CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 12-Feb-2008

Day Change Summary
	Previous	Current
	11-Feb-2008	12-Feb-2008	Change	Change %	Previous Week
Open	115-275	116-055	0-100	0.3%	115-215
High	116-165	116-105	-0-060	-0.2%	116-230
Low	115-275	115-120	-0-155	-0.4%	114-285
Close	116-075	115-240	-0-155	-0.4%	116-005
Range	0-210	0-305	0-095	45.2%	1-265
ATR	0-199	0-207	0-008	3.8%	0-000
Volume	1,197,638	1,020,230	-177,408	-14.8%	348,625

Daily Pivots for day following 12-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-217	118-053	116-088
R3	117-232	117-068	116-004
R2	116-247	116-247	115-296
R1	116-083	116-083	115-268	116-012
PP	115-262	115-262	115-262	115-226
S1	115-098	115-098	115-212	115-028
S2	114-277	114-277	115-184
S3	113-292	114-113	115-156
S4	112-307	113-128	115-072

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	116-165	114-285	1-200	1.4%	0-228	0.6%	53%	False	False	482,694
10	116-230	114-285	1-265	1.6%	0-163	0.4%	47%	False	False	275,862
20	118-020	114-285	3-055	2.7%	0-135	0.4%	27%	False	False	181,645
40	118-020	110-275	7-065	6.2%	0-076	0.2%	68%	False	False	118,483

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	0-014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-121
2.618	118-263
1.618	117-278
1.000	117-090
0.618	116-293
HIGH	116-105
0.618	115-308
0.500	115-272
0.382	115-237
LOW	115-120
0.618	114-252
1.000	114-135
1.618	113-267
2.618	112-282
4.250	111-104

Fisher Pivots for day following 12-Feb-2008
Pivot	1 day	3 day
R1	115-272	115-302
PP	115-262	115-282
S1	115-251	115-261

Download as Excel Spreadsheet

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

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