CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 112-035 112-145 0-110 0.3% 111-240
High 112-035 112-145 0-110 0.3% 112-315
Low 112-035 112-145 0-110 0.3% 111-055
Close 112-035 112-145 0-110 0.3% 111-075
Range
ATR 0-146 0-143 -0-003 -1.8% 0-000
Volume 80,677 96,660 15,983 19.8% 615,137
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 112-145 112-145 112-145
R3 112-145 112-145 112-145
R2 112-145 112-145 112-145
R1 112-145 112-145 112-145 112-145
PP 112-145 112-145 112-145 112-145
S1 112-145 112-145 112-145 112-145
S2 112-145 112-145 112-145
S3 112-145 112-145 112-145
S4 112-145 112-145 112-145
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
5 112-145 111-055 1-090 1.1% 0-005 0.0% 100% True False 92,866
10 112-315 111-055 1-260 1.6% 0-002 0.0% 71% False False 123,944
20 113-100 111-055 2-045 1.9% 0-002 0.0% 60% False False 187,221
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
4.250 112-145
2.618 112-145
1.618 112-145
1.000 112-145
0.618 112-145
HIGH 112-145
0.618 112-145
0.500 112-145
0.382 112-145
LOW 112-145
0.618 112-145
1.000 112-145
1.618 112-145
2.618 112-145
4.250 112-145
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 112-145 112-099
PP 112-145 112-053
S1 112-145 112-008

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

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