CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 20-Jun-2008

Day Change Summary
	Previous	Current
	19-Jun-2008	20-Jun-2008	Change	Change %	Previous Week
Open	112-080	112-165	0-085	0.2%	111-110
High	112-310	112-195	-0-115	-0.3%	112-310
Low	111-260	112-075	0-135	0.4%	111-085
Close	111-275	112-155	0-200	0.6%	112-155
Range	1-050	0-120	-0-250	-67.6%	1-225
ATR	0-243	0-243	0-000	-0.1%	0-000
Volume	945,888	989,674	43,786	4.6%	4,532,349

Daily Pivots for day following 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-182	113-128	112-221
R3	113-062	113-008	112-188
R2	112-262	112-262	112-177
R1	112-208	112-208	112-166	112-175
PP	112-142	112-142	112-142	112-125
S1	112-088	112-088	112-144	112-055
S2	112-022	112-022	112-133
S3	111-222	111-288	112-122
S4	111-102	111-168	112-089

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-112	116-198	113-135
R3	115-207	114-293	112-305
R2	113-302	113-302	112-255
R1	113-068	113-068	112-205	113-185
PP	112-077	112-077	112-077	112-135
S1	111-163	111-163	112-105	111-280
S2	110-172	110-172	112-055
S3	108-267	109-258	112-005
S4	107-042	108-033	111-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-310	111-085	1-225	1.5%	0-191	0.5%	72%	False	False	906,469
10	113-310	111-050	2-260	2.5%	0-228	0.6%	47%	False	False	1,010,142
20	114-140	111-050	3-090	2.9%	0-215	0.6%	40%	False	False	965,246

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	0-038
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	114-065
2.618	113-189
1.618	113-069
1.000	112-315
0.618	112-269
HIGH	112-195
0.618	112-149
0.500	112-135
0.382	112-121
LOW	112-075
0.618	112-001
1.000	111-275
1.618	111-201
2.618	111-081
4.250	110-205

Fisher Pivots for day following 20-Jun-2008
Pivot	1 day	3 day
R1	112-148	112-145
PP	112-142	112-135
S1	112-135	112-125

Download as Excel Spreadsheet

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

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