CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 111-225 111-115 -0-110 -0.3% 111-190
High 111-225 111-115 -0-110 -0.3% 112-255
Low 111-225 111-115 -0-110 -0.3% 111-190
Close 111-225 111-115 -0-110 -0.3% 111-225
Range
ATR 0-156 0-153 -0-003 -2.1% 0-000
Volume 50,292 29,895 -20,397 -40.6% 367,647
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 111-115 111-115 111-115
R3 111-115 111-115 111-115
R2 111-115 111-115 111-115
R1 111-115 111-115 111-115 111-115
PP 111-115 111-115 111-115 111-115
S1 111-115 111-115 111-115 111-115
S2 111-115 111-115 111-115
S3 111-115 111-115 111-115
S4 111-115 111-115 111-115
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 115-205 114-280 112-117
R3 114-140 113-215 112-011
R2 113-075 113-075 111-296
R1 112-150 112-150 111-260 112-272
PP 112-010 112-010 112-010 112-071
S1 111-085 111-085 111-190 111-208
S2 110-265 110-265 111-154
S3 109-200 110-020 111-119
S4 108-135 108-275 111-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-255 111-115 1-140 1.3% 0-000 0.0% 0% False True 61,504
10 112-315 111-055 1-260 1.6% 0-002 0.0% 10% False False 84,147
20 113-100 111-055 2-045 1.9% 0-002 0.0% 9% False False 180,536
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
4.250 111-115
2.618 111-115
1.618 111-115
1.000 111-115
0.618 111-115
HIGH 111-115
0.618 111-115
0.500 111-115
0.382 111-115
LOW 111-115
0.618 111-115
1.000 111-115
1.618 111-115
2.618 111-115
4.250 111-115
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 111-115 112-025
PP 111-115 111-268
S1 111-115 111-192

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

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