CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 27-May-2008

Day Change Summary
	Previous	Current
	23-May-2008	27-May-2008	Change	Change %	Previous Week
Open	113-240	113-110	-0-130	-0.4%	113-300
High	114-030	113-120	-0-230	-0.6%	114-100
Low	113-240	113-110	-0-130	-0.4%	113-090
Close	114-030	113-130	-0-220	-0.6%	114-030
Range	0-110	0-010	-0-100	-90.9%	1-010
ATR	0-154	0-160	0-006	4.0%	0-000
Volume	151,838	172,343	20,505	13.5%	522,300

Daily Pivots for day following 27-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-150	113-150	113-136
R3	113-140	113-140	113-133
R2	113-130	113-130	113-132
R1	113-130	113-130	113-131	113-130
PP	113-120	113-120	113-120	113-120
S1	113-120	113-120	113-129	113-120
S2	113-110	113-110	113-128
S3	113-100	113-110	113-127
S4	113-090	113-100	113-124

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%	0-038	0.1%	12%	False	False	131,251
10	114-190	113-030	1-160	1.3%	0-095	0.3%	21%	False	False	85,617

Crabel Price Patterns
NR	True
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-162
2.618	113-146
1.618	113-136
1.000	113-130
0.618	113-126
HIGH	113-120
0.618	113-116
0.500	113-115
0.382	113-114
LOW	113-110
0.618	113-104
1.000	113-100
1.618	113-094
2.618	113-084
4.250	113-068

Fisher Pivots for day following 27-May-2008
Pivot	1 day	3 day
R1	113-125	113-220
PP	113-120	113-190
S1	113-115	113-160

Download as Excel Spreadsheet

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

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