CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 113-040 113-200 0-160 0.4% 112-210
High 113-040 113-200 0-160 0.4% 113-040
Low 113-040 113-200 0-160 0.4% 112-200
Close 113-040 113-200 0-160 0.4% 113-040
Range
ATR 0-127 0-130 0-002 1.8% 0-000
Volume 547 21 -526 -96.2% 566
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-200 113-200 113-200
R3 113-200 113-200 113-200
R2 113-200 113-200 113-200
R1 113-200 113-200 113-200 113-200
PP 113-200 113-200 113-200 113-200
S1 113-200 113-200 113-200 113-200
S2 113-200 113-200 113-200
S3 113-200 113-200 113-200
S4 113-200 113-200 113-200
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-147 114-093 113-128
R3 113-307 113-253 113-084
R2 113-147 113-147 113-069
R1 113-093 113-093 113-055 113-120
PP 112-307 112-307 112-307 113-000
S1 112-253 112-253 113-025 112-280
S2 112-147 112-147 113-011
S3 111-307 112-093 112-316
S4 111-147 111-253 112-272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-200 112-200 1-000 0.9% 0-000 0.0% 100% True False 117
10 113-200 111-070 2-130 2.1% 0-000 0.0% 100% True False 128
20 113-200 109-270 3-250 3.3% 0-001 0.0% 100% True False 82
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 0-000
Fibonacci Retracements and Extensions
4.250 113-200
2.618 113-200
1.618 113-200
1.000 113-200
0.618 113-200
HIGH 113-200
0.618 113-200
0.500 113-200
0.382 113-200
LOW 113-200
0.618 113-200
1.000 113-200
1.618 113-200
2.618 113-200
4.250 113-200
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 113-200 113-165
PP 113-200 113-130
S1 113-200 113-095

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

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