CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 07-Jul-2008

Day Change Summary
	Previous	Current
	03-Jul-2008	07-Jul-2008	Change	Change %	Previous Week
Open	114-080	114-180	0-100	0.3%	113-240
High	114-140	115-140	1-000	0.9%	114-175
Low	113-290	114-060	0-090	0.2%	113-240
Close	114-115	114-270	0-155	0.4%	114-115
Range	0-170	1-080	0-230	135.3%	0-255
ATR	0-216	0-229	0-013	6.1%	0-000
Volume	958,065	921,215	-36,850	-3.8%	4,055,666

Daily Pivots for day following 07-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-183	117-307	115-170
R3	117-103	116-227	115-060
R2	116-023	116-023	115-023
R1	115-147	115-147	114-307	115-245
PP	114-263	114-263	114-263	114-312
S1	114-067	114-067	114-233	114-165
S2	113-183	113-183	114-197
S3	112-103	112-307	114-160
S4	111-023	111-227	114-050

Weekly Pivots for week ending 04-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-195	116-090	114-255
R3	115-260	115-155	114-185
R2	115-005	115-005	114-162
R1	114-220	114-220	114-138	114-272
PP	114-070	114-070	114-070	114-096
S1	113-285	113-285	114-092	114-018
S2	113-135	113-135	114-068
S3	112-200	113-030	114-045
S4	111-265	112-095	113-295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-140	113-240	1-220	1.5%	0-208	0.6%	65%	True	False	995,376
10	115-140	112-055	3-085	2.8%	0-194	0.5%	82%	True	False	933,204
20	115-140	111-050	4-090	3.7%	0-211	0.6%	86%	True	False	971,673
40	115-140	111-050	4-090	3.7%	0-181	0.5%	86%	True	False	730,094

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	120-240
2.618	118-227
1.618	117-147
1.000	116-220
0.618	116-067
HIGH	115-140
0.618	114-307
0.500	114-260
0.382	114-213
LOW	114-060
0.618	113-133
1.000	112-300
1.618	112-053
2.618	110-293
4.250	108-280

Fisher Pivots for day following 07-Jul-2008
Pivot	1 day	3 day
R1	114-267	114-248
PP	114-263	114-225
S1	114-260	114-202

Download as Excel Spreadsheet

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

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