CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 113-170 114-045 0-195 0.5% 113-110
High 114-080 114-140 0-060 0.2% 113-120
Low 112-300 113-255 0-275 0.8% 111-230
Close 114-050 113-295 -0-075 -0.2% 112-130
Range 1-100 0-205 -0-215 -51.2% 1-210
ATR 0-203 0-203 0-000 0.1% 0-000
Volume 1,245,253 1,644,941 399,688 32.1% 2,622,714
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-312 115-188 114-088
R3 115-107 114-303 114-031
R2 114-222 114-222 114-013
R1 114-098 114-098 113-314 114-058
PP 114-017 114-017 114-017 113-316
S1 113-213 113-213 113-276 113-172
S2 113-132 113-132 113-257
S3 112-247 113-008 113-239
S4 112-042 112-123 113-182
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
5 114-140 111-230 2-230 2.4% 0-227 0.6% 81% True False 1,146,371
10 114-140 111-230 2-230 2.4% 0-152 0.4% 81% True False 686,416
20 115-000 111-230 3-090 2.9% 0-130 0.4% 67% False False 359,994
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-051
2.618 116-037
1.618 115-152
1.000 115-025
0.618 114-267
HIGH 114-140
0.618 114-062
0.500 114-038
0.382 114-013
LOW 113-255
0.618 113-128
1.000 113-050
1.618 112-243
2.618 112-038
4.250 111-024
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 114-038 113-253
PP 114-017 113-212
S1 113-316 113-170

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

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