CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 113-260 113-020 -0-240 -0.7% 114-055
High 113-260 113-060 -0-200 -0.5% 116-010
Low 113-105 112-270 -0-155 -0.4% 113-195
Close 113-150 113-005 -0-145 -0.4% 113-195
Range 0-155 0-110 -0-045 -29.0% 2-135
ATR 0-235 0-232 -0-002 -1.1% 0-000
Volume 718,554 882,641 164,087 22.8% 6,162,104
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-015 113-280 113-066
R3 113-225 113-170 113-035
R2 113-115 113-115 113-025
R1 113-060 113-060 113-015 113-032
PP 113-005 113-005 113-005 112-311
S1 112-270 112-270 112-315 112-242
S2 112-215 112-215 112-305
S3 112-105 112-160 112-295
S4 111-315 112-050 112-264
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
5 114-235 112-270 1-285 1.7% 0-169 0.5% 9% False True 1,005,321
10 116-010 112-270 3-060 2.8% 0-227 0.6% 5% False True 1,085,708
20 116-010 112-060 3-270 3.4% 0-213 0.6% 22% False False 1,032,164
40 116-010 111-050 4-280 4.3% 0-219 0.6% 38% False False 1,028,405
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 False
Bull Hook False
Stretch 0-015
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 114-208
2.618 114-028
1.618 113-238
1.000 113-170
0.618 113-128
HIGH 113-060
0.618 113-018
0.500 113-005
0.382 112-312
LOW 112-270
0.618 112-202
1.000 112-160
1.618 112-092
2.618 111-302
4.250 111-122
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 113-005 113-105
PP 113-005 113-072
S1 113-005 113-038

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

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