CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 113-020 113-140 0-120 0.3% 114-055
High 113-060 114-065 1-005 0.9% 116-010
Low 112-270 113-140 0-190 0.5% 113-195
Close 113-005 114-050 1-045 1.0% 113-195
Range 0-110 0-245 0-135 122.7% 2-135
ATR 0-232 0-243 0-011 4.6% 0-000
Volume 882,641 965,203 82,562 9.4% 6,162,104
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-073 115-307 114-185
R3 115-148 115-062 114-117
R2 114-223 114-223 114-095
R1 114-137 114-137 114-072 114-180
PP 113-298 113-298 113-298 114-000
S1 113-212 113-212 114-028 113-255
S2 113-053 113-053 114-005
S3 112-128 112-287 113-303
S4 111-203 112-042 113-235
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
5 114-065 112-270 1-115 1.2% 0-162 0.4% 97% True False 964,700
10 116-010 112-270 3-060 2.8% 0-238 0.7% 41% False False 1,089,142
20 116-010 112-270 3-060 2.8% 0-216 0.6% 41% False False 1,037,287
40 116-010 111-050 4-280 4.3% 0-220 0.6% 62% False False 1,039,029
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 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-146
2.618 116-066
1.618 115-141
1.000 114-310
0.618 114-216
HIGH 114-065
0.618 113-291
0.500 113-262
0.382 113-234
LOW 113-140
0.618 112-309
1.000 112-215
1.618 112-064
2.618 111-139
4.250 110-059
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 114-014 113-302
PP 113-298 113-235
S1 113-262 113-168

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

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