CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 111-190 112-035 0-165 0.5% 111-240
High 111-190 112-035 0-165 0.5% 112-315
Low 111-190 112-035 0-165 0.5% 111-055
Close 111-190 112-035 0-165 0.5% 111-075
Range
ATR 0-144 0-146 0-001 1.0% 0-000
Volume 90,018 80,677 -9,341 -10.4% 615,137
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 112-035 112-035 112-035
R3 112-035 112-035 112-035
R2 112-035 112-035 112-035
R1 112-035 112-035 112-035 112-035
PP 112-035 112-035 112-035 112-035
S1 112-035 112-035 112-035 112-035
S2 112-035 112-035 112-035
S3 112-035 112-035 112-035
S4 112-035 112-035 112-035
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 117-075 116-015 112-074
R3 115-135 114-075 111-234
R2 113-195 113-195 111-181
R1 112-135 112-135 111-128 112-035
PP 111-255 111-255 111-255 111-205
S1 110-195 110-195 111-022 110-095
S2 109-315 109-315 110-289
S3 108-055 108-255 110-236
S4 106-115 106-315 110-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-085 111-055 1-030 1.0% 0-005 0.0% 86% False False 92,003
10 113-100 111-055 2-045 1.9% 0-002 0.0% 44% False False 128,247
20 113-100 111-055 2-045 1.9% 0-002 0.0% 44% False False 186,463
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 112-035
2.618 112-035
1.618 112-035
1.000 112-035
0.618 112-035
HIGH 112-035
0.618 112-035
0.500 112-035
0.382 112-035
LOW 112-035
0.618 112-035
1.000 112-035
1.618 112-035
2.618 112-035
4.250 112-035
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 112-035 111-305
PP 112-035 111-255
S1 112-035 111-205

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

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