CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	114-070	113-200	-0-190	-0.5%	113-200
High	114-070	113-210	-0-180	-0.5%	114-160
Low	114-020	113-200	-0-140	-0.4%	113-080
Close	114-030	113-210	-0-140	-0.4%	114-030
Range	0-050	0-010	-0-040	-80.0%	1-080
ATR	0-161	0-160	-0-001	-0.5%	0-000
Volume	12,302	5,367	-6,935	-56.4%	75,576

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-237	113-233	113-216
R3	113-227	113-223	113-213
R2	113-217	113-217	113-212
R1	113-213	113-213	113-211	113-215
PP	113-207	113-207	113-207	113-208
S1	113-203	113-203	113-209	113-205
S2	113-197	113-197	113-208
S3	113-187	113-193	113-207
S4	113-177	113-183	113-204

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%	0-092	0.3%	33%	False	False	13,759
10	114-160	112-170	1-310	1.7%	0-046	0.1%	57%	False	False	10,744
20	114-160	111-230	2-250	2.4%	0-038	0.1%	70%	False	False	6,126
40	114-160	109-270	4-210	4.1%	0-032	0.1%	82%	False	False	3,238

Crabel Price Patterns
NR	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-252
2.618	113-236
1.618	113-226
1.000	113-220
0.618	113-216
HIGH	113-210
0.618	113-206
0.500	113-205
0.382	113-204
LOW	113-200
0.618	113-194
1.000	113-190
1.618	113-184
2.618	113-174
4.250	113-158

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	113-208	113-280
PP	113-207	113-257
S1	113-205	113-233

Download as Excel Spreadsheet

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

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