CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 08-Jul-2008

Day Change Summary
	Previous	Current
	07-Jul-2008	08-Jul-2008	Change	Change %	Previous Week
Open	114-180	115-025	0-165	0.5%	113-240
High	115-140	115-110	-0-030	-0.1%	114-175
Low	114-060	114-270	0-210	0.6%	113-240
Close	114-270	115-075	0-125	0.3%	114-115
Range	1-080	0-160	-0-240	-60.0%	0-255
ATR	0-229	0-224	-0-005	-2.2%	0-000
Volume	921,215	991,569	70,354	7.6%	4,055,666

Daily Pivots for day following 08-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-205	116-140	115-163
R3	116-045	115-300	115-119
R2	115-205	115-205	115-104
R1	115-140	115-140	115-090	115-172
PP	115-045	115-045	115-045	115-061
S1	114-300	114-300	115-060	115-012
S2	114-205	114-205	115-046
S3	114-045	114-140	115-031
S4	113-205	113-300	114-307

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	113-265	1-195	1.4%	0-217	0.6%	87%	False	False	1,000,916
10	115-140	112-060	3-080	2.8%	0-196	0.5%	94%	False	False	946,640
20	115-140	111-050	4-090	3.7%	0-204	0.6%	95%	False	False	958,599
40	115-140	111-050	4-090	3.7%	0-185	0.5%	95%	False	False	754,381

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-150
2.618	116-209
1.618	116-049
1.000	115-270
0.618	115-209
HIGH	115-110
0.618	115-049
0.500	115-030
0.382	115-011
LOW	114-270
0.618	114-171
1.000	114-110
1.618	114-011
2.618	113-171
4.250	112-230

Fisher Pivots for day following 08-Jul-2008
Pivot	1 day	3 day
R1	115-060	115-015
PP	115-045	114-275
S1	115-030	114-215

Download as Excel Spreadsheet

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

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