CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 22-Jul-2008

Day Change Summary
	Previous	Current
	21-Jul-2008	22-Jul-2008	Change	Change %	Previous Week
Open	113-180	113-260	0-080	0.2%	114-055
High	113-245	113-260	0-015	0.0%	116-010
Low	113-130	113-105	-0-025	-0.1%	113-195
Close	113-245	113-150	-0-095	-0.3%	113-195
Range	0-115	0-155	0-040	34.8%	2-135
ATR	0-241	0-235	-0-006	-2.5%	0-000
Volume	1,086,041	718,554	-367,487	-33.8%	6,162,104

Daily Pivots for day following 22-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-317	114-228	113-235
R3	114-162	114-073	113-193
R2	114-007	114-007	113-178
R1	113-238	113-238	113-164	113-205
PP	113-172	113-172	113-172	113-155
S1	113-083	113-083	113-136	113-050
S2	113-017	113-017	113-122
S3	112-182	112-248	113-107
S4	112-027	112-093	113-065

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	115-160	113-105	2-055	1.9%	0-195	0.5%	6%	False	True	1,069,537
10	116-010	113-105	2-225	2.4%	0-236	0.7%	5%	False	True	1,094,921
20	116-010	112-060	3-270	3.4%	0-216	0.6%	33%	False	False	1,020,780
40	116-010	111-050	4-280	4.3%	0-216	0.6%	47%	False	False	1,010,647

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-279
2.618	115-026
1.618	114-191
1.000	114-095
0.618	114-036
HIGH	113-260
0.618	113-201
0.500	113-182
0.382	113-164
LOW	113-105
0.618	113-009
1.000	112-270
1.618	112-174
2.618	112-019
4.250	111-086

Fisher Pivots for day following 22-Jul-2008
Pivot	1 day	3 day
R1	113-182	113-242
PP	113-172	113-212
S1	113-161	113-181

Download as Excel Spreadsheet

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

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