CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	112-050	111-300	-0-070	-0.2%	116-225
High	112-055	112-235	0-180	0.5%	118-280
Low	111-215	111-140	-0-075	-0.2%	113-000
Close	111-310	112-095	0-105	0.3%	113-175
Range	0-160	1-095	0-255	159.4%	5-280
ATR	1-089	1-090	0-000	0.1%	0-000
Volume	583,558	594,258	10,700	1.8%	4,771,983

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-015	115-150	113-003
R3	114-240	114-055	112-209
R2	113-145	113-145	112-171
R1	112-280	112-280	112-133	113-052
PP	112-050	112-050	112-050	112-096
S1	111-185	111-185	112-057	111-278
S2	110-275	110-275	112-019
S3	109-180	110-090	111-301
S4	108-085	108-315	111-187

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	114-150	111-140	3-010	2.7%	0-247	0.7%	28%	False	True	690,171
10	118-280	111-140	7-140	6.6%	1-058	1.1%	12%	False	True	756,812
20	118-280	111-140	7-140	6.6%	1-030	1.0%	12%	False	True	840,916
40	119-085	111-140	7-265	7.0%	0-277	0.8%	11%	False	True	833,663
60	119-085	111-140	7-265	7.0%	0-195	0.5%	11%	False	True	559,430
80	119-085	111-140	7-265	7.0%	0-156	0.4%	11%	False	True	419,693

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-079
2.618	116-041
1.618	114-266
1.000	114-010
0.618	113-171
HIGH	112-235
0.618	112-076
0.500	112-028
0.382	111-299
LOW	111-140
0.618	110-204
1.000	110-045
1.618	109-109
2.618	108-014
4.250	105-296

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	112-072	112-072
PP	112-050	112-050
S1	112-028	112-028

Download as Excel Spreadsheet

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

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