CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 113-220 113-250 0-030 0.1% 113-000
High 113-220 113-250 0-030 0.1% 113-250
Low 113-220 113-250 0-030 0.1% 112-170
Close 113-180 113-250 0-070 0.2% 113-250
Range
ATR 0-183 0-175 -0-008 -4.4% 0-000
Volume 2,351 10,382 8,031 341.6% 28,387
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-250 113-250 113-250
R3 113-250 113-250 113-250
R2 113-250 113-250 113-250
R1 113-250 113-250 113-250 113-250
PP 113-250 113-250 113-250 113-250
S1 113-250 113-250 113-250 113-250
S2 113-250 113-250 113-250
S3 113-250 113-250 113-250
S4 113-250 113-250 113-250
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-037 116-223 114-150
R3 115-277 115-143 114-040
R2 114-197 114-197 114-003
R1 114-063 114-063 113-287 114-130
PP 113-117 113-117 113-117 113-150
S1 112-303 112-303 113-213 113-050
S2 112-037 112-037 113-177
S3 110-277 111-223 113-140
S4 109-197 110-143 113-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-250 112-170 1-080 1.1% 0-000 0.0% 100% True False 5,677
10 113-250 111-230 2-020 1.8% 0-031 0.1% 100% True False 3,920
20 114-150 111-230 2-240 2.4% 0-040 0.1% 75% False False 2,366
40 114-150 109-270 4-200 4.1% 0-020 0.1% 85% False False 1,223
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Fibonacci Retracements and Extensions
4.250 113-250
2.618 113-250
1.618 113-250
1.000 113-250
0.618 113-250
HIGH 113-250
0.618 113-250
0.500 113-250
0.382 113-250
LOW 113-250
0.618 113-250
1.000 113-250
1.618 113-250
2.618 113-250
4.250 113-250
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 113-250 113-183
PP 113-250 113-117
S1 113-250 113-050

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

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