ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Apr-2008 | 
                    01-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-000 | 
                        114-140 | 
                        0-140 | 
                        0.4% | 
                        114-000 | 
                     
                    
                        | High | 
                        114-200 | 
                        115-000 | 
                        0-120 | 
                        0.3% | 
                        115-080 | 
                     
                    
                        | Low | 
                        113-180 | 
                        114-070 | 
                        0-210 | 
                        0.6% | 
                        113-110 | 
                     
                    
                        | Close | 
                        114-130 | 
                        114-130 | 
                        0-000 | 
                        0.0% | 
                        113-170 | 
                     
                    
                        | Range | 
                        1-020 | 
                        0-250 | 
                        -0-090 | 
                        -26.5% | 
                        1-290 | 
                     
                    
                        | ATR | 
                        0-255 | 
                        0-255 | 
                        0-000 | 
                        -0.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        8,168 | 
                        6,040 | 
                        -2,128 | 
                        -26.1% | 
                        22,620 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-283 | 
                116-137 | 
                114-268 | 
                 | 
             
            
                | R3 | 
                116-033 | 
                115-207 | 
                114-199 | 
                 | 
             
            
                | R2 | 
                115-103 | 
                115-103 | 
                114-176 | 
                 | 
             
            
                | R1 | 
                114-277 | 
                114-277 | 
                114-153 | 
                114-225 | 
             
            
                | PP | 
                114-173 | 
                114-173 | 
                114-173 | 
                114-148 | 
             
            
                | S1 | 
                114-027 | 
                114-027 | 
                114-107 | 
                113-295 | 
             
            
                | S2 | 
                113-243 | 
                113-243 | 
                114-084 | 
                 | 
             
            
                | S3 | 
                112-313 | 
                113-097 | 
                114-061 | 
                 | 
             
            
                | S4 | 
                112-063 | 
                112-167 | 
                113-312 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-243 | 
                118-177 | 
                114-186 | 
                 | 
             
            
                | R3 | 
                117-273 | 
                116-207 | 
                114-018 | 
                 | 
             
            
                | R2 | 
                115-303 | 
                115-303 | 
                113-282 | 
                 | 
             
            
                | R1 | 
                114-237 | 
                114-237 | 
                113-226 | 
                114-125 | 
             
            
                | PP | 
                114-013 | 
                114-013 | 
                114-013 | 
                113-278 | 
             
            
                | S1 | 
                112-267 | 
                112-267 | 
                113-114 | 
                112-155 | 
             
            
                | S2 | 
                112-043 | 
                112-043 | 
                113-058 | 
                 | 
             
            
                | S3 | 
                110-073 | 
                110-297 | 
                113-002 | 
                 | 
             
            
                | S4 | 
                108-103 | 
                109-007 | 
                112-154 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118-102 | 
         
        
            | 
2.618             | 
            117-014 | 
         
        
            | 
1.618             | 
            116-084 | 
         
        
            | 
1.000             | 
            115-250 | 
         
        
            | 
0.618             | 
            115-154 | 
         
        
            | 
HIGH             | 
            115-000 | 
         
        
            | 
0.618             | 
            114-224 | 
         
        
            | 
0.500             | 
            114-195 | 
         
        
            | 
0.382             | 
            114-166 | 
         
        
            | 
LOW             | 
            114-070 | 
         
        
            | 
0.618             | 
            113-236 | 
         
        
            | 
1.000             | 
            113-140 | 
         
        
            | 
1.618             | 
            112-306 | 
         
        
            | 
2.618             | 
            112-056 | 
         
        
            | 
4.250             | 
            110-288 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                114-195 | 
                                114-117 | 
                             
                            
                                | PP | 
                                114-173 | 
                                114-103 | 
                             
                            
                                | S1 | 
                                114-152 | 
                                114-090 | 
                             
             
         |