CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 28-May-2008

Day Change Summary
	Previous	Current
	27-May-2008	28-May-2008	Change	Change %	Previous Week
Open	113-110	113-050	-0-060	-0.2%	113-300
High	113-120	113-060	-0-060	-0.2%	114-100
Low	113-110	112-190	-0-240	-0.7%	113-090
Close	113-130	112-210	-0-240	-0.7%	114-030
Range	0-010	0-190	0-180	1,800.0%	1-010
ATR	0-160	0-168	0-007	4.4%	0-000
Volume	172,343	540,234	367,891	213.5%	522,300

Daily Pivots for day following 28-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-190	114-070	112-314
R3	114-000	113-200	112-262
R2	113-130	113-130	112-245
R1	113-010	113-010	112-227	112-295
PP	112-260	112-260	112-260	112-242
S1	112-140	112-140	112-193	112-105
S2	112-070	112-070	112-175
S3	111-200	111-270	112-158
S4	111-010	111-080	112-106

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	112-190	1-230	1.5%	0-076	0.2%	4%	False	True	226,462
10	114-100	112-190	1-230	1.5%	0-082	0.2%	4%	False	True	138,851

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	115-228
2.618	114-237
1.618	114-047
1.000	113-250
0.618	113-177
HIGH	113-060
0.618	112-307
0.500	112-285
0.382	112-263
LOW	112-190
0.618	112-073
1.000	112-000
1.618	111-203
2.618	111-013
4.250	110-022

Fisher Pivots for day following 28-May-2008
Pivot	1 day	3 day
R1	112-285	113-110
PP	112-260	113-037
S1	112-235	112-283

Download as Excel Spreadsheet

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

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