CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	116-190	116-280	0-090	0.2%	116-060
High	117-005	116-305	-0-020	-0.1%	116-245
Low	116-100	116-170	0-070	0.2%	115-300
Close	116-315	116-265	-0-050	-0.1%	116-005
Range	0-225	0-135	-0-090	-40.0%	0-265
ATR	0-198	0-194	-0-004	-1.9%	0-000
Volume	975,012	1,447,992	472,980	48.5%	3,523,734

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-012	117-273	117-019
R3	117-197	117-138	116-302
R2	117-062	117-062	116-290
R1	117-003	117-003	116-277	116-285
PP	116-247	116-247	116-247	116-228
S1	116-188	116-188	116-253	116-150
S2	116-112	116-112	116-240
S3	115-297	116-053	116-228
S4	115-162	115-238	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%	83%	False	False	1,015,313
10	117-005	115-280	1-045	1.0%	0-126	0.3%	84%	False	False	849,539
20	117-005	114-065	2-260	2.4%	0-152	0.4%	93%	False	False	860,521
40	117-005	112-270	4-055	3.6%	0-193	0.5%	96%	False	False	942,181
60	117-005	111-050	5-275	5.0%	0-199	0.5%	97%	False	False	964,144
80	117-005	111-050	5-275	5.0%	0-182	0.5%	97%	False	False	813,107

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

Fibonacci Retracements and Extensions
4.250	118-239
2.618	118-018
1.618	117-203
1.000	117-120
0.618	117-068
HIGH	116-305
0.618	116-253
0.500	116-238
0.382	116-222
LOW	116-170
0.618	116-087
1.000	116-035
1.618	115-272
2.618	115-137
4.250	114-236

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	116-256	116-248
PP	116-247	116-230
S1	116-238	116-212

Download as Excel Spreadsheet

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

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