CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 10-Jul-2008

Day Change Summary
	Previous	Current
	09-Jul-2008	10-Jul-2008	Change	Change %	Previous Week
Open	114-285	115-160	0-195	0.5%	113-240
High	115-160	115-270	0-110	0.3%	114-175
Low	114-275	115-130	0-175	0.5%	113-240
Close	115-160	115-215	0-055	0.1%	114-115
Range	0-205	0-140	-0-065	-31.7%	0-255
ATR	0-223	0-217	-0-006	-2.7%	0-000
Volume	974,771	930,863	-43,908	-4.5%	4,055,666

Daily Pivots for day following 10-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-305	116-240	115-292
R3	116-165	116-100	115-254
R2	116-025	116-025	115-241
R1	115-280	115-280	115-228	115-312
PP	115-205	115-205	115-205	115-221
S1	115-140	115-140	115-202	115-172
S2	115-065	115-065	115-189
S3	114-245	115-000	115-176
S4	114-105	114-180	115-138

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	115-270	113-290	1-300	1.7%	0-215	0.6%	91%	True	False	955,296
10	115-270	113-000	2-270	2.5%	0-194	0.5%	94%	True	False	985,431
20	115-270	111-050	4-220	4.1%	0-195	0.5%	96%	True	False	946,746
40	115-270	111-050	4-220	4.1%	0-182	0.5%	96%	True	False	801,456

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-225
2.618	116-317
1.618	116-177
1.000	116-090
0.618	116-037
HIGH	115-270
0.618	115-217
0.500	115-200
0.382	115-183
LOW	115-130
0.618	115-043
1.000	114-310
1.618	114-223
2.618	114-083
4.250	113-175

Fisher Pivots for day following 10-Jul-2008
Pivot	1 day	3 day
R1	115-210	115-180
PP	115-205	115-145
S1	115-200	115-110

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