CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 113-110 113-280 0-170 0.5% 114-170
High 113-280 113-280 0-000 0.0% 115-000
Low 113-110 113-280 0-170 0.5% 113-030
Close 113-300 113-280 -0-020 -0.1% 113-280
Range 0-170 0-000 -0-170 -100.0% 1-290
ATR
Volume 70,959 65,819 -5,140 -7.2% 176,260
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 113-280 113-280 113-280
R3 113-280 113-280 113-280
R2 113-280 113-280 113-280
R1 113-280 113-280 113-280 113-280
PP 113-280 113-280 113-280 113-280
S1 113-280 113-280 113-280 113-280
S2 113-280 113-280 113-280
S3 113-280 113-280 113-280
S4 113-280 113-280 113-280
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 119-227 118-223 114-296
R3 117-257 116-253 114-128
R2 115-287 115-287 114-072
R1 114-283 114-283 114-016 114-140
PP 113-317 113-317 113-317 113-245
S1 112-313 112-313 113-224 112-170
S2 112-027 112-027 113-168
S3 110-057 111-023 113-112
S4 108-087 109-053 112-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-000 113-030 1-290 1.7% 0-166 0.5% 41% False False 35,252
10 115-000 113-030 1-290 1.7% 0-122 0.3% 41% False False 25,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 113-280
2.618 113-280
1.618 113-280
1.000 113-280
0.618 113-280
HIGH 113-280
0.618 113-280
0.500 113-280
0.382 113-280
LOW 113-280
0.618 113-280
1.000 113-280
1.618 113-280
2.618 113-280
4.250 113-280
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 113-280 113-238
PP 113-280 113-197
S1 113-280 113-155

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

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