CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 11-Feb-2008

Day Change Summary
	Previous	Current
	08-Feb-2008	11-Feb-2008	Change	Change %	Previous Week
Open	115-200	115-275	0-075	0.2%	115-215
High	116-005	116-165	0-160	0.4%	116-230
Low	115-200	115-275	0-075	0.2%	114-285
Close	116-005	116-075	0-070	0.2%	116-005
Range	0-125	0-210	0-085	68.0%	1-265
ATR	0-198	0-199	0-001	0.4%	0-000
Volume	68,114	1,197,638	1,129,524	1,658.3%	348,625

Daily Pivots for day following 11-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-055	117-275	116-190
R3	117-165	117-065	116-133
R2	116-275	116-275	116-114
R1	116-175	116-175	116-094	116-225
PP	116-065	116-065	116-065	116-090
S1	115-285	115-285	116-056	116-015
S2	115-175	115-175	116-036
S3	114-285	115-075	116-017
S4	114-075	114-185	115-280

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-115	120-165	117-007
R3	119-170	118-220	116-166
R2	117-225	117-225	116-112
R1	116-275	116-275	116-059	117-090
PP	115-280	115-280	115-280	116-028
S1	115-010	115-010	115-271	115-145
S2	114-015	114-015	115-218
S3	112-070	113-065	115-164
S4	110-125	111-120	115-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-230	114-285	1-265	1.6%	0-202	0.5%	74%	False	False	288,578
10	116-230	114-285	1-265	1.6%	0-136	0.4%	74%	False	False	180,146
20	118-020	114-250	3-090	2.8%	0-120	0.3%	44%	False	False	134,615
40	118-020	110-275	7-065	6.2%	0-068	0.2%	75%	False	False	95,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-098
2.618	118-075
1.618	117-185
1.000	117-055
0.618	116-295
HIGH	116-165
0.618	116-085
0.500	116-060
0.382	116-035
LOW	115-275
0.618	115-145
1.000	115-065
1.618	114-255
2.618	114-045
4.250	113-022

Fisher Pivots for day following 11-Feb-2008
Pivot	1 day	3 day
R1	116-070	116-018
PP	116-065	115-282
S1	116-060	115-225

Download as Excel Spreadsheet

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

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