CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 04-Jan-2008
Day Change Summary
Previous Current
03-Jan-2008 04-Jan-2008 Change Change % Previous Week
Open 113-230 114-145 0-235 0.6% 112-225
High 113-230 114-145 0-235 0.6% 114-145
Low 113-230 114-120 0-210 0.6% 112-225
Close 113-230 114-120 0-210 0.6% 114-120
Range 0-000 0-025 0-025 1-240
ATR 0-163 0-168 0-005 3.2% 0-000
Volume 40,450 37,126 -3,324 -8.2% 121,068
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 114-203 114-187 114-134
R3 114-178 114-162 114-127
R2 114-153 114-153 114-125
R1 114-137 114-137 114-122 114-132
PP 114-128 114-128 114-128 114-126
S1 114-112 114-112 114-118 114-108
S2 114-103 114-103 114-115
S3 114-078 114-087 114-113
S4 114-053 114-062 114-106
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 119-030 118-155 115-108
R3 117-110 116-235 114-274
R2 115-190 115-190 114-223
R1 114-315 114-315 114-171 115-092
PP 113-270 113-270 113-270 113-319
S1 113-075 113-075 114-069 113-172
S2 112-030 112-030 114-017
S3 110-110 111-155 113-286
S4 108-190 109-235 113-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-145 112-065 2-080 2.0% 0-014 0.0% 97% True False 28,940
10 114-145 110-275 3-190 3.1% 0-007 0.0% 98% True False 30,162
20 114-145 110-275 3-190 3.1% 0-005 0.0% 98% True False 77,053
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-251
2.618 114-210
1.618 114-185
1.000 114-170
0.618 114-160
HIGH 114-145
0.618 114-135
0.500 114-132
0.382 114-130
LOW 114-120
0.618 114-105
1.000 114-095
1.618 114-080
2.618 114-055
4.250 114-014
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 114-132 114-084
PP 114-128 114-048
S1 114-124 114-012

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

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