CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 03-Jul-2008

Day Change Summary
	Previous	Current
	02-Jul-2008	03-Jul-2008	Change	Change %	Previous Week
Open	113-315	114-080	0-085	0.2%	112-085
High	114-080	114-140	0-060	0.2%	114-050
Low	113-265	113-290	0-025	0.1%	112-055
Close	114-070	114-115	0-045	0.1%	113-265
Range	0-135	0-170	0-035	25.9%	1-315
ATR	0-220	0-216	-0-004	-1.6%	0-000
Volume	1,232,191	958,065	-274,126	-22.2%	4,355,163

Daily Pivots for day following 03-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-265	115-200	114-208
R3	115-095	115-030	114-162
R2	114-245	114-245	114-146
R1	114-180	114-180	114-131	114-212
PP	114-075	114-075	114-075	114-091
S1	114-010	114-010	114-099	114-042
S2	113-225	113-225	114-084
S3	113-055	113-160	114-068
S4	112-205	112-310	114-022

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	113-225	0-270	0.7%	0-157	0.4%	78%	False	False	1,022,515
10	114-175	112-055	2-120	2.1%	0-166	0.5%	92%	False	False	940,050
20	114-175	111-050	3-125	3.0%	0-208	0.6%	94%	False	False	980,542
40	115-000	111-050	3-270	3.4%	0-171	0.5%	83%	False	False	707,660

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-222
2.618	115-265
1.618	115-095
1.000	114-310
0.618	114-245
HIGH	114-140
0.618	114-075
0.500	114-055
0.382	114-035
LOW	113-290
0.618	113-185
1.000	113-120
1.618	113-015
2.618	112-165
4.250	111-208

Fisher Pivots for day following 03-Jul-2008
Pivot	1 day	3 day
R1	114-095	114-097
PP	114-075	114-078
S1	114-055	114-060

Download as Excel Spreadsheet

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

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