CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary
Previous Current
07-Jan-2008 08-Jan-2008 Change Change % Previous Week
Open 114-175 114-100 -0-075 -0.2% 112-225
High 114-175 114-175 0-000 0.0% 114-145
Low 114-175 114-100 -0-075 -0.2% 112-225
Close 114-175 114-175 0-000 0.0% 114-120
Range 0-000 0-075 0-075 1-240
ATR 0-160 0-154 -0-006 -3.8% 0-000
Volume 69,231 68,813 -418 -0.6% 121,068
Daily Pivots for day following 08-Jan-2008
Classic Woodie Camarilla DeMark
R4 115-055 115-030 114-216
R3 114-300 114-275 114-196
R2 114-225 114-225 114-189
R1 114-200 114-200 114-182 114-212
PP 114-150 114-150 114-150 114-156
S1 114-125 114-125 114-168 114-138
S2 114-075 114-075 114-161
S3 114-000 114-050 114-154
S4 113-245 113-295 114-134
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
5 114-175 113-200 0-295 0.8% 0-029 0.1% 100% True False 46,119
10 114-175 110-275 3-220 3.2% 0-014 0.0% 100% True False 33,937
20 114-175 110-275 3-220 3.2% 0-008 0.0% 100% True False 66,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 115-174
2.618 115-051
1.618 114-296
1.000 114-250
0.618 114-221
HIGH 114-175
0.618 114-146
0.500 114-138
0.382 114-129
LOW 114-100
0.618 114-054
1.000 114-025
1.618 113-299
2.618 113-224
4.250 113-101
Fisher Pivots for day following 08-Jan-2008
Pivot 1 day 3 day
R1 114-162 114-162
PP 114-150 114-150
S1 114-138 114-138

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

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