CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 12-Aug-2008

Day Change Summary
	Previous	Current
	11-Aug-2008	12-Aug-2008	Change	Change %	Previous Week
Open	113-200	114-160	0-280	0.8%	113-200
High	113-210	114-160	0-270	0.7%	114-160
Low	113-200	114-160	0-280	0.8%	113-080
Close	113-210	114-160	0-270	0.7%	114-030
Range	0-010	0-000	-0-010	-100.0%	1-080
ATR	0-160	0-168	0-008	4.9%	0-000
Volume	5,367	2,385	-2,982	-55.6%	75,576

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-160	114-160	114-160
R3	114-160	114-160	114-160
R2	114-160	114-160	114-160
R1	114-160	114-160	114-160	114-160
PP	114-160	114-160	114-160	114-160
S1	114-160	114-160	114-160	114-160
S2	114-160	114-160	114-160
S3	114-160	114-160	114-160
S4	114-160	114-160	114-160

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%	100%	True	False	9,159
10	114-160	112-170	1-310	1.7%	0-046	0.1%	100%	True	False	9,979
20	114-160	111-230	2-250	2.4%	0-038	0.1%	100%	True	False	6,225
40	114-160	110-030	4-130	3.8%	0-032	0.1%	100%	True	False	3,298

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	114-160
2.618	114-160
1.618	114-160
1.000	114-160
0.618	114-160
HIGH	114-160
0.618	114-160
0.500	114-160
0.382	114-160
LOW	114-160
0.618	114-160
1.000	114-160
1.618	114-160
2.618	114-160
4.250	114-160

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	114-160	114-113
PP	114-160	114-067
S1	114-160	114-020

Download as Excel Spreadsheet

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

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