CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 112-170 113-220 1-050 1.0% 112-160
High 112-170 113-220 1-050 1.0% 112-310
Low 112-170 113-220 1-050 1.0% 111-230
Close 112-270 113-180 0-230 0.6% 112-050
Range
ATR 0-176 0-183 0-007 3.8% 0-000
Volume 3,731 2,351 -1,380 -37.0% 10,813
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-207 113-193 113-180
R3 113-207 113-193 113-180
R2 113-207 113-207 113-180
R1 113-193 113-193 113-180 113-200
PP 113-207 113-207 113-207 113-210
S1 113-193 113-193 113-180 113-200
S2 113-207 113-207 113-180
S3 113-207 113-193 113-180
S4 113-207 113-193 113-180
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
5 113-220 112-050 1-170 1.3% 0-000 0.0% 92% True False 4,554
10 113-220 111-230 1-310 1.7% 0-031 0.1% 94% True False 2,892
20 114-150 111-230 2-240 2.4% 0-040 0.1% 67% False False 1,874
40 114-150 109-270 4-200 4.1% 0-020 0.1% 80% False False 1,092
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
4.250 113-220
2.618 113-220
1.618 113-220
1.000 113-220
0.618 113-220
HIGH 113-220
0.618 113-220
0.500 113-220
0.382 113-220
LOW 113-220
0.618 113-220
1.000 113-220
1.618 113-220
2.618 113-220
4.250 113-220
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 113-220 113-132
PP 113-207 113-083
S1 113-193 113-035

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

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