CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 17-Jun-2008

Day Change Summary
	Previous	Current
	16-Jun-2008	17-Jun-2008	Change	Change %	Previous Week
Open	111-110	111-220	0-110	0.3%	113-310
High	111-210	111-290	0-080	0.2%	113-310
Low	111-085	111-135	0-050	0.1%	111-050
Close	111-115	111-240	0-125	0.4%	111-050
Range	0-125	0-155	0-030	24.0%	2-260
ATR	0-238	0-233	-0-004	-1.9%	0-000
Volume	1,006,408	645,503	-360,905	-35.9%	5,569,077

Daily Pivots for day following 17-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-047	112-298	112-005
R3	112-212	112-143	111-283
R2	112-057	112-057	111-268
R1	111-308	111-308	111-254	112-022
PP	111-222	111-222	111-222	111-239
S1	111-153	111-153	111-226	111-188
S2	111-067	111-067	111-212
S3	110-232	110-318	111-197
S4	110-077	110-163	111-155

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	113-010	111-050	1-280	1.7%	0-201	0.6%	32%	False	False	962,311
10	114-140	111-050	3-090	2.9%	0-239	0.7%	18%	False	False	1,147,316
20	114-140	111-050	3-090	2.9%	0-185	0.5%	18%	False	False	837,828

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-309
2.618	113-056
1.618	112-221
1.000	112-125
0.618	112-066
HIGH	111-290
0.618	111-231
0.500	111-212
0.382	111-194
LOW	111-135
0.618	111-039
1.000	110-300
1.618	110-204
2.618	110-049
4.250	109-116

Fisher Pivots for day following 17-Jun-2008
Pivot	1 day	3 day
R1	111-231	111-218
PP	111-222	111-195
S1	111-212	111-172

Download as Excel Spreadsheet

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

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