CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 113-200 113-180 -0-020 -0.1% 114-055
High 114-060 113-245 -0-135 -0.4% 116-010
Low 113-195 113-130 -0-065 -0.2% 113-195
Close 113-195 113-245 0-050 0.1% 113-195
Range 0-185 0-115 -0-070 -37.8% 2-135
ATR 0-250 0-241 -0-010 -3.9% 0-000
Volume 1,171,065 1,086,041 -85,024 -7.3% 6,162,104
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-232 114-193 113-308
R3 114-117 114-078 113-277
R2 114-002 114-002 113-266
R1 113-283 113-283 113-256 113-302
PP 113-207 113-207 113-207 113-216
S1 113-168 113-168 113-234 113-188
S2 113-092 113-092 113-224
S3 112-297 113-053 113-213
S4 112-182 112-258 113-182
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 121-218 120-022 114-301
R3 119-083 117-207 114-088
R2 116-268 116-268 114-017
R1 115-072 115-072 113-266 114-262
PP 114-133 114-133 114-133 114-069
S1 112-257 112-257 113-124 112-128
S2 111-318 111-318 113-053
S3 109-183 110-122 112-302
S4 107-048 107-307 112-089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-010 113-130 2-200 2.3% 0-208 0.6% 14% False True 1,171,653
10 116-010 113-130 2-200 2.3% 0-237 0.7% 14% False True 1,122,222
20 116-010 112-055 3-275 3.4% 0-216 0.6% 41% False False 1,027,713
40 116-010 111-050 4-280 4.3% 0-215 0.6% 54% False False 996,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-020
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 115-094
2.618 114-226
1.618 114-111
1.000 114-040
0.618 113-316
HIGH 113-245
0.618 113-201
0.500 113-188
0.382 113-174
LOW 113-130
0.618 113-059
1.000 113-015
1.618 112-264
2.618 112-149
4.250 111-281
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 113-226 114-022
PP 113-207 113-310
S1 113-188 113-278

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

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