CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 114-180 114-170 -0-010 0.0% 113-200
High 114-180 114-170 -0-010 0.0% 114-160
Low 114-180 114-170 -0-010 0.0% 113-080
Close 114-060 114-190 0-130 0.4% 114-030
Range
ATR 0-157 0-154 -0-003 -2.1% 0-000
Volume 25,433 32,965 7,532 29.6% 75,576
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-177 114-183 114-190
R3 114-177 114-183 114-190
R2 114-177 114-177 114-190
R1 114-183 114-183 114-190 114-180
PP 114-177 114-177 114-177 114-175
S1 114-183 114-183 114-190 114-180
S2 114-177 114-177 114-190
S3 114-177 114-183 114-190
S4 114-177 114-183 114-190
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
5 114-180 113-200 0-300 0.8% 0-012 0.0% 103% False False 15,690
10 114-180 113-080 1-100 1.1% 0-046 0.1% 102% False False 15,210
20 114-180 111-230 2-270 2.5% 0-038 0.1% 101% False False 9,051
40 114-180 110-180 4-000 3.5% 0-032 0.1% 101% False False 4,757
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 False
Bear Hook False
Bull Hook False
Stretch 0-004
Fibonacci Retracements and Extensions
4.250 114-170
2.618 114-170
1.618 114-170
1.000 114-170
0.618 114-170
HIGH 114-170
0.618 114-170
0.500 114-170
0.382 114-170
LOW 114-170
0.618 114-170
1.000 114-170
1.618 114-170
2.618 114-170
4.250 114-170
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 114-183 114-183
PP 114-177 114-177
S1 114-170 114-170

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

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