CBOT 10-Year T-Note Future September 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	112-100	112-210	0-110	0.3%	113-110
High	112-200	113-140	0-260	0.7%	113-120
Low	112-090	112-200	0-110	0.3%	111-230
Close	112-130	113-100	0-290	0.8%	112-130
Range	0-110	0-260	0-150	136.4%	1-210
ATR	0-175	0-186	0-011	6.3%	0-000
Volume	1,089,970	931,524	-158,446	-14.5%	2,622,714

Daily Pivots for day following 02-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-180	115-080	113-243
R3	114-240	114-140	113-172
R2	113-300	113-300	113-148
R1	113-200	113-200	113-124	113-250
PP	113-040	113-040	113-040	113-065
S1	112-260	112-260	113-076	112-310
S2	112-100	112-100	113-052
S3	111-160	112-000	113-028
S4	110-220	111-060	112-277

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-150	116-190	113-102
R3	115-260	114-300	112-276
R2	114-050	114-050	112-227
R1	113-090	113-090	112-179	112-285
PP	112-160	112-160	112-160	112-098
S1	111-200	111-200	112-081	111-075
S2	110-270	110-270	112-033
S3	109-060	109-310	111-304
S4	107-170	108-100	111-158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-140	111-230	1-230	1.5%	0-142	0.4%	93%	True	False	710,847
10	114-100	111-230	2-190	2.3%	0-097	0.3%	61%	False	False	407,653
20	115-000	111-230	3-090	2.9%	0-110	0.3%	49%	False	False	216,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	116-285
2.618	115-181
1.618	114-241
1.000	114-080
0.618	113-301
HIGH	113-140
0.618	113-041
0.500	113-010
0.382	112-299
LOW	112-200
0.618	112-039
1.000	111-260
1.618	111-099
2.618	110-159
4.250	109-055

Fisher Pivots for day following 02-Jun-2008
Pivot	1 day	3 day
R1	113-070	113-022
PP	113-040	112-263
S1	113-010	112-185

Download as Excel Spreadsheet

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

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