CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 26-Jun-2008

Day Change Summary
	Previous	Current
	25-Jun-2008	26-Jun-2008	Change	Change %	Previous Week
Open	112-230	113-000	0-090	0.2%	111-110
High	112-250	113-245	0-315	0.9%	112-310
Low	112-060	113-000	0-260	0.7%	111-085
Close	112-250	113-210	0-280	0.8%	112-155
Range	0-190	0-245	0-055	28.9%	1-225
ATR	0-236	0-241	0-006	2.4%	0-000
Volume	862,755	923,322	60,567	7.0%	4,532,349

Daily Pivots for day following 26-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-247	115-153	114-025
R3	115-002	114-228	113-277
R2	114-077	114-077	113-255
R1	113-303	113-303	113-232	114-030
PP	113-152	113-152	113-152	113-175
S1	113-058	113-058	113-188	113-105
S2	112-227	112-227	113-165
S3	111-302	112-133	113-143
S4	111-057	111-208	113-075

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	113-245	112-055	1-190	1.4%	0-175	0.5%	93%	True	False	857,585
10	113-245	111-050	2-195	2.3%	0-196	0.5%	96%	True	False	894,120
20	114-140	111-050	3-090	2.9%	0-230	0.6%	76%	False	False	1,045,929

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	117-006
2.618	115-246
1.618	115-001
1.000	114-170
0.618	114-076
HIGH	113-245
0.618	113-151
0.500	113-122
0.382	113-094
LOW	113-000
0.618	112-169
1.000	112-075
1.618	111-244
2.618	110-319
4.250	109-239

Fisher Pivots for day following 26-Jun-2008
Pivot	1 day	3 day
R1	113-181	113-138
PP	113-152	113-065
S1	113-122	112-312

Download as Excel Spreadsheet

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

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