CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 17-Jan-2008

Day Change Summary
	Previous	Current
	16-Jan-2008	17-Jan-2008	Change	Change %	Previous Week
Open	115-185	115-050	-0-135	-0.4%	114-175
High	115-185	115-275	0-090	0.2%	114-270
Low	115-100	115-050	-0-050	-0.1%	114-050
Close	115-110	115-275	0-165	0.4%	114-235
Range	0-085	0-225	0-140	164.7%	0-220
ATR	0-146	0-152	0-006	3.9%	0-000
Volume	97,212	59,843	-37,369	-38.4%	358,366

Daily Pivots for day following 17-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-235	117-160	116-079
R3	117-010	116-255	116-017
R2	116-105	116-105	115-316
R1	116-030	116-030	115-296	116-068
PP	115-200	115-200	115-200	115-219
S1	115-125	115-125	115-254	115-162
S2	114-295	114-295	115-234
S3	114-070	114-220	115-213
S4	113-165	113-315	115-151

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	115-275	114-080	1-195	1.4%	0-112	0.3%	100%	True	False	76,897
10	115-275	114-050	1-225	1.5%	0-066	0.2%	100%	True	False	69,636
20	115-275	110-275	5-000	4.3%	0-035	0.1%	100%	True	False	52,876
40	115-275	110-275	5-000	4.3%	0-018	0.0%	100%	True	False	119,669

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	118-271
2.618	117-224
1.618	116-319
1.000	116-180
0.618	116-094
HIGH	115-275
0.618	115-189
0.500	115-162
0.382	115-136
LOW	115-050
0.618	114-231
1.000	114-145
1.618	114-006
2.618	113-101
4.250	112-054

Fisher Pivots for day following 17-Jan-2008
Pivot	1 day	3 day
R1	115-238	115-236
PP	115-200	115-197
S1	115-162	115-158

Download as Excel Spreadsheet

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

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