CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	117-040	114-100	-2-260	-2.4%	115-020
High	117-280	114-150	-3-130	-2.9%	116-270
Low	114-110	113-165	-0-265	-0.7%	114-180
Close	114-300	113-170	-1-130	-1.2%	116-000
Range	3-170	0-305	-2-185	-73.0%	2-090
ATR	1-123	1-124	0-001	0.2%	0-000
Volume	863,292	1,375,860	512,568	59.4%	3,882,835

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-223	116-022	114-018
R3	115-238	115-037	113-254
R2	114-253	114-253	113-226
R1	114-052	114-052	113-198	114-000
PP	113-268	113-268	113-268	113-242
S1	113-067	113-067	113-142	113-015
S2	112-283	112-283	113-114
S3	111-298	112-082	113-086
S4	110-313	111-097	113-002

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	113-165	5-115	4.7%	1-231	1.5%	0%	False	True	941,028
10	118-280	113-165	5-115	4.7%	1-125	1.2%	0%	False	True	873,269
20	119-085	113-165	5-240	5.1%	1-050	1.0%	0%	False	True	1,003,098
40	119-085	113-165	5-240	5.1%	0-258	0.7%	0%	False	True	783,578
60	119-085	111-230	7-175	6.6%	0-185	0.5%	24%	False	False	524,882
80	119-085	110-150	8-255	7.7%	0-145	0.4%	35%	False	False	393,756

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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-166
2.618	116-308
1.618	116-003
1.000	115-135
0.618	115-018
HIGH	114-150
0.618	114-033
0.500	113-318
0.382	113-282
LOW	113-165
0.618	112-297
1.000	112-180
1.618	111-312
2.618	111-007
4.250	109-149

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	113-318	115-222
PP	113-268	114-312
S1	113-219	114-081

Download as Excel Spreadsheet

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

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