CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 113-160 113-170 0-010 0.0% 113-000
High 113-160 113-170 0-010 0.0% 113-250
Low 113-160 113-170 0-010 0.0% 112-170
Close 113-150 113-080 -0-070 -0.2% 113-250
Range
ATR 0-157 0-147 -0-010 -6.2% 0-000
Volume 25,386 13,148 -12,238 -48.2% 28,387
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-140 113-110 113-080
R3 113-140 113-110 113-080
R2 113-140 113-140 113-080
R1 113-110 113-110 113-080 113-125
PP 113-140 113-140 113-140 113-148
S1 113-110 113-110 113-080 113-125
S2 113-140 113-140 113-080
S3 113-140 113-110 113-080
S4 113-140 113-110 113-080
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
5 113-250 113-160 0-090 0.2% 0-000 0.0% -89% False False 12,682
10 113-250 112-050 1-200 1.4% 0-000 0.0% 67% False False 8,816
20 114-150 111-230 2-240 2.4% 0-040 0.1% 56% False False 4,803
40 114-150 109-270 4-200 4.1% 0-020 0.1% 74% False False 2,483
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 113-170
2.618 113-170
1.618 113-170
1.000 113-170
0.618 113-170
HIGH 113-170
0.618 113-170
0.500 113-170
0.382 113-170
LOW 113-170
0.618 113-170
1.000 113-170
1.618 113-170
2.618 113-170
4.250 113-170
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 113-170 113-180
PP 113-140 113-147
S1 113-110 113-113

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

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