CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 112-280 112-170 -0-110 -0.3% 112-160
High 112-280 112-170 -0-110 -0.3% 112-310
Low 112-280 112-170 -0-110 -0.3% 111-230
Close 112-260 112-270 0-010 0.0% 112-050
Range
ATR 0-183 0-176 -0-007 -3.6% 0-000
Volume 10,041 3,731 -6,310 -62.8% 10,813
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-203 112-237 112-270
R3 112-203 112-237 112-270
R2 112-203 112-203 112-270
R1 112-237 112-237 112-270 112-220
PP 112-203 112-203 112-203 112-195
S1 112-237 112-237 112-270 112-220
S2 112-203 112-203 112-270
S3 112-203 112-237 112-270
S4 112-203 112-237 112-270
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-010 115-110 112-270
R3 114-250 114-030 112-160
R2 113-170 113-170 112-123
R1 112-270 112-270 112-087 112-180
PP 112-090 112-090 112-090 112-045
S1 111-190 111-190 112-013 111-100
S2 111-010 111-010 111-297
S3 109-250 110-110 111-260
S4 108-170 109-030 111-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-000 112-050 0-270 0.7% 0-000 0.0% 81% False False 4,949
10 113-000 111-230 1-090 1.1% 0-031 0.1% 88% False False 2,832
20 114-150 111-230 2-240 2.4% 0-040 0.1% 41% False False 1,757
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 0-006
Fibonacci Retracements and Extensions
4.250 112-170
2.618 112-170
1.618 112-170
1.000 112-170
0.618 112-170
HIGH 112-170
0.618 112-170
0.500 112-170
0.382 112-170
LOW 112-170
0.618 112-170
1.000 112-170
1.618 112-170
2.618 112-170
4.250 112-170
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 112-237 112-262
PP 112-203 112-253
S1 112-170 112-245

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

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