CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 27-Jun-2008

Day Change Summary
	Previous	Current
	26-Jun-2008	27-Jun-2008	Change	Change %	Previous Week
Open	113-000	113-275	0-275	0.8%	112-085
High	113-245	114-050	0-125	0.3%	114-050
Low	113-000	113-225	0-225	0.6%	112-055
Close	113-210	113-265	0-055	0.2%	113-265
Range	0-245	0-145	-0-100	-40.8%	1-315
ATR	0-241	0-236	-0-006	-2.4%	0-000
Volume	923,322	1,056,912	133,590	14.5%	4,355,163

Daily Pivots for day following 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-082	114-318	114-025
R3	114-257	114-173	113-305
R2	114-112	114-112	113-292
R1	114-028	114-028	113-278	113-318
PP	113-287	113-287	113-287	113-271
S1	113-203	113-203	113-252	113-172
S2	113-142	113-142	113-238
S3	112-317	113-058	113-225
S4	112-172	112-233	113-185

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-108	118-182	114-294
R3	117-113	116-187	114-120
R2	115-118	115-118	114-061
R1	114-192	114-192	114-003	114-315
PP	113-123	113-123	113-123	113-185
S1	112-197	112-197	113-207	113-000
S2	111-128	111-128	113-149
S3	109-133	110-202	113-090
S4	107-138	108-207	112-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-050	112-055	1-315	1.7%	0-180	0.5%	83%	True	False	871,032
10	114-050	111-085	2-285	2.5%	0-186	0.5%	89%	True	False	888,751
20	114-140	111-050	3-090	2.9%	0-232	0.6%	81%	False	False	1,044,277
40	115-000	111-050	3-270	3.4%	0-164	0.5%	70%	False	False	607,531

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-026
2.618	115-110
1.618	114-285
1.000	114-195
0.618	114-140
HIGH	114-050
0.618	113-315
0.500	113-298
0.382	113-280
LOW	113-225
0.618	113-135
1.000	113-080
1.618	112-310
2.618	112-165
4.250	111-249

Fisher Pivots for day following 27-Jun-2008
Pivot	1 day	3 day
R1	113-298	113-195
PP	113-287	113-125
S1	113-276	113-055

Download as Excel Spreadsheet

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

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