CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 04-Jan-2008

Day Change Summary
	Previous	Current
	03-Jan-2008	04-Jan-2008	Change	Change %	Previous Week
Open	113-230	114-145	0-235	0.6%	112-225
High	113-230	114-145	0-235	0.6%	114-145
Low	113-230	114-120	0-210	0.6%	112-225
Close	113-230	114-120	0-210	0.6%	114-120
Range	0-000	0-025	0-025		1-240
ATR	0-163	0-168	0-005	3.2%	0-000
Volume	40,450	37,126	-3,324	-8.2%	121,068

Daily Pivots for day following 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-203	114-187	114-134
R3	114-178	114-162	114-127
R2	114-153	114-153	114-125
R1	114-137	114-137	114-122	114-132
PP	114-128	114-128	114-128	114-126
S1	114-112	114-112	114-118	114-108
S2	114-103	114-103	114-115
S3	114-078	114-087	114-113
S4	114-053	114-062	114-106

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-030	118-155	115-108
R3	117-110	116-235	114-274
R2	115-190	115-190	114-223
R1	114-315	114-315	114-171	115-092
PP	113-270	113-270	113-270	113-319
S1	113-075	113-075	114-069	113-172
S2	112-030	112-030	114-017
S3	110-110	111-155	113-286
S4	108-190	109-235	113-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-145	112-065	2-080	2.0%	0-014	0.0%	97%	True	False	28,940
10	114-145	110-275	3-190	3.1%	0-007	0.0%	98%	True	False	30,162
20	114-145	110-275	3-190	3.1%	0-005	0.0%	98%	True	False	77,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-251
2.618	114-210
1.618	114-185
1.000	114-170
0.618	114-160
HIGH	114-145
0.618	114-135
0.500	114-132
0.382	114-130
LOW	114-120
0.618	114-105
1.000	114-095
1.618	114-080
2.618	114-055
4.250	114-014

Fisher Pivots for day following 04-Jan-2008
Pivot	1 day	3 day
R1	114-132	114-084
PP	114-128	114-048
S1	114-124	114-012

Download as Excel Spreadsheet

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

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