CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 114-120 114-070 -0-050 -0.1% 113-200
High 114-160 114-070 -0-090 -0.2% 114-160
Low 113-080 114-020 0-260 0.7% 113-080
Close 114-120 114-030 -0-090 -0.2% 114-030
Range 1-080 0-050 -1-030 -87.5% 1-080
ATR 0-165 0-161 -0-005 -2.8% 0-000
Volume 12,594 12,302 -292 -2.3% 75,576
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-190 114-160 114-058
R3 114-140 114-110 114-044
R2 114-090 114-090 114-039
R1 114-060 114-060 114-035 114-050
PP 114-040 114-040 114-040 114-035
S1 114-010 114-010 114-025 114-000
S2 113-310 113-310 114-021
S3 113-260 113-280 114-016
S4 113-210 113-230 114-002
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-223 117-047 114-250
R3 116-143 115-287 114-140
R2 115-063 115-063 114-103
R1 114-207 114-207 114-067 114-295
PP 113-303 113-303 113-303 114-028
S1 113-127 113-127 113-313 113-215
S2 112-223 112-223 113-277
S3 111-143 112-047 113-240
S4 110-063 110-287 113-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-160 113-080 1-080 1.1% 0-090 0.2% 68% False False 15,115
10 114-160 112-170 1-310 1.7% 0-045 0.1% 79% False False 10,396
20 114-160 111-230 2-250 2.4% 0-062 0.2% 85% False False 5,917
40 114-160 109-270 4-210 4.1% 0-032 0.1% 91% False False 3,104
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-282
2.618 114-201
1.618 114-151
1.000 114-120
0.618 114-101
HIGH 114-070
0.618 114-051
0.500 114-045
0.382 114-039
LOW 114-020
0.618 113-309
1.000 113-290
1.618 113-259
2.618 113-209
4.250 113-128
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 114-045 114-007
PP 114-040 113-303
S1 114-035 113-280

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

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