CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 01-Feb-2008

Day Change Summary
	Previous	Current
	31-Jan-2008	01-Feb-2008	Change	Change %	Previous Week
Open	115-275	116-010	0-055	0.1%	116-020
High	116-070	116-010	-0-060	-0.2%	116-070
Low	115-230	116-010	0-100	0.3%	115-005
Close	115-235	116-010	0-095	0.3%	116-010
Range	0-160	0-000	-0-160	-100.0%	1-065
ATR	0-194	0-187	-0-007	-3.6%	0-000
Volume	69,580	65,013	-4,567	-6.6%	397,223

Daily Pivots for day following 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-010	116-010	116-010
R3	116-010	116-010	116-010
R2	116-010	116-010	116-010
R1	116-010	116-010	116-010	116-010
PP	116-010	116-010	116-010	116-010
S1	116-010	116-010	116-010	116-010
S2	116-010	116-010	116-010
S3	116-010	116-010	116-010
S4	116-010	116-010	116-010

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-117	118-288	116-222
R3	118-052	117-223	116-116
R2	116-307	116-307	116-081
R1	116-158	116-158	116-045	116-040
PP	115-242	115-242	115-242	115-182
S1	115-093	115-093	115-295	114-295
S2	114-177	114-177	115-259
S3	113-112	114-028	115-224
S4	112-047	112-283	115-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-070	115-005	1-065	1.0%	0-061	0.2%	84%	False	False	79,444
10	118-020	115-005	3-015	2.6%	0-093	0.3%	33%	False	False	84,517
20	118-020	114-050	3-290	3.4%	0-080	0.2%	48%	False	False	77,077
40	118-020	110-275	7-065	6.2%	0-042	0.1%	72%	False	False	79,629

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-010
2.618	116-010
1.618	116-010
1.000	116-010
0.618	116-010
HIGH	116-010
0.618	116-010
0.500	116-010
0.382	116-010
LOW	116-010
0.618	116-010
1.000	116-010
1.618	116-010
2.618	116-010
4.250	116-010

Fisher Pivots for day following 01-Feb-2008
Pivot	1 day	3 day
R1	116-010	115-286
PP	116-010	115-242
S1	116-010	115-198

Download as Excel Spreadsheet

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

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