CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 28-Oct-2008

Day Change Summary
	Previous	Current
	27-Oct-2008	28-Oct-2008	Change	Change %	Previous Week
Open	115-200	114-140	-1-060	-1.0%	112-060
High	115-215	115-090	-0-125	-0.3%	116-130
Low	114-285	114-115	-0-170	-0.5%	112-055
Close	115-040	114-115	-0-245	-0.7%	115-040
Range	0-250	0-295	0-045	18.0%	4-075
ATR	1-071	1-064	-0-007	-1.7%	0-000
Volume	585,635	453,146	-132,489	-22.6%	2,875,442

Daily Pivots for day following 28-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-138	116-262	114-277
R3	116-163	115-287	114-196
R2	115-188	115-188	114-169
R1	114-312	114-312	114-142	114-262
PP	114-213	114-213	114-213	114-189
S1	114-017	114-017	114-088	113-288
S2	113-238	113-238	114-061
S3	112-263	113-042	114-034
S4	111-288	112-067	113-273

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-087	125-138	117-145
R3	123-012	121-063	116-093
R2	118-257	118-257	115-288
R1	116-308	116-308	115-164	117-282
PP	114-182	114-182	114-182	115-009
S1	112-233	112-233	114-236	113-208
S2	110-107	110-107	114-112
S3	106-032	108-158	113-307
S4	101-277	104-083	112-255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-130	114-100	2-030	1.8%	1-006	0.9%	2%	False	False	574,019
10	116-130	111-140	4-310	4.3%	1-008	0.9%	59%	False	False	579,493
20	118-280	111-140	7-140	6.5%	1-051	1.0%	39%	False	False	697,341
40	119-085	111-140	7-265	6.8%	1-010	0.9%	37%	False	False	884,424
60	119-085	111-140	7-265	6.8%	0-240	0.7%	37%	False	False	635,733
80	119-085	111-140	7-265	6.8%	0-190	0.5%	37%	False	False	477,391
100	119-085	109-270	9-135	8.2%	0-152	0.4%	48%	False	False	381,929

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-064
2.618	117-222
1.618	116-247
1.000	116-065
0.618	115-272
HIGH	115-090
0.618	114-297
0.500	114-262
0.382	114-228
LOW	114-115
0.618	113-253
1.000	113-140
1.618	112-278
2.618	111-303
4.250	110-141

Fisher Pivots for day following 28-Oct-2008
Pivot	1 day	3 day
R1	114-262	115-122
PP	114-213	115-013
S1	114-164	114-224

Download as Excel Spreadsheet

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

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