CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 113-310 113-000 -0-310 -0.9% 112-210
High 113-310 113-035 -0-275 -0.8% 114-140
Low 113-005 112-055 -0-270 -0.7% 112-200
Close 113-090 112-095 -0-315 -0.9% 114-000
Range 0-305 0-300 -0-005 -1.6% 1-260
ATR 0-224 0-233 0-009 4.2% 0-000
Volume 1,253,052 1,156,379 -96,673 -7.7% 6,428,952
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-108 114-242 112-260
R3 114-128 113-262 112-178
R2 113-148 113-148 112-150
R1 112-282 112-282 112-122 112-225
PP 112-168 112-168 112-168 112-140
S1 111-302 111-302 112-068 111-245
S2 111-188 111-188 112-040
S3 110-208 111-002 112-012
S4 109-228 110-022 111-250
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
5 114-140 112-055 2-085 2.0% 0-277 0.8% 6% False True 1,332,321
10 114-140 111-230 2-230 2.4% 0-250 0.7% 21% False False 1,128,875
20 114-190 111-230 2-280 2.6% 0-173 0.5% 20% False False 607,246
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-030
2.618 115-180
1.618 114-200
1.000 114-015
0.618 113-220
HIGH 113-035
0.618 112-240
0.500 112-205
0.382 112-170
LOW 112-055
0.618 111-190
1.000 111-075
1.618 110-210
2.618 109-230
4.250 108-060
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 112-205 113-062
PP 112-168 112-287
S1 112-132 112-191

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

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