CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 112-080 112-165 0-085 0.2% 111-110
High 112-310 112-195 -0-115 -0.3% 112-310
Low 111-260 112-075 0-135 0.4% 111-085
Close 111-275 112-155 0-200 0.6% 112-155
Range 1-050 0-120 -0-250 -67.6% 1-225
ATR 0-243 0-243 0-000 -0.1% 0-000
Volume 945,888 989,674 43,786 4.6% 4,532,349
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-182 113-128 112-221
R3 113-062 113-008 112-188
R2 112-262 112-262 112-177
R1 112-208 112-208 112-166 112-175
PP 112-142 112-142 112-142 112-125
S1 112-088 112-088 112-144 112-055
S2 112-022 112-022 112-133
S3 111-222 111-288 112-122
S4 111-102 111-168 112-089
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 117-112 116-198 113-135
R3 115-207 114-293 112-305
R2 113-302 113-302 112-255
R1 113-068 113-068 112-205 113-185
PP 112-077 112-077 112-077 112-135
S1 111-163 111-163 112-105 111-280
S2 110-172 110-172 112-055
S3 108-267 109-258 112-005
S4 107-042 108-033 111-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-310 111-085 1-225 1.5% 0-191 0.5% 72% False False 906,469
10 113-310 111-050 2-260 2.5% 0-228 0.6% 47% False False 1,010,142
20 114-140 111-050 3-090 2.9% 0-215 0.6% 40% False False 965,246
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 0-038
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 114-065
2.618 113-189
1.618 113-069
1.000 112-315
0.618 112-269
HIGH 112-195
0.618 112-149
0.500 112-135
0.382 112-121
LOW 112-075
0.618 112-001
1.000 111-275
1.618 111-201
2.618 111-081
4.250 110-205
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 112-148 112-145
PP 112-142 112-135
S1 112-135 112-125

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

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