CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 112-180 112-055 -0-125 -0.3% 112-210
High 113-010 112-055 -0-275 -0.8% 114-140
Low 112-100 111-125 -0-295 -0.8% 112-200
Close 112-180 111-155 -1-025 -1.0% 114-000
Range 0-230 0-250 0-020 8.7% 1-260
ATR 0-233 0-243 0-010 4.3% 0-000
Volume 986,309 1,062,737 76,428 7.7% 6,428,952
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-008 113-172 111-292
R3 113-078 112-242 111-224
R2 112-148 112-148 111-201
R1 111-312 111-312 111-178 111-265
PP 111-218 111-218 111-218 111-195
S1 111-062 111-062 111-132 111-015
S2 110-288 110-288 111-109
S3 110-038 110-132 111-086
S4 109-108 109-202 111-018
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
5 114-070 111-125 2-265 2.5% 0-284 0.8% 3% False True 1,111,416
10 114-140 111-125 3-015 2.7% 0-266 0.7% 3% False True 1,197,739
20 114-140 111-125 3-015 2.7% 0-171 0.5% 3% False True 708,461
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-158
2.618 114-070
1.618 113-140
1.000 112-305
0.618 112-210
HIGH 112-055
0.618 111-280
0.500 111-250
0.382 111-220
LOW 111-125
0.618 110-290
1.000 110-195
1.618 110-040
2.618 109-110
4.250 108-022
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 111-250 112-080
PP 111-218 111-318
S1 111-187 111-237

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

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