CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary
Previous Current
04-Jan-2008 07-Jan-2008 Change Change % Previous Week
Open 114-145 114-175 0-030 0.1% 112-225
High 114-145 114-175 0-030 0.1% 114-145
Low 114-120 114-175 0-055 0.2% 112-225
Close 114-120 114-175 0-055 0.2% 114-120
Range 0-025 0-000 -0-025 -100.0% 1-240
ATR 0-168 0-160 -0-008 -4.8% 0-000
Volume 37,126 69,231 32,105 86.5% 121,068
Daily Pivots for day following 07-Jan-2008
Classic Woodie Camarilla DeMark
R4 114-175 114-175 114-175
R3 114-175 114-175 114-175
R2 114-175 114-175 114-175
R1 114-175 114-175 114-175 114-175
PP 114-175 114-175 114-175 114-175
S1 114-175 114-175 114-175 114-175
S2 114-175 114-175 114-175
S3 114-175 114-175 114-175
S4 114-175 114-175 114-175
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
5 114-175 112-225 1-270 1.6% 0-014 0.0% 100% True False 38,059
10 114-175 110-275 3-220 3.2% 0-007 0.0% 100% True False 32,085
20 114-175 110-275 3-220 3.2% 0-005 0.0% 100% True False 73,083
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-175
2.618 114-175
1.618 114-175
1.000 114-175
0.618 114-175
HIGH 114-175
0.618 114-175
0.500 114-175
0.382 114-175
LOW 114-175
0.618 114-175
1.000 114-175
1.618 114-175
2.618 114-175
4.250 114-175
Fisher Pivots for day following 07-Jan-2008
Pivot 1 day 3 day
R1 114-175 114-131
PP 114-175 114-087
S1 114-175 114-042

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

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