CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 15-Jan-2008

Day Change Summary
	Previous	Current
	14-Jan-2008	15-Jan-2008	Change	Change %	Previous Week
Open	114-250	115-040	0-110	0.3%	114-175
High	114-250	115-130	0-200	0.5%	114-270
Low	114-250	115-040	0-110	0.3%	114-050
Close	114-250	115-130	0-200	0.5%	114-235
Range	0-000	0-090	0-090		0-220
ATR	0-147	0-151	0-004	2.6%	0-000
Volume	79,639	64,182	-15,457	-19.4%	358,366

Daily Pivots for day following 15-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-050	116-020	115-180
R3	115-280	115-250	115-155
R2	115-190	115-190	115-146
R1	115-160	115-160	115-138	115-175
PP	115-100	115-100	115-100	115-108
S1	115-070	115-070	115-122	115-085
S2	115-010	115-010	115-114
S3	114-240	114-300	115-105
S4	114-150	114-210	115-080

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	115-130	114-050	1-080	1.1%	0-050	0.1%	100%	True	False	72,828
10	115-130	113-200	1-250	1.5%	0-040	0.1%	100%	True	False	59,473
20	115-130	110-275	4-175	3.9%	0-020	0.1%	100%	True	False	53,558
40	115-130	110-275	4-175	3.9%	0-011	0.0%	100%	True	False	119,399

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	116-192
2.618	116-046
1.618	115-276
1.000	115-220
0.618	115-186
HIGH	115-130
0.618	115-096
0.500	115-085
0.382	115-074
LOW	115-040
0.618	114-304
1.000	114-270
1.618	114-214
2.618	114-124
4.250	113-298

Fisher Pivots for day following 15-Jan-2008
Pivot	1 day	3 day
R1	115-115	115-068
PP	115-100	115-007
S1	115-085	114-265

Download as Excel Spreadsheet

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

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