CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 27-Aug-2008

Day Change Summary
	Previous	Current
	26-Aug-2008	27-Aug-2008	Change	Change %	Previous Week
Open	116-265	116-190	-0-075	-0.2%	116-060
High	116-265	117-005	0-060	0.2%	116-245
Low	116-175	116-100	-0-075	-0.2%	115-300
Close	116-250	116-315	0-065	0.2%	116-005
Range	0-090	0-225	0-135	150.0%	0-265
ATR	0-196	0-198	0-002	1.0%	0-000
Volume	910,191	975,012	64,821	7.1%	3,523,734

Daily Pivots for day following 27-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-282	118-203	117-119
R3	118-057	117-298	117-057
R2	117-152	117-152	117-036
R1	117-073	117-073	117-016	117-112
PP	116-247	116-247	116-247	116-266
S1	116-168	116-168	116-294	116-208
S2	116-022	116-022	116-274
S3	115-117	115-263	116-253
S4	114-212	115-038	116-191

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	117-005	115-300	1-025	0.9%	0-122	0.3%	97%	True	False	881,469
10	117-005	115-125	1-200	1.4%	0-130	0.3%	98%	True	False	785,348
20	117-005	114-025	2-300	2.5%	0-160	0.4%	99%	True	False	841,105
40	117-005	112-270	4-055	3.6%	0-193	0.5%	99%	True	False	936,786
60	117-005	111-050	5-275	5.0%	0-200	0.5%	99%	True	False	967,427
80	117-005	111-050	5-275	5.0%	0-182	0.5%	99%	True	False	795,179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	120-001
2.618	118-274
1.618	118-049
1.000	117-230
0.618	117-144
HIGH	117-005
0.618	116-239
0.500	116-212
0.382	116-186
LOW	116-100
0.618	115-281
1.000	115-195
1.618	115-056
2.618	114-151
4.250	113-104

Fisher Pivots for day following 27-Aug-2008
Pivot	1 day	3 day
R1	116-281	116-281
PP	116-247	116-247
S1	116-212	116-212

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