CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 07-Oct-2008

Day Change Summary
	Previous	Current
	06-Oct-2008	07-Oct-2008	Change	Change %	Previous Week
Open	116-225	117-160	0-255	0.7%	115-020
High	118-280	117-165	-1-115	-1.1%	116-270
Low	116-215	116-280	0-065	0.2%	114-180
Close	117-310	117-045	-0-265	-0.7%	116-000
Range	2-065	0-205	-1-180	-70.9%	2-090
ATR	1-074	1-071	-0-003	-0.8%	0-000
Volume	915,336	824,584	-90,752	-9.9%	3,882,835

Daily Pivots for day following 07-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-032	118-243	117-158
R3	118-147	118-038	117-101
R2	117-262	117-262	117-083
R1	117-153	117-153	117-064	117-105
PP	117-057	117-057	117-057	117-032
S1	116-268	116-268	117-026	116-220
S2	116-172	116-172	117-007
S3	115-287	116-063	116-309
S4	115-082	115-178	116-252

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-207	121-193	117-082
R3	120-117	119-103	116-201
R2	118-027	118-027	116-134
R1	117-013	117-013	116-067	117-180
PP	115-257	115-257	115-257	116-020
S1	114-243	114-243	115-253	115-090
S2	113-167	113-167	115-186
S3	111-077	112-153	115-119
S4	108-307	110-063	114-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-280	114-265	4-015	3.5%	1-036	0.9%	57%	False	False	811,688
10	118-280	114-040	4-240	4.1%	1-022	0.9%	63%	False	False	814,101
20	119-085	114-040	5-045	4.4%	1-003	0.9%	59%	False	False	1,012,734
40	119-085	114-040	5-045	4.4%	0-222	0.6%	59%	False	False	728,294
60	119-085	111-230	7-175	6.4%	0-161	0.4%	72%	False	False	487,571
80	119-085	109-270	9-135	8.0%	0-127	0.3%	77%	False	False	365,766

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-076
2.618	119-062
1.618	118-177
1.000	118-050
0.618	117-292
HIGH	117-165
0.618	117-087
0.500	117-062
0.382	117-038
LOW	116-280
0.618	116-153
1.000	116-075
1.618	115-268
2.618	115-063
4.250	114-049

Fisher Pivots for day following 07-Oct-2008
Pivot	1 day	3 day
R1	117-062	117-018
PP	117-057	116-310
S1	117-051	116-282

Download as Excel Spreadsheet

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

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