CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 03-Jun-2008

Day Change Summary
	Previous	Current
	02-Jun-2008	03-Jun-2008	Change	Change %	Previous Week
Open	112-210	113-170	0-280	0.8%	113-110
High	113-140	114-080	0-260	0.7%	113-120
Low	112-200	112-300	0-100	0.3%	111-230
Close	113-100	114-050	0-270	0.7%	112-130
Range	0-260	1-100	0-160	61.5%	1-210
ATR	0-186	0-203	0-017	9.0%	0-000
Volume	931,524	1,245,253	313,729	33.7%	2,622,714

Daily Pivots for day following 03-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-230	117-080	114-281
R3	116-130	115-300	114-166
R2	115-030	115-030	114-127
R1	114-200	114-200	114-088	114-275
PP	113-250	113-250	113-250	113-288
S1	113-100	113-100	114-012	113-175
S2	112-150	112-150	113-293
S3	111-050	112-000	113-254
S4	109-270	110-220	113-139

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	114-080	111-230	2-170	2.2%	0-224	0.6%	96%	True	False	925,429
10	114-100	111-230	2-190	2.3%	0-131	0.4%	94%	False	False	528,340
20	115-000	111-230	3-090	2.9%	0-127	0.3%	74%	False	False	278,437

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	0-023
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	119-265
2.618	117-220
1.618	116-120
1.000	115-180
0.618	115-020
HIGH	114-080
0.618	113-240
0.500	113-190
0.382	113-140
LOW	112-300
0.618	112-040
1.000	111-200
1.618	110-260
2.618	109-160
4.250	107-115

Fisher Pivots for day following 03-Jun-2008
Pivot	1 day	3 day
R1	113-310	113-275
PP	113-250	113-180
S1	113-190	113-085

Download as Excel Spreadsheet

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

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