CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	114-210	115-050	0-160	0.4%	113-200
High	115-000	115-080	0-080	0.2%	115-000
Low	114-210	115-050	0-160	0.4%	113-200
Close	114-280	115-060	0-100	0.3%	114-280
Range	0-110	0-030	-0-080	-72.7%	1-120
ATR	0-152	0-150	-0-002	-1.5%	0-000
Volume	10,111	14,988	4,877	48.2%	76,261

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-153	115-137	115-076
R3	115-123	115-107	115-068
R2	115-093	115-093	115-066
R1	115-077	115-077	115-063	115-085
PP	115-063	115-063	115-063	115-068
S1	115-047	115-047	115-057	115-055
S2	115-033	115-033	115-054
S3	115-003	115-017	115-052
S4	114-293	114-307	115-044

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-200	118-040	115-202
R3	117-080	116-240	115-081
R2	115-280	115-280	115-041
R1	115-120	115-120	115-000	115-200
PP	114-160	114-160	114-160	114-200
S1	114-000	114-000	114-240	114-080
S2	113-040	113-040	114-199
S3	111-240	112-200	114-159
S4	110-120	111-080	114-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-080	114-160	0-240	0.7%	0-028	0.1%	92%	True	False	17,176
10	115-080	113-080	2-000	1.7%	0-060	0.2%	97%	True	False	15,467
20	115-080	111-230	3-170	3.1%	0-046	0.1%	98%	True	False	10,290
40	115-080	111-070	4-010	3.5%	0-035	0.1%	98%	True	False	5,385

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-208
2.618	115-159
1.618	115-129
1.000	115-110
0.618	115-099
HIGH	115-080
0.618	115-069
0.500	115-065
0.382	115-061
LOW	115-050
0.618	115-031
1.000	115-020
1.618	115-001
2.618	114-291
4.250	114-242

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	115-065	115-028
PP	115-063	114-317
S1	115-062	114-285

Download as Excel Spreadsheet

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

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