CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 12-Jun-2008

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	112-180	112-055	-0-125	-0.3%	112-210
High	113-010	112-055	-0-275	-0.8%	114-140
Low	112-100	111-125	-0-295	-0.8%	112-200
Close	112-180	111-155	-1-025	-1.0%	114-000
Range	0-230	0-250	0-020	8.7%	1-260
ATR	0-233	0-243	0-010	4.3%	0-000
Volume	986,309	1,062,737	76,428	7.7%	6,428,952

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-008	113-172	111-292
R3	113-078	112-242	111-224
R2	112-148	112-148	111-201
R1	111-312	111-312	111-178	111-265
PP	111-218	111-218	111-218	111-195
S1	111-062	111-062	111-132	111-015
S2	110-288	110-288	111-109
S3	110-038	110-132	111-086
S4	109-108	109-202	111-018

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	111-125	2-265	2.5%	0-284	0.8%	3%	False	True	1,111,416
10	114-140	111-125	3-015	2.7%	0-266	0.7%	3%	False	True	1,197,739
20	114-140	111-125	3-015	2.7%	0-171	0.5%	3%	False	True	708,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-158
2.618	114-070
1.618	113-140
1.000	112-305
0.618	112-210
HIGH	112-055
0.618	111-280
0.500	111-250
0.382	111-220
LOW	111-125
0.618	110-290
1.000	110-195
1.618	110-040
2.618	109-110
4.250	108-022

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	111-250	112-080
PP	111-218	111-318
S1	111-187	111-237

Download as Excel Spreadsheet

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

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