CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary
Previous Current
08-Jan-2008 09-Jan-2008 Change Change % Previous Week
Open 114-100 114-270 0-170 0.5% 112-225
High 114-175 114-270 0-095 0.3% 114-145
Low 114-100 114-270 0-170 0.5% 112-225
Close 114-175 114-270 0-095 0.3% 114-120
Range 0-075 0-000 -0-075 -100.0% 1-240
ATR 0-154 0-150 -0-004 -2.7% 0-000
Volume 68,813 58,830 -9,983 -14.5% 121,068
Daily Pivots for day following 09-Jan-2008
Classic Woodie Camarilla DeMark
R4 114-270 114-270 114-270
R3 114-270 114-270 114-270
R2 114-270 114-270 114-270
R1 114-270 114-270 114-270 114-270
PP 114-270 114-270 114-270 114-270
S1 114-270 114-270 114-270 114-270
S2 114-270 114-270 114-270
S3 114-270 114-270 114-270
S4 114-270 114-270 114-270
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
5 114-270 113-230 1-040 1.0% 0-020 0.1% 100% True False 54,890
10 114-270 110-275 3-315 3.5% 0-014 0.0% 100% True False 36,830
20 114-270 110-275 3-315 3.5% 0-008 0.0% 100% True False 60,489
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-270
2.618 114-270
1.618 114-270
1.000 114-270
0.618 114-270
HIGH 114-270
0.618 114-270
0.500 114-270
0.382 114-270
LOW 114-270
0.618 114-270
1.000 114-270
1.618 114-270
2.618 114-270
4.250 114-270
Fisher Pivots for day following 09-Jan-2008
Pivot 1 day 3 day
R1 114-270 114-242
PP 114-270 114-213
S1 114-270 114-185

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

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