CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 114-085 113-315 -0-090 -0.2% 112-085
High 114-175 114-080 -0-095 -0.3% 114-050
Low 113-275 113-265 -0-010 0.0% 112-055
Close 113-280 114-070 0-110 0.3% 113-265
Range 0-220 0-135 -0-085 -38.6% 1-315
ATR 0-226 0-220 -0-007 -2.9% 0-000
Volume 901,542 1,232,191 330,649 36.7% 4,355,163
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-117 115-068 114-144
R3 114-302 114-253 114-107
R2 114-167 114-167 114-095
R1 114-118 114-118 114-082 114-142
PP 114-032 114-032 114-032 114-044
S1 113-303 113-303 114-058 114-008
S2 113-217 113-217 114-045
S3 113-082 113-168 114-033
S4 112-267 113-033 113-316
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
5 114-175 113-000 1-175 1.4% 0-172 0.5% 79% False False 1,015,567
10 114-175 111-260 2-235 2.4% 0-186 0.5% 88% False False 938,832
20 114-175 111-050 3-125 3.0% 0-212 0.6% 90% False False 1,008,071
40 115-000 111-050 3-270 3.4% 0-171 0.5% 80% False False 684,033
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-014
2.618 115-113
1.618 114-298
1.000 114-215
0.618 114-163
HIGH 114-080
0.618 114-028
0.500 114-012
0.382 113-317
LOW 113-265
0.618 113-182
1.000 113-130
1.618 113-047
2.618 112-232
4.250 112-011
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 114-051 114-062
PP 114-032 114-055
S1 114-012 114-048

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

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