CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 25-Jan-2008

Day Change Summary
	Previous	Current
	24-Jan-2008	25-Jan-2008	Change	Change %	Previous Week
Open	115-235	115-165	-0-070	-0.2%	116-195
High	115-235	116-030	0-115	0.3%	118-020
Low	115-235	115-165	-0-070	-0.2%	115-165
Close	115-235	116-030	0-115	0.3%	116-030
Range	0-000	0-185	0-185		2-175
ATR	0-195	0-194	-0-001	-0.4%	0-000
Volume	114,964	125,018	10,054	8.7%	368,787

Daily Pivots for day following 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-203	117-142	116-132
R3	117-018	116-277	116-081
R2	116-153	116-153	116-064
R1	116-092	116-092	116-047	116-122
PP	115-288	115-288	115-288	115-304
S1	115-227	115-227	116-013	115-258
S2	115-103	115-103	115-316
S3	114-238	115-042	115-299
S4	114-053	114-177	115-248

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-063	122-222	117-158
R3	121-208	120-047	116-254
R2	119-033	119-033	116-179
R1	117-192	117-192	116-105	117-025
PP	116-178	116-178	116-178	116-095
S1	115-017	115-017	115-275	114-170
S2	114-003	114-003	115-201
S3	111-148	112-162	115-126
S4	108-293	109-307	114-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-020	115-165	2-175	2.2%	0-125	0.3%	23%	False	True	89,591
10	118-020	114-080	3-260	3.3%	0-118	0.3%	48%	False	False	83,244
20	118-020	111-165	6-175	5.6%	0-066	0.2%	70%	False	False	63,492
40	118-020	110-275	7-065	6.2%	0-034	0.1%	73%	False	False	111,805

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-176
2.618	117-194
1.618	117-009
1.000	116-215
0.618	116-144
HIGH	116-030
0.618	115-279
0.500	115-258
0.382	115-236
LOW	115-165
0.618	115-051
1.000	114-300
1.618	114-186
2.618	114-001
4.250	113-019

Fisher Pivots for day following 25-Jan-2008
Pivot	1 day	3 day
R1	115-319	116-252
PP	115-288	116-178
S1	115-258	116-104

Download as Excel Spreadsheet

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

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