CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	114-235	113-200	-1-035	-1.0%	114-055
High	114-235	114-060	-0-175	-0.5%	116-010
Low	113-275	113-195	-0-080	-0.2%	113-195
Close	113-285	113-195	-0-090	-0.2%	113-195
Range	0-280	0-185	-0-095	-33.9%	2-135
ATR	0-255	0-250	-0-005	-2.0%	0-000
Volume	1,168,307	1,171,065	2,758	0.2%	6,162,104

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-172	115-048	113-297
R3	114-307	114-183	113-246
R2	114-122	114-122	113-229
R1	113-318	113-318	113-212	113-288
PP	113-257	113-257	113-257	113-241
S1	113-133	113-133	113-178	113-102
S2	113-072	113-072	113-161
S3	112-207	112-268	113-144
S4	112-022	112-083	113-093

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-218	120-022	114-301
R3	119-083	117-207	114-088
R2	116-268	116-268	114-017
R1	115-072	115-072	113-266	114-262
PP	114-133	114-133	114-133	114-069
S1	112-257	112-257	113-124	112-128
S2	111-318	111-318	113-053
S3	109-183	110-122	112-302
S4	107-048	107-307	112-089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-010	113-195	2-135	2.1%	0-259	0.7%	0%	False	True	1,232,420
10	116-010	113-195	2-135	2.1%	0-266	0.7%	0%	False	True	1,105,740
20	116-010	112-055	3-275	3.4%	0-216	0.6%	37%	False	False	1,022,895
40	116-010	111-050	4-280	4.3%	0-214	0.6%	50%	False	False	973,133

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	0-026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116-206
2.618	115-224
1.618	115-039
1.000	114-245
0.618	114-174
HIGH	114-060
0.618	113-309
0.500	113-288
0.382	113-266
LOW	113-195
0.618	113-081
1.000	113-010
1.618	112-216
2.618	112-031
4.250	111-049

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	113-288	114-178
PP	113-257	114-077
S1	113-226	113-296

Download as Excel Spreadsheet

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

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