CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 115-020 115-140 0-120 0.3% 113-200
High 115-020 115-140 0-120 0.3% 115-000
Low 115-020 115-140 0-120 0.3% 113-200
Close 115-020 115-140 0-120 0.3% 114-280
Range
ATR 0-142 0-140 -0-002 -1.1% 0-000
Volume 13,535 62,506 48,971 361.8% 76,261
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-140 115-140 115-140
R3 115-140 115-140 115-140
R2 115-140 115-140 115-140
R1 115-140 115-140 115-140 115-140
PP 115-140 115-140 115-140 115-140
S1 115-140 115-140 115-140 115-140
S2 115-140 115-140 115-140
S3 115-140 115-140 115-140
S4 115-140 115-140 115-140
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-200 118-040 115-202
R3 117-080 116-240 115-081
R2 115-280 115-280 115-041
R1 115-120 115-120 115-000 115-200
PP 114-160 114-160 114-160 114-200
S1 114-000 114-000 114-240 114-080
S2 113-040 113-040 114-199
S3 111-240 112-200 114-159
S4 110-120 111-080 114-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-140 114-170 0-290 0.8% 0-028 0.1% 100% True False 26,821
10 115-140 113-080 2-060 1.9% 0-060 0.2% 100% True False 19,218
20 115-140 112-050 3-090 2.8% 0-030 0.1% 100% True False 14,017
40 115-140 111-170 3-290 3.4% 0-035 0.1% 100% True False 7,286
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 0-004
Fibonacci Retracements and Extensions
4.250 115-140
2.618 115-140
1.618 115-140
1.000 115-140
0.618 115-140
HIGH 115-140
0.618 115-140
0.500 115-140
0.382 115-140
LOW 115-140
0.618 115-140
1.000 115-140
1.618 115-140
2.618 115-140
4.250 115-140
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 115-140 115-120
PP 115-140 115-100
S1 115-140 115-080

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

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