CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 06-Feb-2008

Day Change Summary
	Previous	Current
	05-Feb-2008	06-Feb-2008	Change	Change %	Previous Week
Open	116-055	116-140	0-085	0.2%	116-020
High	116-230	116-140	-0-090	-0.2%	116-070
Low	116-055	116-085	0-030	0.1%	115-005
Close	116-135	116-100	-0-035	-0.1%	116-010
Range	0-175	0-055	-0-120	-68.6%	1-065
ATR	0-190	0-181	-0-010	-5.1%	0-000
Volume	49,650	52,607	2,957	6.0%	397,223

Daily Pivots for day following 06-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-273	116-242	116-130
R3	116-218	116-187	116-115
R2	116-163	116-163	116-110
R1	116-132	116-132	116-105	116-120
PP	116-108	116-108	116-108	116-102
S1	116-077	116-077	116-095	116-065
S2	116-053	116-053	116-090
S3	115-318	116-022	116-085
S4	115-263	115-287	116-070

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	115-210	1-020	0.9%	0-088	0.2%	62%	False	False	68,043
10	116-230	115-005	1-225	1.5%	0-077	0.2%	76%	False	False	84,283
20	118-020	114-050	3-290	3.4%	0-088	0.2%	55%	False	False	78,600
40	118-020	110-275	7-065	6.2%	0-048	0.1%	76%	False	False	72,354

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-054
2.618	116-284
1.618	116-229
1.000	116-195
0.618	116-174
HIGH	116-140
0.618	116-119
0.500	116-112
0.382	116-106
LOW	116-085
0.618	116-051
1.000	116-030
1.618	115-316
2.618	115-261
4.250	115-171

Fisher Pivots for day following 06-Feb-2008
Pivot	1 day	3 day
R1	116-112	116-087
PP	116-108	116-073
S1	116-104	116-060

Download as Excel Spreadsheet

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

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