CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 17-Apr-2008

Day Change Summary
	Previous	Current
	16-Apr-2008	17-Apr-2008	Change	Change %	Previous Week
Open	117-045	116-140	-0-225	-0.6%	117-255
High	117-125	116-250	-0-195	-0.5%	118-130
Low	116-155	116-030	-0-125	-0.3%	117-030
Close	116-190	116-115	-0-075	-0.2%	118-065
Range	0-290	0-220	-0-070	-24.1%	1-100
ATR	0-277	0-273	-0-004	-1.5%	0-000
Volume	948,799	1,085,169	136,370	14.4%	4,251,118

Daily Pivots for day following 17-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-152	118-033	116-236
R3	117-252	117-133	116-176
R2	117-032	117-032	116-155
R1	116-233	116-233	116-135	116-182
PP	116-132	116-132	116-132	116-106
S1	116-013	116-013	116-095	115-282
S2	115-232	115-232	116-075
S3	115-012	115-113	116-054
S4	114-112	114-213	115-314

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-268	121-107	118-296
R3	120-168	120-007	118-180
R2	119-068	119-068	118-142
R1	118-227	118-227	118-104	118-308
PP	117-288	117-288	117-288	118-009
S1	117-127	117-127	118-026	117-208
S2	116-188	116-188	117-308
S3	115-088	116-027	117-270
S4	113-308	114-247	117-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-190	116-030	2-160	2.1%	0-239	0.6%	11%	False	True	894,101
10	118-190	116-030	2-160	2.1%	0-248	0.7%	11%	False	True	855,157
20	119-305	116-030	3-275	3.3%	0-226	0.6%	7%	False	True	849,605
40	119-305	113-310	5-315	5.1%	0-264	0.7%	40%	False	False	1,281,823
60	119-305	113-250	6-055	5.3%	0-235	0.6%	42%	False	False	1,032,661
80	119-305	110-275	9-030	7.8%	0-188	0.5%	60%	False	False	787,541
100	119-305	110-275	9-030	7.8%	0-150	0.4%	60%	False	False	666,688

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-225
2.618	118-186
1.618	117-286
1.000	117-150
0.618	117-066
HIGH	116-250
0.618	116-166
0.500	116-140
0.382	116-114
LOW	116-030
0.618	115-214
1.000	115-130
1.618	114-314
2.618	114-094
4.250	113-055

Fisher Pivots for day following 17-Apr-2008
Pivot	1 day	3 day
R1	116-140	117-022
PP	116-132	116-267
S1	116-123	116-191

Download as Excel Spreadsheet

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

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