CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 112-110 112-160 0-050 0.1% 113-240
High 112-110 112-160 0-050 0.1% 114-060
Low 112-110 112-160 0-050 0.1% 112-110
Close 112-110 112-160 0-050 0.1% 112-110
Range
ATR 0-170 0-162 -0-009 -5.0% 0-000
Volume 107 212 105 98.1% 3,571
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-160 112-160 112-160
R3 112-160 112-160 112-160
R2 112-160 112-160 112-160
R1 112-160 112-160 112-160 112-160
PP 112-160 112-160 112-160 112-160
S1 112-160 112-160 112-160 112-160
S2 112-160 112-160 112-160
S3 112-160 112-160 112-160
S4 112-160 112-160 112-160
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-157 117-083 113-114
R3 116-207 115-133 112-272
R2 114-257 114-257 112-218
R1 113-183 113-183 112-164 113-085
PP 112-307 112-307 112-307 112-258
S1 111-233 111-233 112-056 111-135
S2 111-037 111-037 112-002
S3 109-087 109-283 111-268
S4 107-137 108-013 111-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-060 112-110 1-270 1.6% 0-000 0.0% 8% False False 518
10 114-150 112-110 2-040 1.9% 0-048 0.1% 7% False False 831
20 114-150 111-070 3-080 2.9% 0-024 0.1% 39% False False 479
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 0-012
Fibonacci Retracements and Extensions
4.250 112-160
2.618 112-160
1.618 112-160
1.000 112-160
0.618 112-160
HIGH 112-160
0.618 112-160
0.500 112-160
0.382 112-160
LOW 112-160
0.618 112-160
1.000 112-160
1.618 112-160
2.618 112-160
4.250 112-160
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 112-160 112-158
PP 112-160 112-157
S1 112-160 112-155

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

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