CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 111-220 111-295 0-075 0.2% 113-310
High 111-290 112-160 0-190 0.5% 113-310
Low 111-135 111-295 0-160 0.4% 111-050
Close 111-240 112-130 0-210 0.6% 111-050
Range 0-155 0-185 0-030 19.4% 2-260
ATR 0-233 0-234 0-000 0.2% 0-000
Volume 645,503 944,876 299,373 46.4% 5,569,077
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-003 113-252 112-232
R3 113-138 113-067 112-181
R2 112-273 112-273 112-164
R1 112-202 112-202 112-147 112-238
PP 112-088 112-088 112-088 112-106
S1 112-017 112-017 112-113 112-052
S2 111-223 111-223 112-096
S3 111-038 111-152 112-079
S4 110-173 110-287 112-028
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
5 112-160 111-050 1-110 1.2% 0-192 0.5% 93% True False 954,024
10 114-070 111-050 3-020 2.7% 0-237 0.7% 41% False False 1,077,309
20 114-140 111-050 3-090 2.9% 0-194 0.5% 38% False False 881,863
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 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-306
2.618 114-004
1.618 113-139
1.000 113-025
0.618 112-274
HIGH 112-160
0.618 112-089
0.500 112-068
0.382 112-046
LOW 111-295
0.618 111-181
1.000 111-110
1.618 110-316
2.618 110-131
4.250 109-149
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 112-109 112-074
PP 112-088 112-018
S1 112-068 111-282

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

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