CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 22-May-2008

Day Change Summary
	Previous	Current
	21-May-2008	22-May-2008	Change	Change %	Previous Week
Open	114-100	113-160	-0-260	-0.7%	114-170
High	114-100	113-160	-0-260	-0.7%	115-000
Low	114-100	113-090	-1-010	-0.9%	113-030
Close	114-090	113-110	-0-300	-0.8%	113-280
Range	0-000	0-070	0-070		1-290
ATR	0-134	0-148	0-013	9.9%	0-000
Volume	115,726	152,172	36,446	31.5%	176,260

Daily Pivots for day following 22-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-010	113-290	113-148
R3	113-260	113-220	113-129
R2	113-190	113-190	113-123
R1	113-150	113-150	113-116	113-135
PP	113-120	113-120	113-120	113-112
S1	113-080	113-080	113-104	113-065
S2	113-050	113-050	113-097
S3	112-300	113-010	113-091
S4	112-230	112-260	113-072

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	113-090	1-010	0.9%	0-030	0.1%	6%	False	True	87,256
10	115-000	113-030	1-290	1.7%	0-098	0.3%	13%	False	False	56,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-138
2.618	114-023
1.618	113-273
1.000	113-230
0.618	113-203
HIGH	113-160
0.618	113-133
0.500	113-125
0.382	113-117
LOW	113-090
0.618	113-047
1.000	113-020
1.618	112-297
2.618	112-227
4.250	112-112

Fisher Pivots for day following 22-May-2008
Pivot	1 day	3 day
R1	113-125	113-255
PP	113-120	113-207
S1	113-115	113-158

Download as Excel Spreadsheet

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

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