CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 111-295 112-080 0-105 0.3% 113-310
High 112-160 112-310 0-150 0.4% 113-310
Low 111-295 111-260 -0-035 -0.1% 111-050
Close 112-130 111-275 -0-175 -0.5% 111-050
Range 0-185 1-050 0-185 100.0% 2-260
ATR 0-234 0-243 0-010 4.2% 0-000
Volume 944,876 945,888 1,012 0.1% 5,569,077
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-218 114-297 112-158
R3 114-168 113-247 112-057
R2 113-118 113-118 112-023
R1 112-197 112-197 111-309 112-132
PP 112-068 112-068 112-068 112-036
S1 111-147 111-147 111-241 111-082
S2 111-018 111-018 111-207
S3 109-288 110-097 111-173
S4 108-238 109-047 111-072
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
5 112-310 111-050 1-260 1.6% 0-216 0.6% 39% True False 930,655
10 114-070 111-050 3-020 2.7% 0-250 0.7% 23% False False 1,021,035
20 114-140 111-050 3-090 2.9% 0-213 0.6% 21% False False 923,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 117-282
2.618 115-319
1.618 114-269
1.000 114-040
0.618 113-219
HIGH 112-310
0.618 112-169
0.500 112-125
0.382 112-081
LOW 111-260
0.618 111-031
1.000 110-210
1.618 109-301
2.618 108-251
4.250 106-288
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 112-125 112-062
PP 112-068 112-027
S1 112-012 111-311

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

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