CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 23-May-2008

Day Change Summary
	Previous	Current
	22-May-2008	23-May-2008	Change	Change %	Previous Week
Open	113-160	113-240	0-080	0.2%	113-300
High	113-160	114-030	0-190	0.5%	114-100
Low	113-090	113-240	0-150	0.4%	113-090
Close	113-110	114-030	0-240	0.7%	114-030
Range	0-070	0-110	0-040	57.1%	1-010
ATR	0-148	0-154	0-007	4.5%	0-000
Volume	152,172	151,838	-334	-0.2%	522,300

Daily Pivots for day following 23-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-003	114-287	114-090
R3	114-213	114-177	114-060
R2	114-103	114-103	114-050
R1	114-067	114-067	114-040	114-085
PP	113-313	113-313	113-313	114-002
S1	113-277	113-277	114-020	113-295
S2	113-203	113-203	114-010
S3	113-093	113-167	114-000
S4	112-303	113-057	113-290

Weekly Pivots for week ending 23-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-317	116-183	114-212
R3	115-307	115-173	114-121
R2	114-297	114-297	114-090
R1	114-163	114-163	114-060	114-230
PP	113-287	113-287	113-287	114-000
S1	113-153	113-153	114-000	113-220
S2	112-277	112-277	113-290
S3	111-267	112-143	113-259
S4	110-257	111-133	113-168

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%	0-052	0.1%	79%	False	False	104,460
10	115-000	113-030	1-290	1.7%	0-109	0.3%	52%	False	False	69,856

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	115-178
2.618	114-318
1.618	114-208
1.000	114-140
0.618	114-098
HIGH	114-030
0.618	113-308
0.500	113-295
0.382	113-282
LOW	113-240
0.618	113-172
1.000	113-130
1.618	113-062
2.618	112-272
4.250	112-092

Fisher Pivots for day following 23-May-2008
Pivot	1 day	3 day
R1	114-012	113-318
PP	113-313	113-287
S1	113-295	113-255

Download as Excel Spreadsheet

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

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