CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 11-Jul-2008

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	115-160	115-205	0-045	0.1%	114-180
High	115-270	115-220	-0-050	-0.1%	115-270
Low	115-130	114-085	-1-045	-1.0%	114-060
Close	115-215	114-135	-1-080	-1.1%	114-135
Range	0-140	1-135	0-315	225.0%	1-210
ATR	0-217	0-234	0-017	7.8%	0-000
Volume	930,863	1,076,881	146,018	15.7%	4,895,299

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-018	118-052	115-065
R3	117-203	116-237	114-260
R2	116-068	116-068	114-218
R1	115-102	115-102	114-177	115-018
PP	114-253	114-253	114-253	114-211
S1	113-287	113-287	114-093	113-202
S2	113-118	113-118	114-052
S3	111-303	112-152	114-010
S4	110-168	111-017	113-205

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-252	118-243	115-106
R3	118-042	117-033	114-281
R2	116-152	116-152	114-232
R1	115-143	115-143	114-184	115-042
PP	114-262	114-262	114-262	114-211
S1	113-253	113-253	114-086	113-152
S2	113-052	113-052	114-038
S3	111-162	112-043	113-309
S4	109-272	110-153	113-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-270	114-060	1-210	1.4%	0-272	0.7%	14%	False	False	979,059
10	115-270	113-225	2-045	1.9%	0-214	0.6%	34%	False	False	1,000,787
20	115-270	111-050	4-220	4.1%	0-205	0.6%	70%	False	False	947,453
40	115-270	111-050	4-220	4.1%	0-188	0.5%	70%	False	False	827,957

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	0-050
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	121-234
2.618	119-131
1.618	117-316
1.000	117-035
0.618	116-181
HIGH	115-220
0.618	115-046
0.500	114-312
0.382	114-259
LOW	114-085
0.618	113-124
1.000	112-270
1.618	111-309
2.618	110-174
4.250	108-071

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	114-312	115-018
PP	114-253	114-270
S1	114-194	114-202

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