CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 24-Jan-2008

Day Change Summary
	Previous	Current
	23-Jan-2008	24-Jan-2008	Change	Change %	Previous Week
Open	117-290	115-235	-2-055	-1.8%	114-250
High	118-020	115-235	-2-105	-2.0%	115-315
Low	117-080	115-235	-1-165	-1.3%	114-250
Close	117-080	115-235	-1-165	-1.3%	115-305
Range	0-260	0-000	-0-260	-100.0%	1-065
ATR	0-172	0-195	0-022	12.9%	0-000
Volume	75,219	114,964	39,745	52.8%	380,045

Daily Pivots for day following 24-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-235	115-235	115-235
R3	115-235	115-235	115-235
R2	115-235	115-235	115-235
R1	115-235	115-235	115-235	115-235
PP	115-235	115-235	115-235	115-235
S1	115-235	115-235	115-235	115-235
S2	115-235	115-235	115-235
S3	115-235	115-235	115-235
S4	115-235	115-235	115-235

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	118-020	115-050	2-290	2.5%	0-133	0.4%	20%	False	False	76,556
10	118-020	114-050	3-290	3.4%	0-100	0.3%	40%	False	False	78,530
20	118-020	110-275	7-065	6.2%	0-057	0.2%	68%	False	False	57,680
40	118-020	110-275	7-065	6.2%	0-030	0.1%	68%	False	False	119,108

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-006
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	115-235
2.618	115-235
1.618	115-235
1.000	115-235
0.618	115-235
HIGH	115-235
0.618	115-235
0.500	115-235
0.382	115-235
LOW	115-235
0.618	115-235
1.000	115-235
1.618	115-235
2.618	115-235
4.250	115-235

Fisher Pivots for day following 24-Jan-2008
Pivot	1 day	3 day
R1	115-235	116-288
PP	115-235	116-163
S1	115-235	116-039

Download as Excel Spreadsheet

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

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