CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 112-085 112-140 0-055 0.2% 111-110
High 112-200 112-305 0-105 0.3% 112-310
Low 112-055 112-130 0-075 0.2% 111-085
Close 112-080 112-300 0-220 0.6% 112-155
Range 0-145 0-175 0-030 20.7% 1-225
ATR 0-236 0-235 -0-001 -0.3% 0-000
Volume 857,209 654,965 -202,244 -23.6% 4,532,349
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-130 114-070 113-076
R3 113-275 113-215 113-028
R2 113-100 113-100 113-012
R1 113-040 113-040 112-316 113-070
PP 112-245 112-245 112-245 112-260
S1 112-185 112-185 112-284 112-215
S2 112-070 112-070 112-268
S3 111-215 112-010 112-252
S4 111-040 111-155 112-204
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
5 112-310 111-260 1-050 1.0% 0-199 0.6% 97% False False 878,522
10 113-010 111-050 1-280 1.7% 0-200 0.6% 95% False False 920,416
20 114-140 111-050 3-090 2.9% 0-225 0.6% 54% False False 1,024,646
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 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-089
2.618 114-123
1.618 113-268
1.000 113-160
0.618 113-093
HIGH 112-305
0.618 112-238
0.500 112-218
0.382 112-197
LOW 112-130
0.618 112-022
1.000 111-275
1.618 111-167
2.618 110-312
4.250 110-026
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 112-272 112-260
PP 112-245 112-220
S1 112-218 112-180

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

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