CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 112-140 112-230 0-090 0.3% 111-110
High 112-305 112-250 -0-055 -0.2% 112-310
Low 112-130 112-060 -0-070 -0.2% 111-085
Close 112-300 112-250 -0-050 -0.1% 112-155
Range 0-175 0-190 0-015 8.6% 1-225
ATR 0-235 0-236 0-000 0.1% 0-000
Volume 654,965 862,755 207,790 31.7% 4,532,349
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-117 114-053 113-034
R3 113-247 113-183 112-302
R2 113-057 113-057 112-285
R1 112-313 112-313 112-267 113-025
PP 112-187 112-187 112-187 112-202
S1 112-123 112-123 112-233 112-155
S2 111-317 111-317 112-215
S3 111-127 111-253 112-198
S4 110-257 111-063 112-146
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% 0-200 0.6% 84% False False 862,098
10 112-310 111-050 1-260 1.6% 0-196 0.5% 90% False False 908,061
20 114-140 111-050 3-090 2.9% 0-225 0.6% 50% False False 1,040,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-098
2.618 114-107
1.618 113-237
1.000 113-120
0.618 113-047
HIGH 112-250
0.618 112-177
0.500 112-155
0.382 112-133
LOW 112-060
0.618 111-263
1.000 111-190
1.618 111-073
2.618 110-203
4.250 109-212
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 112-218 112-227
PP 112-187 112-203
S1 112-155 112-180

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

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