045	0.1%	79%	False	False	10,396
20	114-160	111-230	2-250	2.4%	0-062	0.2%	85%	False	False	5,917
40	114-160	109-270	4-210	4.1%	0-032	0.1%	91%	False	False	3,104

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

Fibonacci Retracements and Extensions
4.250	114-282
2.618	114-201
1.618	114-151
1.000	114-120
0.618	114-101
HIGH	114-070
0.618	114-051
0.500	114-045
0.382	114-039
LOW	114-020
0.618	113-309
1.000	113-290
1.618	113-259
2.618	113-209
4.250	113-128

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	114-045	114-007
PP	114-040	113-303
S1	114-035	113-280

Download as Excel Spreadsheet

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

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