CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 114-080 114-250 0-170 0.5% 114-175
High 114-240 114-250 0-010 0.0% 114-270
Low 114-080 114-250 0-170 0.5% 114-050
Close 114-235 114-250 0-015 0.0% 114-235
Range 0-160 0-000 -0-160 -100.0% 0-220
ATR 0-157 0-147 -0-010 -6.5% 0-000
Volume 83,612 79,639 -3,973 -4.8% 358,366
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 114-250 114-250 114-250
R3 114-250 114-250 114-250
R2 114-250 114-250 114-250
R1 114-250 114-250 114-250 114-250
PP 114-250 114-250 114-250 114-250
S1 114-250 114-250 114-250 114-250
S2 114-250 114-250 114-250
S3 114-250 114-250 114-250
S4 114-250 114-250 114-250
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 116-205 116-120 115-036
R3 115-305 115-220 114-296
R2 115-085 115-085 114-275
R1 115-000 115-000 114-255 115-042
PP 114-185 114-185 114-185 114-206
S1 114-100 114-100 114-215 114-142
S2 113-285 113-285 114-195
S3 113-065 113-200 114-174
S4 112-165 112-300 114-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-270 114-050 0-220 0.6% 0-047 0.1% 91% False False 73,754
10 114-270 112-225 2-045 1.9% 0-030 0.1% 97% False False 55,907
20 114-270 110-275 3-315 3.5% 0-016 0.0% 98% False False 55,321
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
4.250 114-250
2.618 114-250
1.618 114-250
1.000 114-250
0.618 114-250
HIGH 114-250
0.618 114-250
0.500 114-250
0.382 114-250
LOW 114-250
0.618 114-250
1.000 114-250
1.618 114-250
2.618 114-250
4.250 114-250
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 114-250 114-217
PP 114-250 114-183
S1 114-250 114-150

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

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