CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 05-Feb-2008

Day Change Summary
	Previous	Current
	04-Feb-2008	05-Feb-2008	Change	Change %	Previous Week
Open	115-215	116-055	0-160	0.4%	116-020
High	115-260	116-230	0-290	0.8%	116-070
Low	115-210	116-055	0-165	0.4%	115-005
Close	115-255	116-135	0-200	0.5%	116-010
Range	0-050	0-175	0-125	250.0%	1-065
ATR	0-182	0-190	0-008	4.4%	0-000
Volume	103,369	49,650	-53,719	-52.0%	397,223

Daily Pivots for day following 05-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-025	117-255	116-231
R3	117-170	117-080	116-183
R2	116-315	116-315	116-167
R1	116-225	116-225	116-151	116-270
PP	116-140	116-140	116-140	116-162
S1	116-050	116-050	116-119	116-095
S2	115-285	115-285	116-103
S3	115-110	115-195	116-087
S4	114-255	115-020	116-039

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	116-230	115-005	1-225	1.5%	0-098	0.3%	83%	True	False	69,031
10	118-020	115-005	3-015	2.6%	0-098	0.3%	46%	False	False	86,544
20	118-020	114-050	3-290	3.4%	0-090	0.2%	58%	False	False	79,410
40	118-020	110-275	7-065	6.2%	0-047	0.1%	77%	False	False	76,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-014
2.618	118-048
1.618	117-193
1.000	117-085
0.618	117-018
HIGH	116-230
0.618	116-163
0.500	116-142
0.382	116-122
LOW	116-055
0.618	115-267
1.000	115-200
1.618	115-092
2.618	114-237
4.250	113-271

Fisher Pivots for day following 05-Feb-2008
Pivot	1 day	3 day
R1	116-142	116-110
PP	116-140	116-085
S1	116-138	116-060

Download as Excel Spreadsheet

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

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