CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 06-Jun-2008

Day Change Summary
	Previous	Current
	05-Jun-2008	06-Jun-2008	Change	Change %	Previous Week
Open	113-255	113-060	-0-195	-0.5%	112-210
High	113-265	114-070	0-125	0.3%	114-140
Low	113-025	113-055	0-030	0.1%	112-200
Close	113-080	114-000	0-240	0.7%	114-000
Range	0-240	1-015	0-095	39.6%	1-260
ATR	0-208	0-217	0-009	4.4%	0-000
Volume	1,508,631	1,098,603	-410,028	-27.2%	6,428,952

Daily Pivots for day following 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-300	116-165	114-184
R3	115-285	115-150	114-092
R2	114-270	114-270	114-061
R1	114-135	114-135	114-031	114-202
PP	113-255	113-255	113-255	113-289
S1	113-120	113-120	113-289	113-188
S2	112-240	112-240	113-259
S3	111-225	112-105	113-228
S4	110-210	111-090	113-136

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-040	118-120	114-319
R3	117-100	116-180	114-160
R2	115-160	115-160	114-106
R1	114-240	114-240	114-053	115-040
PP	113-220	113-220	113-220	113-280
S1	112-300	112-300	113-267	113-100
S2	111-280	111-280	113-214
S3	110-020	111-040	113-160
S4	108-080	109-100	113-001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-140	112-200	1-260	1.6%	0-292	0.8%	76%	False	False	1,285,790
10	114-140	111-230	2-230	2.4%	0-202	0.6%	84%	False	False	920,350
20	115-000	111-230	3-090	2.9%	0-150	0.4%	70%	False	False	488,516

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-214
2.618	116-307
1.618	115-292
1.000	115-085
0.618	114-277
HIGH	114-070
0.618	113-262
0.500	113-222
0.382	113-183
LOW	113-055
0.618	112-168
1.000	112-040
1.618	111-153
2.618	110-138
4.250	108-231

Fisher Pivots for day following 06-Jun-2008
Pivot	1 day	3 day
R1	113-288	113-294
PP	113-255	113-268
S1	113-222	113-242

Download as Excel Spreadsheet

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

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