CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 113-275 113-240 -0-035 -0.1% 112-085
High 114-050 114-035 -0-015 0.0% 114-050
Low 113-225 113-240 0-015 0.0% 112-055
Close 113-265 113-295 0-030 0.1% 113-265
Range 0-145 0-115 -0-030 -20.7% 1-315
ATR 0-236 0-227 -0-009 -3.7% 0-000
Volume 1,056,912 963,868 -93,044 -8.8% 4,355,163
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-002 114-263 114-038
R3 114-207 114-148 114-007
R2 114-092 114-092 113-316
R1 114-033 114-033 113-306 114-062
PP 113-297 113-297 113-297 113-311
S1 113-238 113-238 113-284 113-268
S2 113-182 113-182 113-274
S3 113-067 113-123 113-263
S4 112-272 113-008 113-232
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-108 118-182 114-294
R3 117-113 116-187 114-120
R2 115-118 115-118 114-061
R1 114-192 114-192 114-003 114-315
PP 113-123 113-123 113-123 113-185
S1 112-197 112-197 113-207 113-000
S2 111-128 111-128 113-149
S3 109-133 110-202 113-090
S4 107-138 108-207 112-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-050 112-060 1-310 1.7% 0-174 0.5% 88% False False 892,364
10 114-050 111-135 2-235 2.4% 0-184 0.5% 91% False False 884,497
20 114-140 111-050 3-090 2.9% 0-225 0.6% 84% False False 1,045,894
40 115-000 111-050 3-270 3.4% 0-167 0.5% 72% False False 631,284
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 115-204
2.618 115-016
1.618 114-221
1.000 114-150
0.618 114-106
HIGH 114-035
0.618 113-311
0.500 113-298
0.382 113-284
LOW 113-240
0.618 113-169
1.000 113-125
1.618 113-054
2.618 112-259
4.250 112-071
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 113-298 113-258
PP 113-297 113-222
S1 113-296 113-185

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

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