CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 24-Jun-2008

Day Change Summary
	Previous	Current
	23-Jun-2008	24-Jun-2008	Change	Change %	Previous Week
Open	112-085	112-140	0-055	0.2%	111-110
High	112-200	112-305	0-105	0.3%	112-310
Low	112-055	112-130	0-075	0.2%	111-085
Close	112-080	112-300	0-220	0.6%	112-155
Range	0-145	0-175	0-030	20.7%	1-225
ATR	0-236	0-235	-0-001	-0.3%	0-000
Volume	857,209	654,965	-202,244	-23.6%	4,532,349

Daily Pivots for day following 24-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-130	114-070	113-076
R3	113-275	113-215	113-028
R2	113-100	113-100	113-012
R1	113-040	113-040	112-316	113-070
PP	112-245	112-245	112-245	112-260
S1	112-185	112-185	112-284	112-215
S2	112-070	112-070	112-268
S3	111-215	112-010	112-252
S4	111-040	111-155	112-204

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	111-260	1-050	1.0%	0-199	0.6%	97%	False	False	878,522
10	113-010	111-050	1-280	1.7%	0-200	0.6%	95%	False	False	920,416
20	114-140	111-050	3-090	2.9%	0-225	0.6%	54%	False	False	1,024,646

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	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-089
2.618	114-123
1.618	113-268
1.000	113-160
0.618	113-093
HIGH	112-305
0.618	112-238
0.500	112-218
0.382	112-197
LOW	112-130
0.618	112-022
1.000	111-275
1.618	111-167
2.618	110-312
4.250	110-026

Fisher Pivots for day following 24-Jun-2008
Pivot	1 day	3 day
R1	112-272	112-260
PP	112-245	112-220
S1	112-218	112-180

Download as Excel Spreadsheet

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

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