CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	113-260	113-020	-0-240	-0.7%	114-055
High	113-260	113-060	-0-200	-0.5%	116-010
Low	113-105	112-270	-0-155	-0.4%	113-195
Close	113-150	113-005	-0-145	-0.4%	113-195
Range	0-155	0-110	-0-045	-29.0%	2-135
ATR	0-235	0-232	-0-002	-1.1%	0-000
Volume	718,554	882,641	164,087	22.8%	6,162,104

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-015	113-280	113-066
R3	113-225	113-170	113-035
R2	113-115	113-115	113-025
R1	113-060	113-060	113-015	113-032
PP	113-005	113-005	113-005	112-311
S1	112-270	112-270	112-315	112-242
S2	112-215	112-215	112-305
S3	112-105	112-160	112-295
S4	111-315	112-050	112-264

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-218	120-022	114-301
R3	119-083	117-207	114-088
R2	116-268	116-268	114-017
R1	115-072	115-072	113-266	114-262
PP	114-133	114-133	114-133	114-069
S1	112-257	112-257	113-124	112-128
S2	111-318	111-318	113-053
S3	109-183	110-122	112-302
S4	107-048	107-307	112-089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-235	112-270	1-285	1.7%	0-169	0.5%	9%	False	True	1,005,321
10	116-010	112-270	3-060	2.8%	0-227	0.6%	5%	False	True	1,085,708
20	116-010	112-060	3-270	3.4%	0-213	0.6%	22%	False	False	1,032,164
40	116-010	111-050	4-280	4.3%	0-219	0.6%	38%	False	False	1,028,405

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-015
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	114-208
2.618	114-028
1.618	113-238
1.000	113-170
0.618	113-128
HIGH	113-060
0.618	113-018
0.500	113-005
0.382	112-312
LOW	112-270
0.618	112-202
1.000	112-160
1.618	112-092
2.618	111-302
4.250	111-122

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	113-005	113-105
PP	113-005	113-072
S1	113-005	113-038

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

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