CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	111-050	111-110	0-060	0.2%	113-310
High	111-295	111-210	-0-085	-0.2%	113-310
Low	111-050	111-085	0-035	0.1%	111-050
Close	111-050	111-115	0-065	0.2%	111-050
Range	0-245	0-125	-0-120	-49.0%	2-260
ATR	0-244	0-238	-0-006	-2.5%	0-000
Volume	1,110,600	1,006,408	-104,192	-9.4%	5,569,077

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-192	112-118	111-184
R3	112-067	111-313	111-149
R2	111-262	111-262	111-138
R1	111-188	111-188	111-126	111-225
PP	111-137	111-137	111-137	111-155
S1	111-063	111-063	111-104	111-100
S2	111-012	111-012	111-092
S3	110-207	110-258	111-081
S4	110-082	110-133	111-046

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-170	118-210	112-225
R3	117-230	115-270	111-298
R2	114-290	114-290	111-215
R1	113-010	113-010	111-132	112-180
PP	112-030	112-030	112-030	111-275
S1	110-070	110-070	110-288	109-240
S2	109-090	109-090	110-205
S3	106-150	107-130	110-122
S4	103-210	104-190	109-195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-035	111-050	1-305	1.8%	0-230	0.6%	10%	False	False	1,064,486
10	114-140	111-050	3-090	2.9%	0-266	0.7%	6%	False	False	1,207,291
20	114-140	111-050	3-090	2.9%	0-181	0.5%	6%	False	False	807,472

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	113-101
2.618	112-217
1.618	112-092
1.000	112-015
0.618	111-287
HIGH	111-210
0.618	111-162
0.500	111-148
0.382	111-133
LOW	111-085
0.618	111-008
1.000	110-280
1.618	110-203
2.618	110-078
4.250	109-194

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	111-148	111-212
PP	111-137	111-180
S1	111-126	111-148

Download as Excel Spreadsheet

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

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