CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	115-160	114-235	-0-245	-0.7%	114-180
High	115-160	114-235	-0-245	-0.7%	115-270
Low	114-240	113-275	-0-285	-0.8%	114-060
Close	114-280	113-285	-0-315	-0.9%	114-135
Range	0-240	0-280	0-040	16.7%	1-210
ATR	0-250	0-255	0-005	2.1%	0-000
Volume	1,203,722	1,168,307	-35,415	-2.9%	4,895,299

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-252	116-068	114-119
R3	115-292	115-108	114-042
R2	115-012	115-012	114-016
R1	114-148	114-148	113-311	114-100
PP	114-052	114-052	114-052	114-028
S1	113-188	113-188	113-259	113-140
S2	113-092	113-092	113-234
S3	112-132	112-228	113-208
S4	111-172	111-268	113-131

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	116-010	113-275	2-055	1.9%	0-313	0.9%	1%	False	True	1,213,584
10	116-010	113-275	2-055	1.9%	0-264	0.7%	1%	False	True	1,084,440
20	116-010	111-260	4-070	3.7%	0-225	0.6%	49%	False	False	1,011,636
40	116-010	111-050	4-280	4.3%	0-210	0.6%	56%	False	False	946,749

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	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-145
2.618	117-008
1.618	116-048
1.000	115-195
0.618	115-088
HIGH	114-235
0.618	114-128
0.500	114-095
0.382	114-062
LOW	113-275
0.618	113-102
1.000	112-315
1.618	112-142
2.618	111-182
4.250	110-045

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	114-095	114-302
PP	114-052	114-190
S1	114-008	114-078

Download as Excel Spreadsheet

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

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