CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 112-100 112-210 0-110 0.3% 113-110
High 112-200 113-140 0-260 0.7% 113-120
Low 112-090 112-200 0-110 0.3% 111-230
Close 112-130 113-100 0-290 0.8% 112-130
Range 0-110 0-260 0-150 136.4% 1-210
ATR 0-175 0-186 0-011 6.3% 0-000
Volume 1,089,970 931,524 -158,446 -14.5% 2,622,714
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-180 115-080 113-243
R3 114-240 114-140 113-172
R2 113-300 113-300 113-148
R1 113-200 113-200 113-124 113-250
PP 113-040 113-040 113-040 113-065
S1 112-260 112-260 113-076 112-310
S2 112-100 112-100 113-052
S3 111-160 112-000 113-028
S4 110-220 111-060 112-277
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 117-150 116-190 113-102
R3 115-260 114-300 112-276
R2 114-050 114-050 112-227
R1 113-090 113-090 112-179 112-285
PP 112-160 112-160 112-160 112-098
S1 111-200 111-200 112-081 111-075
S2 110-270 110-270 112-033
S3 109-060 109-310 111-304
S4 107-170 108-100 111-158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-140 111-230 1-230 1.5% 0-142 0.4% 93% True False 710,847
10 114-100 111-230 2-190 2.3% 0-097 0.3% 61% False False 407,653
20 115-000 111-230 3-090 2.9% 0-110 0.3% 49% False False 216,675
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 0-007
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 116-285
2.618 115-181
1.618 114-241
1.000 114-080
0.618 113-301
HIGH 113-140
0.618 113-041
0.500 113-010
0.382 112-299
LOW 112-200
0.618 112-039
1.000 111-260
1.618 111-099
2.618 110-159
4.250 109-055
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 113-070 113-022
PP 113-040 112-263
S1 113-010 112-185

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

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