CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
23-May-2008 27-May-2008 Change Change % Previous Week
Open 113-240 113-110 -0-130 -0.4% 113-300
High 114-030 113-120 -0-230 -0.6% 114-100
Low 113-240 113-110 -0-130 -0.4% 113-090
Close 114-030 113-130 -0-220 -0.6% 114-030
Range 0-110 0-010 -0-100 -90.9% 1-010
ATR 0-154 0-160 0-006 4.0% 0-000
Volume 151,838 172,343 20,505 13.5% 522,300
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 113-150 113-150 113-136
R3 113-140 113-140 113-133
R2 113-130 113-130 113-132
R1 113-130 113-130 113-131 113-130
PP 113-120 113-120 113-120 113-120
S1 113-120 113-120 113-129 113-120
S2 113-110 113-110 113-128
S3 113-100 113-110 113-127
S4 113-090 113-100 113-124
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 116-317 116-183 114-212
R3 115-307 115-173 114-121
R2 114-297 114-297 114-090
R1 114-163 114-163 114-060 114-230
PP 113-287 113-287 113-287 114-000
S1 113-153 113-153 114-000 113-220
S2 112-277 112-277 113-290
S3 111-267 112-143 113-259
S4 110-257 111-133 113-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-100 113-090 1-010 0.9% 0-038 0.1% 12% False False 131,251
10 114-190 113-030 1-160 1.3% 0-095 0.3% 21% False False 85,617
Crabel Price Patterns
NR True
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 0-003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-162
2.618 113-146
1.618 113-136
1.000 113-130
0.618 113-126
HIGH 113-120
0.618 113-116
0.500 113-115
0.382 113-114
LOW 113-110
0.618 113-104
1.000 113-100
1.618 113-094
2.618 113-084
4.250 113-068
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 113-125 113-220
PP 113-120 113-190
S1 113-115 113-160

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

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