CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 113-000 112-180 -0-140 -0.4% 112-210
High 113-035 113-010 -0-025 -0.1% 114-140
Low 112-055 112-100 0-045 0.1% 112-200
Close 112-095 112-180 0-085 0.2% 114-000
Range 0-300 0-230 -0-070 -23.3% 1-260
ATR 0-233 0-233 0-000 0.1% 0-000
Volume 1,156,379 986,309 -170,070 -14.7% 6,428,952
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-253 114-127 112-306
R3 114-023 113-217 112-243
R2 113-113 113-113 112-222
R1 112-307 112-307 112-201 112-295
PP 112-203 112-203 112-203 112-198
S1 112-077 112-077 112-159 112-065
S2 111-293 111-293 112-138
S3 111-063 111-167 112-117
S4 110-153 110-257 112-054
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-040 118-120 114-319
R3 117-100 116-180 114-160
R2 115-160 115-160 114-106
R1 114-240 114-240 114-053 115-040
PP 113-220 113-220 113-220 113-280
S1 112-300 112-300 113-267 113-100
S2 111-280 111-280 113-214
S3 110-020 111-040 113-160
S4 108-080 109-100 113-001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-070 112-055 2-015 1.8% 0-282 0.8% 19% False False 1,200,594
10 114-140 111-230 2-230 2.4% 0-254 0.7% 31% False False 1,173,482
20 114-140 111-230 2-230 2.4% 0-168 0.5% 31% False False 656,167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116-028
2.618 114-292
1.618 114-062
1.000 113-240
0.618 113-152
HIGH 113-010
0.618 112-242
0.500 112-215
0.382 112-188
LOW 112-100
0.618 111-278
1.000 111-190
1.618 111-048
2.618 110-138
4.250 109-082
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 112-215 113-022
PP 112-203 112-288
S1 112-192 112-234

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

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