CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 20-May-2008

Day Change Summary
	Previous	Current
	19-May-2008	20-May-2008	Change	Change %	Previous Week
Open	113-300	113-310	0-010	0.0%	114-170
High	114-010	113-310	-0-020	-0.1%	115-000
Low	113-250	113-310	0-060	0.2%	113-030
Close	114-000	114-190	0-190	0.5%	113-280
Range	0-080	0-000	-0-080	-100.0%	1-290
ATR	0-000	0-138	0-138		0-000
Volume	38,386	64,178	25,792	67.2%	176,260

Daily Pivots for day following 20-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-057	114-123	114-190
R3	114-057	114-123	114-190
R2	114-057	114-057	114-190
R1	114-123	114-123	114-190	114-090
PP	114-057	114-057	114-057	114-040
S1	114-123	114-123	114-190	114-090
S2	114-057	114-057	114-190
S3	114-057	114-123	114-190
S4	114-057	114-123	114-190

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	114-010	113-030	0-300	0.8%	0-088	0.2%	160%	False	False	51,240
10	115-000	113-030	1-290	1.7%	0-109	0.3%	79%	False	False	33,572

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-310
2.618	113-310
1.618	113-310
1.000	113-310
0.618	113-310
HIGH	113-310
0.618	113-310
0.500	113-310
0.382	113-310
LOW	113-310
0.618	113-310
1.000	113-310
1.618	113-310
2.618	113-310
4.250	113-310

Fisher Pivots for day following 20-May-2008
Pivot	1 day	3 day
R1	114-123	114-117
PP	114-057	114-043
S1	113-310	113-290

Download as Excel Spreadsheet

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

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