CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 111-170 112-130 0-280 0.8% 110-030
High 111-170 112-130 0-280 0.8% 111-070
Low 111-170 112-130 0-280 0.8% 110-030
Close 111-170 112-130 0-280 0.8% 111-070
Range
ATR 0-152 0-161 0-009 6.0% 0-000
Volume 605 53 -552 -91.2% 12
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-130 112-130 112-130
R3 112-130 112-130 112-130
R2 112-130 112-130 112-130
R1 112-130 112-130 112-130 112-130
PP 112-130 112-130 112-130 112-130
S1 112-130 112-130 112-130 112-130
S2 112-130 112-130 112-130
S3 112-130 112-130 112-130
S4 112-130 112-130 112-130
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-070 113-270 111-268
R3 113-030 112-230 111-169
R2 111-310 111-310 111-136
R1 111-190 111-190 111-103 111-250
PP 110-270 110-270 110-270 110-300
S1 110-150 110-150 111-037 110-210
S2 109-230 109-230 111-004
S3 108-190 109-110 110-291
S4 107-150 108-070 110-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-130 110-180 1-270 1.6% 0-000 0.0% 100% True False 134
10 112-130 109-270 2-180 2.3% 0-002 0.0% 100% True False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0-001
Fibonacci Retracements and Extensions
4.250 112-130
2.618 112-130
1.618 112-130
1.000 112-130
0.618 112-130
HIGH 112-130
0.618 112-130
0.500 112-130
0.382 112-130
LOW 112-130
0.618 112-130
1.000 112-130
1.618 112-130
2.618 112-130
4.250 112-130
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 112-130 112-083
PP 112-130 112-037
S1 112-130 111-310

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

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