CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 114-045 113-255 -0-110 -0.3% 113-110
High 114-140 113-265 -0-195 -0.5% 113-120
Low 113-255 113-025 -0-230 -0.6% 111-230
Close 113-295 113-080 -0-215 -0.6% 112-130
Range 0-205 0-240 0-035 17.1% 1-210
ATR 0-203 0-208 0-005 2.4% 0-000
Volume 1,644,941 1,508,631 -136,310 -8.3% 2,622,714
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-203 115-062 113-212
R3 114-283 114-142 113-146
R2 114-043 114-043 113-124
R1 113-222 113-222 113-102 113-172
PP 113-123 113-123 113-123 113-099
S1 112-302 112-302 113-058 112-252
S2 112-203 112-203 113-036
S3 111-283 112-062 113-014
S4 111-043 111-142 112-268
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
5 114-140 112-090 2-050 1.9% 0-247 0.7% 45% False False 1,284,063
10 114-140 111-230 2-230 2.4% 0-176 0.5% 56% False False 825,707
20 115-000 111-230 3-090 2.9% 0-133 0.4% 47% False False 434,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-005
2.618 115-253
1.618 115-013
1.000 114-185
0.618 114-093
HIGH 113-265
0.618 113-173
0.500 113-145
0.382 113-117
LOW 113-025
0.618 112-197
1.000 112-105
1.618 111-277
2.618 111-037
4.250 109-285
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 113-145 113-220
PP 113-123 113-173
S1 113-102 113-127

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

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