CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 116-180 116-170 -0-010 0.0% 115-135
High 116-200 116-245 0-045 0.1% 116-130
Low 116-060 116-170 0-110 0.3% 114-175
Close 116-085 116-210 0-125 0.3% 116-030
Range 0-140 0-075 -0-065 -46.4% 1-275
ATR 0-211 0-207 -0-004 -1.7% 0-000
Volume 478,491 777,804 299,313 62.6% 3,879,397
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-113 117-077 116-251
R3 117-038 117-002 116-231
R2 116-283 116-283 116-224
R1 116-247 116-247 116-217 116-265
PP 116-208 116-208 116-208 116-218
S1 116-172 116-172 116-203 116-190
S2 116-133 116-133 116-196
S3 116-058 116-097 116-189
S4 115-303 116-022 116-169
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 121-083 120-172 117-037
R3 119-128 118-217 116-194
R2 117-173 117-173 116-139
R1 116-262 116-262 116-085 117-058
PP 115-218 115-218 115-218 115-276
S1 114-307 114-307 115-295 115-102
S2 113-263 113-263 115-241
S3 111-308 113-032 115-186
S4 110-033 111-077 115-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-245 115-125 1-120 1.2% 0-137 0.4% 92% True False 689,227
10 116-245 114-175 2-070 1.9% 0-174 0.5% 95% True False 782,338
20 116-245 113-135 3-110 2.9% 0-189 0.5% 97% True False 856,460
40 116-245 112-060 4-185 3.9% 0-201 0.5% 98% True False 944,312
60 116-245 111-050 5-195 4.8% 0-209 0.6% 98% True False 971,090
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117-244
2.618 117-121
1.618 117-046
1.000 117-000
0.618 116-291
HIGH 116-245
0.618 116-216
0.500 116-208
0.382 116-199
LOW 116-170
0.618 116-124
1.000 116-095
1.618 116-049
2.618 115-294
4.250 115-171
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 116-209 116-183
PP 116-208 116-157
S1 116-208 116-130

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

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