CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Jun-2008

Day Change Summary
	Previous	Current
	17-Jun-2008	18-Jun-2008	Change	Change %	Previous Week
Open	111-220	111-295	0-075	0.2%	113-310
High	111-290	112-160	0-190	0.5%	113-310
Low	111-135	111-295	0-160	0.4%	111-050
Close	111-240	112-130	0-210	0.6%	111-050
Range	0-155	0-185	0-030	19.4%	2-260
ATR	0-233	0-234	0-000	0.2%	0-000
Volume	645,503	944,876	299,373	46.4%	5,569,077

Daily Pivots for day following 18-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-003	113-252	112-232
R3	113-138	113-067	112-181
R2	112-273	112-273	112-164
R1	112-202	112-202	112-147	112-238
PP	112-088	112-088	112-088	112-106
S1	112-017	112-017	112-113	112-052
S2	111-223	111-223	112-096
S3	111-038	111-152	112-079
S4	110-173	110-287	112-028

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	112-160	111-050	1-110	1.2%	0-192	0.5%	93%	True	False	954,024
10	114-070	111-050	3-020	2.7%	0-237	0.7%	41%	False	False	1,077,309
20	114-140	111-050	3-090	2.9%	0-194	0.5%	38%	False	False	881,863

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-306
2.618	114-004
1.618	113-139
1.000	113-025
0.618	112-274
HIGH	112-160
0.618	112-089
0.500	112-068
0.382	112-046
LOW	111-295
0.618	111-181
1.000	111-110
1.618	110-316
2.618	110-131
4.250	109-149

Fisher Pivots for day following 18-Jun-2008
Pivot	1 day	3 day
R1	112-109	112-074
PP	112-088	112-018
S1	112-068	111-282

Download as Excel Spreadsheet

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

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