CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 21-May-2008

Day Change Summary
	Previous	Current
	20-May-2008	21-May-2008	Change	Change %	Previous Week
Open	113-310	114-100	0-110	0.3%	114-170
High	113-310	114-100	0-110	0.3%	115-000
Low	113-310	114-100	0-110	0.3%	113-030
Close	114-190	114-090	-0-100	-0.3%	113-280
Range
ATR	0-138	0-134	-0-003	-2.5%	0-000
Volume	64,178	115,726	51,548	80.3%	176,260

Daily Pivots for day following 21-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-097	114-093	114-090
R3	114-097	114-093	114-090
R2	114-097	114-097	114-090
R1	114-093	114-093	114-090	114-095
PP	114-097	114-097	114-097	114-098
S1	114-093	114-093	114-090	114-095
S2	114-097	114-097	114-090
S3	114-097	114-093	114-090
S4	114-097	114-093	114-090

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	114-100	113-110	0-310	0.8%	0-050	0.1%	97%	True	False	71,013
10	115-000	113-030	1-290	1.7%	0-091	0.2%	62%	False	False	43,848

Crabel Price Patterns
NR	False
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	0-003

Fibonacci Retracements and Extensions
4.250	114-100
2.618	114-100
1.618	114-100
1.000	114-100
0.618	114-100
HIGH	114-100
0.618	114-100
0.500	114-100
0.382	114-100
LOW	114-100
0.618	114-100
1.000	114-100
1.618	114-100
2.618	114-100
4.250	114-100

Fisher Pivots for day following 21-May-2008
Pivot	1 day	3 day
R1	114-100	114-065
PP	114-097	114-040
S1	114-093	114-015

Download as Excel Spreadsheet

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

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