CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 113-280 113-300 0-020 0.1% 114-170
High 113-280 114-010 0-050 0.1% 115-000
Low 113-280 113-250 -0-030 -0.1% 113-030
Close 113-280 114-000 0-040 0.1% 113-280
Range 0-000 0-080 0-080 1-290
ATR
Volume 65,819 38,386 -27,433 -41.7% 176,260
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 114-220 114-190 114-044
R3 114-140 114-110 114-022
R2 114-060 114-060 114-015
R1 114-030 114-030 114-007 114-045
PP 113-300 113-300 113-300 113-308
S1 113-270 113-270 113-313 113-285
S2 113-220 113-220 113-305
S3 113-140 113-190 113-298
S4 113-060 113-110 113-276
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
5 114-190 113-030 1-160 1.3% 0-152 0.4% 60% False False 39,984
10 115-000 113-030 1-290 1.7% 0-123 0.3% 48% False False 28,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-030
2.618 114-219
1.618 114-139
1.000 114-090
0.618 114-059
HIGH 114-010
0.618 113-299
0.500 113-290
0.382 113-281
LOW 113-250
0.618 113-201
1.000 113-170
1.618 113-121
2.618 113-041
4.250 112-230
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 113-310 113-287
PP 113-300 113-253
S1 113-290 113-220

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

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