CBOT 10-Year T-Note Future June 2008

Trading Metrics calculated at close of trading on 05-Jun-2008

Day Change Summary
	Previous	Current
	04-Jun-2008	05-Jun-2008	Change	Change %	Previous Week
Open	115-230	115-090	-0-140	-0.4%	115-055
High	115-230	115-090	-0-140	-0.4%	115-055
Low	115-140	114-235	-0-225	-0.6%	113-050
Close	115-140	114-240	-0-220	-0.6%	113-305
Range	0-090	0-175	0-085	94.4%	2-005
ATR	0-235	0-234	-0-001	-0.3%	0-000
Volume	160,042	100,426	-59,616	-37.3%	6,071,802

Daily Pivots for day following 05-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-180	116-065	115-016
R3	116-005	115-210	114-288
R2	115-150	115-150	114-272
R1	115-035	115-035	114-256	115-005
PP	114-295	114-295	114-295	114-280
S1	114-180	114-180	114-224	114-150
S2	114-120	114-120	114-208
S3	113-265	114-005	114-192
S4	113-090	113-150	114-144

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	115-230	113-275	1-275	1.6%	0-158	0.4%	48%	False	False	569,468
10	115-230	113-050	2-180	2.2%	0-180	0.5%	62%	False	False	960,838
20	116-125	113-050	3-075	2.8%	0-196	0.5%	49%	False	False	1,012,064
40	118-190	113-050	5-140	4.7%	0-213	0.6%	29%	False	False	929,157
60	119-305	113-050	6-255	5.9%	0-221	0.6%	23%	False	False	952,402
80	119-305	113-050	6-255	5.9%	0-242	0.7%	23%	False	False	1,143,836
100	119-305	113-050	6-255	5.9%	0-217	0.6%	23%	False	False	941,992
120	119-305	110-275	9-030	7.9%	0-184	0.5%	43%	False	False	794,363

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	True
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	117-194
2.618	116-228
1.618	116-053
1.000	115-265
0.618	115-198
HIGH	115-090
0.618	115-023
0.500	115-002
0.382	114-302
LOW	114-235
0.618	114-127
1.000	114-060
1.618	113-272
2.618	113-097
4.250	112-131

Fisher Pivots for day following 05-Jun-2008
Pivot	1 day	3 day
R1	115-002	115-072
PP	114-295	115-022
S1	114-268	114-291

Download as Excel Spreadsheet

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

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