CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 113-110 113-050 -0-060 -0.2% 113-300
High 113-120 113-060 -0-060 -0.2% 114-100
Low 113-110 112-190 -0-240 -0.7% 113-090
Close 113-130 112-210 -0-240 -0.7% 114-030
Range 0-010 0-190 0-180 1,800.0% 1-010
ATR 0-160 0-168 0-007 4.4% 0-000
Volume 172,343 540,234 367,891 213.5% 522,300
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 114-190 114-070 112-314
R3 114-000 113-200 112-262
R2 113-130 113-130 112-245
R1 113-010 113-010 112-227 112-295
PP 112-260 112-260 112-260 112-242
S1 112-140 112-140 112-193 112-105
S2 112-070 112-070 112-175
S3 111-200 111-270 112-158
S4 111-010 111-080 112-106
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
5 114-100 112-190 1-230 1.5% 0-076 0.2% 4% False True 226,462
10 114-100 112-190 1-230 1.5% 0-082 0.2% 4% False True 138,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 115-228
2.618 114-237
1.618 114-047
1.000 113-250
0.618 113-177
HIGH 113-060
0.618 112-307
0.500 112-285
0.382 112-263
LOW 112-190
0.618 112-073
1.000 112-000
1.618 111-203
2.618 111-013
4.250 110-022
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 112-285 113-110
PP 112-260 113-037
S1 112-235 112-283

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

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