CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 113-200 113-230 0-030 0.1% 111-115
High 113-245 113-230 -0-015 0.0% 112-065
Low 113-200 113-230 0-030 0.1% 110-275
Close 113-245 113-230 -0-015 0.0% 112-065
Range 0-045 0-000 -0-045 -100.0% 1-110
ATR 0-174 0-163 -0-011 -6.5% 0-000
Volume 14,976 40,450 25,474 170.1% 80,261
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 113-230 113-230 113-230
R3 113-230 113-230 113-230
R2 113-230 113-230 113-230
R1 113-230 113-230 113-230 113-230
PP 113-230 113-230 113-230 113-230
S1 113-230 113-230 113-230 113-230
S2 113-230 113-230 113-230
S3 113-230 113-230 113-230
S4 113-230 113-230 113-230
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
5 113-245 111-165 2-080 2.0% 0-009 0.0% 98% False False 25,103
10 113-245 110-275 2-290 2.6% 0-004 0.0% 98% False False 36,115
20 113-245 110-275 2-290 2.6% 0-004 0.0% 98% False False 82,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 113-230
2.618 113-230
1.618 113-230
1.000 113-230
0.618 113-230
HIGH 113-230
0.618 113-230
0.500 113-230
0.382 113-230
LOW 113-230
0.618 113-230
1.000 113-230
1.618 113-230
2.618 113-230
4.250 113-230
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 113-230 113-178
PP 113-230 113-127
S1 113-230 113-075

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

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