CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-Aug-2008

Day Change Summary
	Previous	Current
	28-Aug-2008	29-Aug-2008	Change	Change %	Previous Week
Open	116-280	117-010	0-050	0.1%	116-255
High	116-305	117-010	0-025	0.1%	117-010
Low	116-170	116-110	-0-060	-0.2%	116-100
Close	116-265	116-220	-0-045	-0.1%	116-220
Range	0-135	0-220	0-085	63.0%	0-230
ATR	0-194	0-196	0-002	0.9%	0-000
Volume	1,447,992	1,204,173	-243,819	-16.8%	5,389,923

Daily Pivots for day following 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-240	118-130	117-021
R3	118-020	117-230	116-280
R2	117-120	117-120	116-260
R1	117-010	117-010	116-240	116-275
PP	116-220	116-220	116-220	116-192
S1	116-110	116-110	116-200	116-055
S2	116-000	116-000	116-180
S3	115-100	115-210	116-160
S4	114-200	114-310	116-099

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-267	118-153	117-026
R3	118-037	117-243	116-283
R2	117-127	117-127	116-262
R1	117-013	117-013	116-241	116-275
PP	116-217	116-217	116-217	116-188
S1	116-103	116-103	116-199	116-045
S2	115-307	115-307	116-178
S3	115-077	115-193	116-157
S4	114-167	114-283	116-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-010	116-100	0-230	0.6%	0-146	0.4%	52%	True	False	1,077,984
10	117-010	115-300	1-030	0.9%	0-132	0.4%	69%	True	False	891,365
20	117-010	114-065	2-265	2.4%	0-155	0.4%	88%	True	False	863,423
40	117-010	112-270	4-060	3.6%	0-194	0.5%	92%	True	False	948,334
60	117-010	111-050	5-280	5.0%	0-199	0.5%	94%	True	False	959,070
80	117-010	111-050	5-280	5.0%	0-182	0.5%	94%	True	False	827,997

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-305
2.618	118-266
1.618	118-046
1.000	117-230
0.618	117-146
HIGH	117-010
0.618	116-246
0.500	116-220
0.382	116-194
LOW	116-110
0.618	115-294
1.000	115-210
1.618	115-074
2.618	114-174
4.250	113-135

Fisher Pivots for day following 29-Aug-2008
Pivot	1 day	3 day
R1	116-220	116-218
PP	116-220	116-217
S1	116-220	116-215

Download as Excel Spreadsheet

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

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