CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 113-090 113-100 0-010 0.0% 113-095
High 113-090 113-100 0-010 0.0% 113-095
Low 113-080 113-100 0-020 0.1% 112-030
Close 113-085 113-100 0-015 0.0% 112-185
Range 0-010 0-000 -0-010 -100.0% 1-065
ATR
Volume 278,256 241,450 -36,806 -13.2% 1,627,894
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 113-100 113-100 113-100
R3 113-100 113-100 113-100
R2 113-100 113-100 113-100
R1 113-100 113-100 113-100 113-100
PP 113-100 113-100 113-100 113-100
S1 113-100 113-100 113-100 113-100
S2 113-100 113-100 113-100
S3 113-100 113-100 113-100
S4 113-100 113-100 113-100
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 116-085 115-200 113-077
R3 115-020 114-135 112-291
R2 113-275 113-275 112-256
R1 113-070 113-070 112-220 112-300
PP 112-210 112-210 112-210 112-165
S1 112-005 112-005 112-150 111-235
S2 111-145 111-145 112-114
S3 110-080 110-260 112-079
S4 109-015 109-195 111-293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-100 112-030 1-070 1.1% 0-002 0.0% 100% True False 336,855
10 113-100 112-010 1-090 1.1% 0-001 0.0% 100% True False 244,679
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-100
2.618 113-100
1.618 113-100
1.000 113-100
0.618 113-100
HIGH 113-100
0.618 113-100
0.500 113-100
0.382 113-100
LOW 113-100
0.618 113-100
1.000 113-100
1.618 113-100
2.618 113-100
4.250 113-100
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 113-100 113-061
PP 113-100 113-022
S1 113-100 112-302

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

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