CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 02-Jun-2008

Day Change Summary
	Previous	Current
	30-May-2008	02-Jun-2008	Change	Change %	Previous Week
Open	113-275	114-055	0-100	0.3%	115-055
High	114-050	114-295	0-245	0.7%	115-055
Low	113-275	114-050	0-095	0.3%	113-050
Close	113-305	114-270	0-285	0.8%	113-305
Range	0-095	0-245	0-150	157.9%	2-005
ATR	0-239	0-244	0-005	2.1%	0-000
Volume	1,917,593	432,519	-1,485,074	-77.4%	6,071,802

Daily Pivots for day following 02-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-300	116-210	115-085
R3	116-055	115-285	115-017
R2	115-130	115-130	114-315
R1	115-040	115-040	114-292	115-085
PP	114-205	114-205	114-205	114-228
S1	114-115	114-115	114-248	114-160
S2	113-280	113-280	114-225
S3	113-035	113-190	114-203
S4	112-110	112-265	114-135

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-045	119-020	115-020
R3	118-040	117-015	114-162
R2	116-035	116-035	114-103
R1	115-010	115-010	114-044	114-180
PP	114-030	114-030	114-030	113-275
S1	113-005	113-005	113-246	112-175
S2	112-025	112-025	113-187
S3	110-020	111-000	113-128
S4	108-015	108-315	112-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-055	113-050	2-005	1.8%	0-179	0.5%	84%	False	False	1,300,864
10	115-315	113-050	2-265	2.5%	0-186	0.5%	60%	False	False	1,244,501
20	116-125	113-050	3-075	2.8%	0-201	0.5%	52%	False	False	1,113,754
40	118-190	113-050	5-140	4.7%	0-218	0.6%	31%	False	False	978,031
60	119-305	113-050	6-255	5.9%	0-234	0.6%	25%	False	False	1,012,483
80	119-305	113-050	6-255	5.9%	0-246	0.7%	25%	False	False	1,154,379
100	119-305	113-050	6-255	5.9%	0-214	0.6%	25%	False	False	939,223
120	119-305	110-275	9-030	7.9%	0-180	0.5%	44%	False	False	793,704

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-056
2.618	116-296
1.618	116-051
1.000	115-220
0.618	115-126
HIGH	114-295
0.618	114-201
0.500	114-172
0.382	114-144
LOW	114-050
0.618	113-219
1.000	113-125
1.618	112-294
2.618	112-049
4.250	110-289

Fisher Pivots for day following 02-Jun-2008
Pivot	1 day	3 day
R1	114-238	114-184
PP	114-205	114-098
S1	114-172	114-012

Download as Excel Spreadsheet

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

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