CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 14-Jul-2008

Day Change Summary
	Previous	Current
	11-Jul-2008	14-Jul-2008	Change	Change %	Previous Week
Open	115-205	114-055	-1-150	-1.3%	114-180
High	115-220	115-105	-0-115	-0.3%	115-270
Low	114-085	114-055	-0-030	-0.1%	114-060
Close	114-135	114-310	0-175	0.5%	114-135
Range	1-135	1-050	-0-085	-18.7%	1-210
ATR	0-234	0-244	0-010	4.1%	0-000
Volume	1,076,881	1,389,877	312,996	29.1%	4,895,299

Daily Pivots for day following 14-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-093	117-252	115-194
R3	117-043	116-202	115-092
R2	115-313	115-313	115-058
R1	115-152	115-152	115-024	115-232
PP	114-263	114-263	114-263	114-304
S1	114-102	114-102	114-276	114-182
S2	113-213	113-213	114-242
S3	112-163	113-052	114-208
S4	111-113	112-002	114-106

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	114-055	1-215	1.5%	0-266	0.7%	48%	False	True	1,072,792
10	115-270	113-240	2-030	1.8%	0-237	0.6%	58%	False	False	1,034,084
20	115-270	111-085	4-185	4.0%	0-211	0.6%	81%	False	False	961,417
40	115-270	111-050	4-220	4.1%	0-193	0.5%	81%	False	False	860,930

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Bull Hook	False
Stretch	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-078
2.618	118-114
1.618	117-064
1.000	116-155
0.618	116-014
HIGH	115-105
0.618	114-284
0.500	114-240
0.382	114-196
LOW	114-055
0.618	113-146
1.000	113-005
1.618	112-096
2.618	111-046
4.250	109-082

Fisher Pivots for day following 14-Jul-2008
Pivot	1 day	3 day
R1	114-287	115-002
PP	114-263	114-318
S1	114-240	114-314

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