CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 11-Jan-2008

Day Change Summary
	Previous	Current
	10-Jan-2008	11-Jan-2008	Change	Change %	Previous Week
Open	114-050	114-080	0-030	0.1%	114-175
High	114-050	114-240	0-190	0.5%	114-270
Low	114-050	114-080	0-030	0.1%	114-050
Close	114-050	114-235	0-185	0.5%	114-235
Range	0-000	0-160	0-160		0-220
ATR	0-155	0-157	0-003	1.6%	0-000
Volume	77,880	83,612	5,732	7.4%	358,366

Daily Pivots for day following 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-025	115-290	115-003
R3	115-185	115-130	114-279
R2	115-025	115-025	114-264
R1	114-290	114-290	114-250	114-318
PP	114-185	114-185	114-185	114-199
S1	114-130	114-130	114-220	114-158
S2	114-025	114-025	114-206
S3	113-185	113-290	114-191
S4	113-025	113-130	114-147

Weekly Pivots for week ending 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-205	116-120	115-036
R3	115-305	115-220	114-296
R2	115-085	115-085	114-275
R1	115-000	115-000	114-255	115-042
PP	114-185	114-185	114-185	114-206
S1	114-100	114-100	114-215	114-142
S2	113-285	113-285	114-195
S3	113-065	113-200	114-174
S4	112-165	112-300	114-114

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%	0-047	0.1%	84%	False	False	71,673
10	114-270	112-065	2-205	2.3%	0-030	0.1%	96%	False	False	50,306
20	114-270	110-275	3-315	3.5%	0-016	0.0%	97%	False	False	56,215

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 39 trading days

Fibonacci Retracements and Extensions
4.250	116-280
2.618	116-019
1.618	115-179
1.000	115-080
0.618	115-019
HIGH	114-240
0.618	114-179
0.500	114-160
0.382	114-141
LOW	114-080
0.618	113-301
1.000	113-240
1.618	113-141
2.618	112-301
4.250	112-040

Fisher Pivots for day following 11-Jan-2008
Pivot	1 day	3 day
R1	114-210	114-210
PP	114-185	114-185
S1	114-160	114-160

Download as Excel Spreadsheet

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

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