CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 02-Jan-2008

Day Change Summary
	Previous	Current
	31-Dec-2007	02-Jan-2008	Change	Change %	Previous Week
Open	112-225	113-200	0-295	0.8%	111-115
High	112-225	113-245	1-020	0.9%	112-065
Low	112-225	113-200	0-295	0.8%	110-275
Close	112-225	113-245	1-020	0.9%	112-065
Range	0-000	0-045	0-045		1-110
ATR	0-162	0-174	0-013	7.9%	0-000
Volume	28,516	14,976	-13,540	-47.5%	80,261

Daily Pivots for day following 02-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-045	114-030	113-270
R3	114-000	113-305	113-257
R2	113-275	113-275	113-253
R1	113-260	113-260	113-249	113-268
PP	113-230	113-230	113-230	113-234
S1	113-215	113-215	113-241	113-222
S2	113-185	113-185	113-237
S3	113-140	113-170	113-233
S4	113-095	113-125	113-220

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-252	115-108	112-302
R3	114-142	113-318	112-183
R2	113-032	113-032	112-144
R1	112-208	112-208	112-104	112-280
PP	111-242	111-242	111-242	111-278
S1	111-098	111-098	112-026	111-170
S2	110-132	110-132	111-306
S3	109-022	109-308	111-267
S4	107-232	108-198	111-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-245	110-275	2-290	2.6%	0-009	0.0%	100%	True	False	18,771
10	113-245	110-275	2-290	2.6%	0-004	0.0%	100%	True	False	40,138
20	113-245	110-275	2-290	2.6%	0-004	0.0%	100%	True	False	92,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	114-116
2.618	114-043
1.618	113-318
1.000	113-290
0.618	113-273
HIGH	113-245
0.618	113-228
0.500	113-222
0.382	113-217
LOW	113-200
0.618	113-172
1.000	113-155
1.618	113-127
2.618	113-082
4.250	113-009

Fisher Pivots for day following 02-Jan-2008
Pivot	1 day	3 day
R1	113-238	113-162
PP	113-230	113-078
S1	113-222	112-315

Download as Excel Spreadsheet

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

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