CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 22-Jan-2008

Day Change Summary
	Previous	Current
	18-Jan-2008	22-Jan-2008	Change	Change %	Previous Week
Open	115-250	116-195	0-265	0.7%	114-250
High	115-315	116-305	0-310	0.8%	115-315
Low	115-245	116-195	0-270	0.7%	114-250
Close	115-305	116-305	1-000	0.9%	115-305
Range	0-070	0-110	0-040	57.1%	1-065
ATR	0-146	0-158	0-012	8.5%	0-000
Volume	79,169	53,586	-25,583	-32.3%	380,045

Daily Pivots for day following 22-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-278	117-242	117-046
R3	117-168	117-132	117-015
R2	117-058	117-058	117-005
R1	117-022	117-022	116-315	117-040
PP	116-268	116-268	116-268	116-278
S1	116-232	116-232	116-295	116-250
S2	116-158	116-158	116-285
S3	116-048	116-122	116-275
S4	115-258	116-012	116-244

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	116-305	115-040	1-265	1.6%	0-116	0.3%	100%	True	False	70,798
10	116-305	114-050	2-255	2.4%	0-082	0.2%	100%	True	False	72,276
20	116-305	110-275	6-030	5.2%	0-044	0.1%	100%	True	False	52,180
40	116-305	110-275	6-030	5.2%	0-023	0.1%	100%	True	False	117,729

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	118-132
2.618	117-273
1.618	117-163
1.000	117-095
0.618	117-053
HIGH	116-305
0.618	116-263
0.500	116-250
0.382	116-237
LOW	116-195
0.618	116-127
1.000	116-085
1.618	116-017
2.618	115-227
4.250	115-048

Fisher Pivots for day following 22-Jan-2008
Pivot	1 day	3 day
R1	116-287	116-209
PP	116-268	116-113
S1	116-250	116-018

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols