CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 16-Jan-2008

Day Change Summary
	Previous	Current
	15-Jan-2008	16-Jan-2008	Change	Change %	Previous Week
Open	115-040	115-185	0-145	0.4%	114-175
High	115-130	115-185	0-055	0.1%	114-270
Low	115-040	115-100	0-060	0.2%	114-050
Close	115-130	115-110	-0-020	-0.1%	114-235
Range	0-090	0-085	-0-005	-5.6%	0-220
ATR	0-151	0-146	-0-005	-3.1%	0-000
Volume	64,182	97,212	33,030	51.5%	358,366

Daily Pivots for day following 16-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-067	116-013	115-157
R3	115-302	115-248	115-133
R2	115-217	115-217	115-126
R1	115-163	115-163	115-118	115-148
PP	115-132	115-132	115-132	115-124
S1	115-078	115-078	115-102	115-062
S2	115-047	115-047	115-094
S3	114-282	114-313	115-087
S4	114-197	114-228	115-063

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	115-185	114-050	1-135	1.2%	0-067	0.2%	84%	True	False	80,505
10	115-185	113-230	1-275	1.6%	0-044	0.1%	87%	True	False	67,697
20	115-185	110-275	4-230	4.1%	0-024	0.1%	95%	True	False	53,917
40	115-185	110-275	4-230	4.1%	0-013	0.0%	95%	True	False	119,347

Crabel Price Patterns
NR	True
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	True
Stretch	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-226
2.618	116-088
1.618	116-003
1.000	115-270
0.618	115-238
HIGH	115-185
0.618	115-153
0.500	115-142
0.382	115-132
LOW	115-100
0.618	115-047
1.000	115-015
1.618	114-282
2.618	114-197
4.250	114-059

Fisher Pivots for day following 16-Jan-2008
Pivot	1 day	3 day
R1	115-142	115-092
PP	115-132	115-075
S1	115-121	115-058

Download as Excel Spreadsheet

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

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