CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	114-140	114-120	-0-020	-0.1%	112-060
High	115-090	115-000	-0-090	-0.2%	116-130
Low	114-115	114-020	-0-095	-0.3%	112-055
Close	114-115	114-020	-0-095	-0.3%	115-040
Range	0-295	0-300	0-005	1.7%	4-075
ATR	1-064	1-058	-0-006	-1.6%	0-000
Volume	453,146	606,093	152,947	33.8%	2,875,442

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-060	116-180	114-185
R3	116-080	115-200	114-102
R2	115-100	115-100	114-075
R1	114-220	114-220	114-048	114-170
PP	114-120	114-120	114-120	114-095
S1	113-240	113-240	113-312	113-190
S2	113-140	113-140	113-285
S3	112-160	112-260	113-258
S4	111-180	111-280	113-175

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	114-020	2-110	2.1%	1-004	0.9%	0%	False	True	577,554
10	116-130	111-140	4-310	4.4%	1-022	0.9%	53%	False	False	581,747
20	118-280	111-140	7-140	6.5%	1-038	1.0%	35%	False	False	679,790
40	119-085	111-140	7-265	6.9%	1-009	0.9%	34%	False	False	882,277
60	119-085	111-140	7-265	6.9%	0-245	0.7%	34%	False	False	645,632
80	119-085	111-140	7-265	6.9%	0-194	0.5%	34%	False	False	484,967
100	119-085	109-270	9-135	8.3%	0-155	0.4%	45%	False	False	387,990

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	0-076
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-315
2.618	117-145
1.618	116-165
1.000	115-300
0.618	115-185
HIGH	115-000
0.618	114-205
0.500	114-170
0.382	114-135
LOW	114-020
0.618	113-155
1.000	113-040
1.618	112-175
2.618	111-195
4.250	110-025

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	114-170	114-278
PP	114-120	114-192
S1	114-070	114-106

Download as Excel Spreadsheet

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

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