CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 112-230 113-000 0-090 0.2% 111-110
High 112-250 113-245 0-315 0.9% 112-310
Low 112-060 113-000 0-260 0.7% 111-085
Close 112-250 113-210 0-280 0.8% 112-155
Range 0-190 0-245 0-055 28.9% 1-225
ATR 0-236 0-241 0-006 2.4% 0-000
Volume 862,755 923,322 60,567 7.0% 4,532,349
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-247 115-153 114-025
R3 115-002 114-228 113-277
R2 114-077 114-077 113-255
R1 113-303 113-303 113-232 114-030
PP 113-152 113-152 113-152 113-175
S1 113-058 113-058 113-188 113-105
S2 112-227 112-227 113-165
S3 111-302 112-133 113-143
S4 111-057 111-208 113-075
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
5 113-245 112-055 1-190 1.4% 0-175 0.5% 93% True False 857,585
10 113-245 111-050 2-195 2.3% 0-196 0.5% 96% True False 894,120
20 114-140 111-050 3-090 2.9% 0-230 0.6% 76% False False 1,045,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 117-006
2.618 115-246
1.618 115-001
1.000 114-170
0.618 114-076
HIGH 113-245
0.618 113-151
0.500 113-122
0.382 113-094
LOW 113-000
0.618 112-169
1.000 112-075
1.618 111-244
2.618 110-319
4.250 109-239
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 113-181 113-138
PP 113-152 113-065
S1 113-122 112-312

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

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