CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 18-Jan-2008

Day Change Summary
	Previous	Current
	17-Jan-2008	18-Jan-2008	Change	Change %	Previous Week
Open	115-050	115-250	0-200	0.5%	114-250
High	115-275	115-315	0-040	0.1%	115-315
Low	115-050	115-245	0-195	0.5%	114-250
Close	115-275	115-305	0-030	0.1%	115-305
Range	0-225	0-070	-0-155	-68.9%	1-065
ATR	0-152	0-146	-0-006	-3.8%	0-000
Volume	59,843	79,169	19,326	32.3%	380,045

Daily Pivots for day following 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-178	116-152	116-024
R3	116-108	116-082	116-004
R2	116-038	116-038	115-318
R1	116-012	116-012	115-311	116-025
PP	115-288	115-288	115-288	115-295
S1	115-262	115-262	115-299	115-275
S2	115-218	115-218	115-292
S3	115-148	115-192	115-286
S4	115-078	115-122	115-266

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-058	118-247	116-197
R3	117-313	117-182	116-091
R2	116-248	116-248	116-056
R1	116-117	116-117	116-020	116-182
PP	115-183	115-183	115-183	115-216
S1	115-052	115-052	115-270	115-118
S2	114-118	114-118	115-234
S3	113-053	113-307	115-199
S4	111-308	112-242	115-093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-315	114-250	1-065	1.0%	0-094	0.3%	97%	True	False	76,009
10	115-315	114-050	1-265	1.6%	0-070	0.2%	98%	True	False	73,841
20	115-315	110-275	5-040	4.4%	0-039	0.1%	99%	True	False	52,001
40	115-315	110-275	5-040	4.4%	0-020	0.1%	99%	True	False	119,611

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-292
2.618	116-178
1.618	116-108
1.000	116-065
0.618	116-038
HIGH	115-315
0.618	115-288
0.500	115-280
0.382	115-272
LOW	115-245
0.618	115-202
1.000	115-175
1.618	115-132
2.618	115-062
4.250	114-268

Fisher Pivots for day following 18-Jan-2008
Pivot	1 day	3 day
R1	115-297	115-264
PP	115-288	115-223
S1	115-280	115-182

Download as Excel Spreadsheet

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

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