CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 04-Jun-2008

Day Change Summary
	Previous	Current
	03-Jun-2008	04-Jun-2008	Change	Change %	Previous Week
Open	113-170	114-045	0-195	0.5%	113-110
High	114-080	114-140	0-060	0.2%	113-120
Low	112-300	113-255	0-275	0.8%	111-230
Close	114-050	113-295	-0-075	-0.2%	112-130
Range	1-100	0-205	-0-215	-51.2%	1-210
ATR	0-203	0-203	0-000	0.1%	0-000
Volume	1,245,253	1,644,941	399,688	32.1%	2,622,714

Daily Pivots for day following 04-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-312	115-188	114-088
R3	115-107	114-303	114-031
R2	114-222	114-222	114-013
R1	114-098	114-098	113-314	114-058
PP	114-017	114-017	114-017	113-316
S1	113-213	113-213	113-276	113-172
S2	113-132	113-132	113-257
S3	112-247	113-008	113-239
S4	112-042	112-123	113-182

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	114-140	111-230	2-230	2.4%	0-227	0.6%	81%	True	False	1,146,371
10	114-140	111-230	2-230	2.4%	0-152	0.4%	81%	True	False	686,416
20	115-000	111-230	3-090	2.9%	0-130	0.4%	67%	False	False	359,994

Crabel Price Patterns
NR	True
NR4	False
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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-051
2.618	116-037
1.618	115-152
1.000	115-025
0.618	114-267
HIGH	114-140
0.618	114-062
0.500	114-038
0.382	114-013
LOW	113-255
0.618	113-128
1.000	113-050
1.618	112-243
2.618	112-038
4.250	111-024

Fisher Pivots for day following 04-Jun-2008
Pivot	1 day	3 day
R1	114-038	113-253
PP	114-017	113-212
S1	113-316	113-170

Download as Excel Spreadsheet

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

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