CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	114-100	113-135	-0-285	-0.8%	116-225
High	114-150	113-185	-0-285	-0.8%	118-280
Low	113-165	113-000	-0-165	-0.5%	113-000
Close	113-170	113-175	0-005	0.0%	113-175
Range	0-305	0-185	-0-120	-39.3%	5-280
ATR	1-124	1-106	-0-019	-4.2%	0-000
Volume	1,375,860	792,911	-582,949	-42.4%	4,771,983

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-035	114-290	113-277
R3	114-170	114-105	113-226
R2	113-305	113-305	113-209
R1	113-240	113-240	113-192	113-272
PP	113-120	113-120	113-120	113-136
S1	113-055	113-055	113-158	113-088
S2	112-255	112-255	113-141
S3	112-070	112-190	113-124
S4	111-205	112-005	113-073

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-245	129-010	116-249
R3	126-285	123-050	115-052
R2	121-005	121-005	114-200
R1	117-090	117-090	114-027	116-068
PP	115-045	115-045	115-045	114-194
S1	111-130	111-130	113-003	110-108
S2	109-085	109-085	112-150
S3	103-125	105-170	111-298
S4	97-165	99-210	110-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-280	113-000	5-280	5.2%	1-186	1.4%	9%	False	True	954,396
10	118-280	113-000	5-280	5.2%	1-134	1.2%	9%	False	True	865,481
20	119-085	113-000	6-085	5.5%	1-046	1.0%	9%	False	True	979,694
40	119-085	113-000	6-085	5.5%	0-262	0.7%	9%	False	True	802,576
60	119-085	111-230	7-175	6.6%	0-188	0.5%	24%	False	False	538,068
80	119-085	110-180	8-225	7.7%	0-147	0.4%	34%	False	False	403,667

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0-052
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116-011
2.618	115-029
1.618	114-164
1.000	114-050
0.618	113-299
HIGH	113-185
0.618	113-114
0.500	113-092
0.382	113-071
LOW	113-000
0.618	112-206
1.000	112-135
1.618	112-021
2.618	111-156
4.250	110-174

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	113-148	115-140
PP	113-120	114-258
S1	113-092	114-057

Download as Excel Spreadsheet

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

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