CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	113-130	114-150	1-020	0.9%	115-200
High	113-280	114-195	0-235	0.6%	115-215
Low	113-125	113-015	-0-110	-0.3%	113-015
Close	113-185	113-025	-0-160	-0.4%	113-025
Range	0-155	1-180	1-025	222.6%	2-200
ATR	1-046	1-056	0-010	2.6%	0-000
Volume	556,249	491,083	-65,166	-11.7%	2,692,206

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-085	117-075	113-300
R3	116-225	115-215	113-162
R2	115-045	115-045	113-117
R1	114-035	114-035	113-071	113-270
PP	113-185	113-185	113-185	113-142
S1	112-175	112-175	112-299	112-090
S2	112-005	112-005	112-253
S3	110-145	110-315	112-208
S4	108-285	109-135	112-070

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-258	120-022	114-167
R3	119-058	117-142	113-256
R2	116-178	116-178	113-179
R1	114-262	114-262	113-102	114-120
PP	113-298	113-298	113-298	113-228
S1	112-062	112-062	112-268	111-240
S2	111-098	111-098	112-191
S3	108-218	109-182	112-114
S4	106-018	106-302	111-203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-215	113-015	2-200	2.3%	0-300	0.8%	1%	False	True	538,441
10	116-130	112-055	4-075	3.7%	1-006	0.9%	21%	False	False	556,764
20	118-280	111-140	7-140	6.6%	1-048	1.0%	22%	False	False	652,534
40	119-085	111-140	7-265	6.9%	1-018	0.9%	21%	False	False	857,739
60	119-085	111-140	7-265	6.9%	0-256	0.7%	21%	False	False	662,445
80	119-085	111-140	7-265	6.9%	0-202	0.6%	21%	False	False	498,035
100	119-085	109-270	9-135	8.3%	0-162	0.4%	34%	False	False	398,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	121-080
2.618	118-224
1.618	117-044
1.000	116-055
0.618	115-184
HIGH	114-195
0.618	114-004
0.500	113-265
0.382	113-206
LOW	113-015
0.618	112-026
1.000	111-155
1.618	110-166
2.618	108-306
4.250	106-130

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	113-265	114-008
PP	113-185	113-227
S1	113-105	113-126

Download as Excel Spreadsheet

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

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