CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 25-Aug-2008

Day Change Summary
	Previous	Current
	22-Aug-2008	25-Aug-2008	Change	Change %	Previous Week
Open	114-220	115-210	0-310	0.8%	115-050
High	114-260	115-210	0-270	0.7%	115-140
Low	114-220	115-210	0-310	0.8%	114-220
Close	114-250	115-190	0-260	0.7%	114-250
Range	0-040	0-000	-0-040	-100.0%	0-240
ATR	0-138	0-148	0-010	7.4%	0-000
Volume	54,294	166,209	111,915	206.1%	220,557

Daily Pivots for day following 25-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-203	115-197	115-190
R3	115-203	115-197	115-190
R2	115-203	115-203	115-190
R1	115-197	115-197	115-190	115-200
PP	115-203	115-203	115-203	115-205
S1	115-197	115-197	115-190	115-200
S2	115-203	115-203	115-190
S3	115-203	115-197	115-190
S4	115-203	115-197	115-190

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-070	116-240	115-062
R3	116-150	116-000	114-316
R2	115-230	115-230	114-294
R1	115-080	115-080	114-272	115-035
PP	114-310	114-310	114-310	114-288
S1	114-160	114-160	114-228	114-115
S2	114-070	114-070	114-206
S3	113-150	113-240	114-184
S4	112-230	113-000	114-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-210	114-220	0-310	0.8%	0-008	0.0%	94%	True	False	74,355
10	115-210	114-160	1-050	1.0%	0-018	0.0%	95%	True	False	45,766
20	115-210	112-170	3-040	2.7%	0-032	0.1%	98%	True	False	28,255
40	115-210	111-230	3-300	3.4%	0-036	0.1%	98%	True	False	14,662

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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-210
2.618	115-210
1.618	115-210
1.000	115-210
0.618	115-210
HIGH	115-210
0.618	115-210
0.500	115-210
0.382	115-210
LOW	115-210
0.618	115-210
1.000	115-210
1.618	115-210
2.618	115-210
4.250	115-210

Fisher Pivots for day following 25-Aug-2008
Pivot	1 day	3 day
R1	115-210	115-145
PP	115-203	115-100
S1	115-197	115-055

Download as Excel Spreadsheet

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

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