CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 26-Aug-2008

Day Change Summary
	Previous	Current
	25-Aug-2008	26-Aug-2008	Change	Change %	Previous Week
Open	116-255	116-265	0-010	0.0%	116-060
High	116-315	116-265	-0-050	-0.1%	116-245
Low	116-255	116-175	-0-080	-0.2%	115-300
Close	116-260	116-250	-0-010	0.0%	116-005
Range	0-060	0-090	0-030	50.0%	0-265
ATR	0-204	0-196	-0-008	-4.0%	0-000
Volume	852,555	910,191	57,636	6.8%	3,523,734

Daily Pivots for day following 26-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-180	117-145	116-300
R3	117-090	117-055	116-275
R2	117-000	117-000	116-266
R1	116-285	116-285	116-258	116-258
PP	116-230	116-230	116-230	116-216
S1	116-195	116-195	116-242	116-168
S2	116-140	116-140	116-234
S3	116-050	116-105	116-225
S4	115-280	116-015	116-200

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-232	118-063	116-151
R3	117-287	117-118	116-078
R2	117-022	117-022	116-054
R1	116-173	116-173	116-029	116-125
PP	116-077	116-077	116-077	116-052
S1	115-228	115-228	115-301	115-180
S2	115-132	115-132	115-276
S3	114-187	114-283	115-252
S4	113-242	114-018	115-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-315	115-300	1-015	0.9%	0-092	0.2%	81%	False	False	842,028
10	116-315	115-110	1-205	1.4%	0-128	0.3%	88%	False	False	768,398
20	116-315	113-165	3-150	3.0%	0-162	0.4%	94%	False	False	834,921
40	116-315	112-270	4-045	3.5%	0-193	0.5%	95%	False	False	934,949
60	116-315	111-050	5-265	5.0%	0-204	0.5%	97%	False	False	971,931
80	116-315	111-050	5-265	5.0%	0-180	0.5%	97%	False	False	783,117

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-008
2.618	117-181
1.618	117-091
1.000	117-035
0.618	117-001
HIGH	116-265
0.618	116-231
0.500	116-220
0.382	116-209
LOW	116-175
0.618	116-119
1.000	116-085
1.618	116-029
2.618	115-259
4.250	115-112

Fisher Pivots for day following 26-Aug-2008
Pivot	1 day	3 day
R1	116-240	116-216
PP	116-230	116-182
S1	116-220	116-148

Download as Excel Spreadsheet

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

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