CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 111-050 111-110 0-060 0.2% 113-310
High 111-295 111-210 -0-085 -0.2% 113-310
Low 111-050 111-085 0-035 0.1% 111-050
Close 111-050 111-115 0-065 0.2% 111-050
Range 0-245 0-125 -0-120 -49.0% 2-260
ATR 0-244 0-238 -0-006 -2.5% 0-000
Volume 1,110,600 1,006,408 -104,192 -9.4% 5,569,077
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-192 112-118 111-184
R3 112-067 111-313 111-149
R2 111-262 111-262 111-138
R1 111-188 111-188 111-126 111-225
PP 111-137 111-137 111-137 111-155
S1 111-063 111-063 111-104 111-100
S2 111-012 111-012 111-092
S3 110-207 110-258 111-081
S4 110-082 110-133 111-046
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
5 113-035 111-050 1-305 1.8% 0-230 0.6% 10% False False 1,064,486
10 114-140 111-050 3-090 2.9% 0-266 0.7% 6% False False 1,207,291
20 114-140 111-050 3-090 2.9% 0-181 0.5% 6% False False 807,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 113-101
2.618 112-217
1.618 112-092
1.000 112-015
0.618 111-287
HIGH 111-210
0.618 111-162
0.500 111-148
0.382 111-133
LOW 111-085
0.618 111-008
1.000 110-280
1.618 110-203
2.618 110-078
4.250 109-194
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 111-148 111-212
PP 111-137 111-180
S1 111-126 111-148

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

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