CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 113-255 113-060 -0-195 -0.5% 112-210
High 113-265 114-070 0-125 0.3% 114-140
Low 113-025 113-055 0-030 0.1% 112-200
Close 113-080 114-000 0-240 0.7% 114-000
Range 0-240 1-015 0-095 39.6% 1-260
ATR 0-208 0-217 0-009 4.4% 0-000
Volume 1,508,631 1,098,603 -410,028 -27.2% 6,428,952
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-300 116-165 114-184
R3 115-285 115-150 114-092
R2 114-270 114-270 114-061
R1 114-135 114-135 114-031 114-202
PP 113-255 113-255 113-255 113-289
S1 113-120 113-120 113-289 113-188
S2 112-240 112-240 113-259
S3 111-225 112-105 113-228
S4 110-210 111-090 113-136
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-040 118-120 114-319
R3 117-100 116-180 114-160
R2 115-160 115-160 114-106
R1 114-240 114-240 114-053 115-040
PP 113-220 113-220 113-220 113-280
S1 112-300 112-300 113-267 113-100
S2 111-280 111-280 113-214
S3 110-020 111-040 113-160
S4 108-080 109-100 113-001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-140 112-200 1-260 1.6% 0-292 0.8% 76% False False 1,285,790
10 114-140 111-230 2-230 2.4% 0-202 0.6% 84% False False 920,350
20 115-000 111-230 3-090 2.9% 0-150 0.4% 70% False False 488,516
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 3 trading days
Fibonacci Retracements and Extensions
4.250 118-214
2.618 116-307
1.618 115-292
1.000 115-085
0.618 114-277
HIGH 114-070
0.618 113-262
0.500 113-222
0.382 113-183
LOW 113-055
0.618 112-168
1.000 112-040
1.618 111-153
2.618 110-138
4.250 108-231
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 113-288 113-294
PP 113-255 113-268
S1 113-222 113-242

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

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