CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 112-040 112-100 0-060 0.2% 113-110
High 112-050 112-200 0-150 0.4% 113-120
Low 111-230 112-090 0-180 0.5% 111-230
Close 112-050 112-130 0-080 0.2% 112-130
Range 0-140 0-110 -0-030 -21.4% 1-210
ATR 0-177 0-175 -0-002 -1.1% 0-000
Volume 820,167 1,089,970 269,803 32.9% 2,622,714
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 113-150 113-090 112-190
R3 113-040 112-300 112-160
R2 112-250 112-250 112-150
R1 112-190 112-190 112-140 112-220
PP 112-140 112-140 112-140 112-155
S1 112-080 112-080 112-120 112-110
S2 112-030 112-030 112-110
S3 111-240 111-290 112-100
S4 111-130 111-180 112-070
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 117-150 116-190 113-102
R3 115-260 114-300 112-276
R2 114-050 114-050 112-227
R1 113-090 113-090 112-179 112-285
PP 112-160 112-160 112-160 112-098
S1 111-200 111-200 112-081 111-075
S2 110-270 110-270 112-033
S3 109-060 109-310 111-304
S4 107-170 108-100 111-158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-030 111-230 2-120 2.1% 0-112 0.3% 29% False False 554,910
10 114-100 111-230 2-190 2.3% 0-071 0.2% 27% False False 321,083
20 115-000 111-230 3-090 2.9% 0-096 0.3% 21% False False 170,785
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 0-006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-028
2.618 113-168
1.618 113-058
1.000 112-310
0.618 112-268
HIGH 112-200
0.618 112-158
0.500 112-145
0.382 112-132
LOW 112-090
0.618 112-022
1.000 111-300
1.618 111-232
2.618 111-122
4.250 110-262
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 112-145 112-145
PP 112-140 112-140
S1 112-135 112-135

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

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