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We investigate the low temperature structural and physical properties of the trilayer nickelates R4Ni3O10 (R = La, Pr and Nd) using resistivity, thermopower, thermal conductivity, specific heat, high-resolution synchrotron powder X-ray diffraction and thermal expansion experiments. We show that all three compounds crystallize with a monoclinic symmetry, and undergo a metal-to-metal (MMT) transition at 135 K (La), 156 K (Pr) and 160 K (Nd). At MMT, the lattice parameters show distinct anomalies; however, without any lowering of the lattice symmetry. Unambiguous signatures of MMT are also seen in magnetic and thermal measurements, which suggest a strong coupling between the electronic, magnetic and structural degrees of freedom in these nickelates. Analysis of thermal expansion yields hydrostatic pressure dependence of MMT in close agreement with experiments. We show that the 9-fold coordinated Pr ions in the rocksalt (RS) layers have a crystal field (CF) split doublet ground state with possible antiferromagnetic ordering at 5 K. The Pr ions located in the perovskite block (PB) layers with 12-fold coordination, however, exhibit a non-magnetic singlet ground state. The CF ground state of Nd in both RS and PB layers is a Kramers doublet. Heat capacity of R = Nd shows a Schottky-like anomaly near35 K, and an upturn below T = 10 K suggesting the presence of short-range correlations between the Nd moments. However, no signs of long-range ordering could be found down to 2 K despite a sizeable theta_p ~ -40 K. The strongly suppressed magnetic long-range ordering in both R = Pr and Nd suggests the presence of strong magnetic frustration in these compounds. The low-temperature resistivity shows a T^0.5 dependence. No evidence for the heavy fermion behavior could be found in any of the three compounds.