CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	112-130	112-050	-0-080	-0.2%	116-225
High	112-200	112-055	-0-145	-0.4%	118-280
Low	112-030	111-215	-0-135	-0.4%	113-000
Close	112-045	111-310	-0-055	-0.2%	113-175
Range	0-170	0-160	-0-010	-5.9%	5-280
ATR	1-109	1-089	-0-019	-4.5%	0-000
Volume	104,269	583,558	479,289	459.7%	4,771,983

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-140	113-065	112-078
R3	112-300	112-225	112-034
R2	112-140	112-140	112-019
R1	112-065	112-065	112-005	112-022
PP	111-300	111-300	111-300	111-279
S1	111-225	111-225	111-295	111-182
S2	111-140	111-140	111-281
S3	110-300	111-065	111-266
S4	110-140	110-225	111-222

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	117-280	111-215	6-065	5.5%	1-070	1.1%	5%	False	True	743,978
10	118-280	111-215	7-065	6.4%	1-053	1.0%	4%	False	True	777,833
20	119-000	111-215	7-105	6.5%	1-028	1.0%	4%	False	True	888,395
40	119-085	111-215	7-190	6.8%	0-267	0.7%	4%	False	True	819,145
60	119-085	111-215	7-190	6.8%	0-193	0.5%	4%	False	True	549,526
80	119-085	111-070	8-015	7.2%	0-151	0.4%	9%	False	False	412,265

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-058
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	114-095
2.618	113-154
1.618	112-314
1.000	112-215
0.618	112-154
HIGH	112-055
0.618	111-314
0.500	111-295
0.382	111-276
LOW	111-215
0.618	111-116
1.000	111-055
1.618	110-276
2.618	110-116
4.250	109-175

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	111-305	112-200
PP	111-300	112-130
S1	111-295	112-060

Download as Excel Spreadsheet

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

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