CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	117-010	116-080	-0-250	-0.7%	116-255
High	117-010	117-130	0-120	0.3%	117-010
Low	116-110	116-080	-0-030	-0.1%	116-100
Close	116-220	117-125	0-225	0.6%	116-220
Range	0-220	1-050	0-150	68.2%	0-230
ATR	0-196	0-209	0-012	6.3%	0-000
Volume	1,204,173	342,186	-861,987	-71.6%	5,389,923

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-155	120-030	118-008
R3	119-105	118-300	117-227
R2	118-055	118-055	117-193
R1	117-250	117-250	117-159	117-312
PP	117-005	117-005	117-005	117-036
S1	116-200	116-200	117-091	116-262
S2	115-275	115-275	117-057
S3	114-225	115-150	117-023
S4	113-175	114-100	116-242

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	117-130	116-080	1-050	1.0%	0-208	0.6%	99%	True	True	975,910
10	117-130	115-300	1-150	1.3%	0-155	0.4%	99%	True	False	865,799
20	117-130	114-065	3-065	2.7%	0-166	0.4%	100%	True	False	829,061
40	117-130	112-270	4-180	3.9%	0-194	0.5%	100%	True	False	933,858
60	117-130	111-050	6-080	5.3%	0-200	0.5%	100%	True	False	946,463
80	117-130	111-050	6-080	5.3%	0-187	0.5%	100%	True	False	831,976

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	122-102
2.618	120-139
1.618	119-089
1.000	118-180
0.618	118-039
HIGH	117-130
0.618	116-309
0.500	116-265
0.382	116-221
LOW	116-080
0.618	115-171
1.000	115-030
1.618	114-121
2.618	113-071
4.250	111-108

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	117-065	117-065
PP	117-005	117-005
S1	116-265	116-265

Download as Excel Spreadsheet

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

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