CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 112-055 111-050 -1-005 -0.9% 113-310
High 112-055 111-295 -0-080 -0.2% 113-310
Low 111-125 111-050 -0-075 -0.2% 111-050
Close 111-155 111-050 -0-105 -0.3% 111-050
Range 0-250 0-245 -0-005 -2.0% 2-260
ATR 0-243 0-244 0-000 0.0% 0-000
Volume 1,062,737 1,110,600 47,863 4.5% 5,569,077
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-227 113-063 111-185
R3 112-302 112-138 111-117
R2 112-057 112-057 111-095
R1 111-213 111-213 111-072 111-172
PP 111-132 111-132 111-132 111-111
S1 110-288 110-288 111-028 110-248
S2 110-207 110-207 111-005
S3 109-282 110-043 110-303
S4 109-037 109-118 110-235
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 120-170 118-210 112-225
R3 117-230 115-270 111-298
R2 114-290 114-290 111-215
R1 113-010 113-010 111-132 112-180
PP 112-030 112-030 112-030 111-275
S1 110-070 110-070 110-288 109-240
S2 109-090 109-090 110-205
S3 106-150 107-130 110-122
S4 103-210 104-190 109-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-310 111-050 2-260 2.5% 0-266 0.7% 0% False True 1,113,815
10 114-140 111-050 3-090 3.0% 0-279 0.8% 0% False True 1,199,802
20 114-140 111-050 3-090 3.0% 0-175 0.5% 0% False True 760,443
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-056
2.618 113-296
1.618 113-051
1.000 112-220
0.618 112-126
HIGH 111-295
0.618 111-201
0.500 111-172
0.382 111-144
LOW 111-050
0.618 110-219
1.000 110-125
1.618 109-294
2.618 109-049
4.250 107-289
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 111-172 112-030
PP 111-132 111-250
S1 111-091 111-150

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

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