CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 112-160 112-060 -0-100 -0.3% 113-240
High 112-160 112-310 0-150 0.4% 114-060
Low 112-160 112-000 -0-160 -0.4% 112-110
Close 112-160 112-060 -0-100 -0.3% 112-110
Range 0-000 0-310 0-310 1-270
ATR 0-162 0-172 0-011 6.6% 0-000
Volume 212 46 -166 -78.3% 3,571
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-093 114-227 112-230
R3 114-103 113-237 112-145
R2 113-113 113-113 112-117
R1 112-247 112-247 112-088 112-215
PP 112-123 112-123 112-123 112-108
S1 111-257 111-257 112-032 111-225
S2 111-133 111-133 112-003
S3 110-143 110-267 111-295
S4 109-153 109-277 111-210
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
5 113-200 112-000 1-200 1.4% 0-062 0.2% 12% False True 447
10 114-150 112-000 2-150 2.2% 0-079 0.2% 8% False True 823
20 114-150 111-170 2-300 2.6% 0-040 0.1% 22% False False 482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 117-028
2.618 115-162
1.618 114-172
1.000 113-300
0.618 113-182
HIGH 112-310
0.618 112-192
0.500 112-155
0.382 112-118
LOW 112-000
0.618 111-128
1.000 111-010
1.618 110-138
2.618 109-148
4.250 107-282
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 112-155 112-155
PP 112-123 112-123
S1 112-092 112-092

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

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