science (general question)
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They arent filled with water because its range of the liquid phase is too small. it only goes 32 degrees (or 0 if you live outside the US) before turning into a solid and expanding (keeping in mind that water expands upon freezing) so under 32, you would get a false reading.
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It's called 'thermal expansivity' means how much liquid (or any other substance, for that sake) expands or contracts with change in temperature. You need a particular unique liquid level at each temperature to be used in a thermometer. What if the level doesn't change too much for appreciable change in temp? It won't be much use to us if the thermometer shows the same level at 25 deg celcius and at 30 degs. Thermal expansivity is much lower than that of mercury. To counter this, we have to have a much longer thermometer which would be unpractical to handle it. Also, water exerts much higher vapour pressure than mercury which may cause thermometer to break or leak or we have to design a much thicker thermometer walls. Also, as pointed out by French Kitties, the temperature range over which the thermometer can be used is much less than mercury.
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Either alcohol or mercury is used inside a thermometer because both of them will expand when heated and contract when it is cold. Water will freeze at zero degrees C and is therefore useless for temperatures below freezing. Therefore it is not used inside thermometers.
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Actually, you need a liquid that contracts and expands in the LIQUID phase for a thermometer. Water is funny stuff. Until the minute it freezes or boils, it takes up almost exactly the same amount of space.
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naturally