CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 09-Jul-2008

Day Change Summary
	Previous	Current
	08-Jul-2008	09-Jul-2008	Change	Change %	Previous Week
Open	115-025	114-285	-0-060	-0.2%	113-240
High	115-110	115-160	0-050	0.1%	114-175
Low	114-270	114-275	0-005	0.0%	113-240
Close	115-075	115-160	0-085	0.2%	114-115
Range	0-160	0-205	0-045	28.1%	0-255
ATR	0-224	0-223	-0-001	-0.6%	0-000
Volume	991,569	974,771	-16,798	-1.7%	4,055,666

Daily Pivots for day following 09-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-067	116-318	115-273
R3	116-182	116-113	115-216
R2	115-297	115-297	115-198
R1	115-228	115-228	115-179	115-262
PP	115-092	115-092	115-092	115-109
S1	115-023	115-023	115-141	115-058
S2	114-207	114-207	115-122
S3	114-002	114-138	115-104
S4	113-117	113-253	115-047

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	115-160	113-265	1-215	1.4%	0-214	0.6%	100%	True	False	1,015,562
10	115-160	112-060	3-100	2.9%	0-198	0.5%	100%	True	False	978,621
20	115-160	111-050	4-110	3.8%	0-199	0.5%	100%	True	False	949,518
40	115-160	111-050	4-110	3.8%	0-186	0.5%	100%	True	False	778,382

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	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-071
2.618	117-057
1.618	116-172
1.000	116-045
0.618	115-287
HIGH	115-160
0.618	115-082
0.500	115-058
0.382	115-033
LOW	114-275
0.618	114-148
1.000	114-070
1.618	113-263
2.618	113-058
4.250	112-044

Fisher Pivots for day following 09-Jul-2008
Pivot	1 day	3 day
R1	115-126	115-090
PP	115-092	115-020
S1	115-058	114-270

Download as Excel Spreadsheet

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

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