CBOT 10-Year T-Note Future June 2008

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Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary Previous Current 09-Jan-2008 10-Jan-2008 Change Change % Previous Week Open 114-270 114-050 -0-220 -0.6% 112-225 High 114-270 114-050 -0-220 -0.6% 114-145 Low 114-270 114-050 -0-220 -0.6% 112-225 Close 114-270 114-050 -0-220 -0.6% 114-120 Range ATR 0-150 0-155 0-005 3.4% 0-000 Volume 58,830 77,880 19,050 32.4% 121,068
Daily Pivots for day following 10-Jan-2008 Classic Woodie Camarilla DeMark R4 114-050 114-050 114-050 R3 114-050 114-050 114-050 R2 114-050 114-050 114-050 R1 114-050 114-050 114-050 114-050 PP 114-050 114-050 114-050 114-050 S1 114-050 114-050 114-050 114-050 S2 114-050 114-050 114-050 S3 114-050 114-050 114-050 S4 114-050 114-050 114-050	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 5 114-270 114-050 0-220 0.6% 0-020 0.1% 0% False True 62,376 10 114-270 111-165 3-105 2.9% 0-014 0.0% 79% False False 43,739 20 114-270 110-275 3-315 3.5% 0-008 0.0% 83% False False 56,652
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 114-050 2.618 114-050 1.618 114-050 1.000 114-050 0.618 114-050 HIGH 114-050 0.618 114-050 0.500 114-050 0.382 114-050 LOW 114-050 0.618 114-050 1.000 114-050 1.618 114-050 2.618 114-050 4.250 114-050
Fisher Pivots for day following 10-Jan-2008 Pivot 1 day 3 day R1 114-050 114-160 PP 114-050 114-123 S1 114-050 114-087

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