CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	112-085	112-060	-0-025	-0.1%	112-130
High	112-250	113-005	0-075	0.2%	112-250
Low	111-160	112-055	0-215	0.6%	111-140
Close	111-295	113-005	1-030	1.0%	111-295
Range	1-090	0-270	-0-140	-34.1%	1-110
ATR	1-090	1-085	-0-004	-1.0%	0-000
Volume	702,897	571,559	-131,338	-18.7%	1,984,982

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-085	114-315	113-154
R3	114-135	114-045	113-079
R2	113-185	113-185	113-054
R1	113-095	113-095	113-030	113-140
PP	112-235	112-235	112-235	112-258
S1	112-145	112-145	112-300	112-190
S2	111-285	111-285	112-276
S3	111-015	111-195	112-251
S4	110-065	110-245	112-176

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-025	115-110	112-212
R3	114-235	114-000	112-093
R2	113-125	113-125	112-054
R1	112-210	112-210	112-014	112-112
PP	112-015	112-015	112-015	111-286
S1	111-100	111-100	111-256	111-002
S2	110-225	110-225	111-216
S3	109-115	109-310	111-177
S4	108-005	108-200	111-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-005	111-140	1-185	1.4%	0-285	0.8%	100%	True	False	511,308
10	118-280	111-140	7-140	6.6%	1-076	1.1%	21%	False	False	732,852
20	118-280	111-140	7-140	6.6%	1-026	1.0%	21%	False	False	788,147
40	119-085	111-140	7-265	6.9%	0-294	0.8%	20%	False	False	862,081
60	119-085	111-140	7-265	6.9%	0-206	0.6%	20%	False	False	580,574
80	119-085	111-140	7-265	6.9%	0-165	0.5%	20%	False	False	435,616

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	0-076
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-192
2.618	115-072
1.618	114-122
1.000	113-275
0.618	113-172
HIGH	113-005
0.618	112-222
0.500	112-190
0.382	112-158
LOW	112-055
0.618	111-208
1.000	111-105
1.618	110-258
2.618	109-308
4.250	108-188

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	112-280	112-241
PP	112-235	112-157
S1	112-190	112-072

Download as Excel Spreadsheet

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

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