CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 01-Jul-2008

Day Change Summary
	Previous	Current
	30-Jun-2008	01-Jul-2008	Change	Change %	Previous Week
Open	113-240	114-085	0-165	0.5%	112-085
High	114-035	114-175	0-140	0.4%	114-050
Low	113-240	113-275	0-035	0.1%	112-055
Close	113-295	113-280	-0-015	0.0%	113-265
Range	0-115	0-220	0-105	91.3%	1-315
ATR	0-227	0-226	0-000	-0.2%	0-000
Volume	963,868	901,542	-62,326	-6.5%	4,355,163

Daily Pivots for day following 01-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-050	115-225	114-081
R3	115-150	115-005	114-020
R2	114-250	114-250	114-000
R1	114-105	114-105	113-300	114-068
PP	114-030	114-030	114-030	114-011
S1	113-205	113-205	113-260	113-168
S2	113-130	113-130	113-240
S3	112-230	112-305	113-220
S4	112-010	112-085	113-159

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	114-175	112-060	2-115	2.1%	0-183	0.5%	72%	True	False	941,679
10	114-175	111-260	2-235	2.4%	0-191	0.5%	75%	True	False	910,101
20	114-175	111-050	3-125	3.0%	0-215	0.6%	80%	True	False	1,028,708
40	115-000	111-050	3-270	3.4%	0-171	0.5%	71%	False	False	653,573

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	0-037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-150
2.618	116-111
1.618	115-211
1.000	115-075
0.618	114-311
HIGH	114-175
0.618	114-091
0.500	114-065
0.382	114-039
LOW	113-275
0.618	113-139
1.000	113-055
1.618	112-239
2.618	112-019
4.250	110-300

Fisher Pivots for day following 01-Jul-2008
Pivot	1 day	3 day
R1	114-065	114-040
PP	114-030	114-013
S1	113-315	113-307

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols