ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-May-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-May-2008 | 05-May-2008 | Change | Change % | Previous Week |  
                        | Open | 114-150 | 113-290 | -0-180 | -0.5% | 113-230 |  
                        | High | 114-240 | 114-000 | -0-240 | -0.7% | 115-000 |  
                        | Low | 113-100 | 113-120 | 0-020 | 0.1% | 113-100 |  
                        | Close | 113-200 | 113-240 | 0-040 | 0.1% | 113-200 |  
                        | Range | 1-140 | 0-200 | -0-260 | -56.5% | 1-220 |  
                        | ATR | 0-270 | 0-265 | -0-005 | -1.8% | 0-000 |  
                        | Volume | 13,717 | 10,010 | -3,707 | -27.0% | 35,158 |  | 
    
| 
        
            | Daily Pivots for day following 05-May-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-187 | 115-093 | 114-030 |  |  
                | R3 | 114-307 | 114-213 | 113-295 |  |  
                | R2 | 114-107 | 114-107 | 113-277 |  |  
                | R1 | 114-013 | 114-013 | 113-258 | 113-280 |  
                | PP | 113-227 | 113-227 | 113-227 | 113-200 |  
                | S1 | 113-133 | 113-133 | 113-222 | 113-080 |  
                | S2 | 113-027 | 113-027 | 113-203 |  |  
                | S3 | 112-147 | 112-253 | 113-185 |  |  
                | S4 | 111-267 | 112-053 | 113-130 |  |  | 
        
            | Weekly Pivots for week ending 02-May-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-013 | 118-007 | 114-177 |  |  
                | R3 | 117-113 | 116-107 | 114-028 |  |  
                | R2 | 115-213 | 115-213 | 113-299 |  |  
                | R1 | 114-207 | 114-207 | 113-250 | 114-100 |  
                | PP | 113-313 | 113-313 | 113-313 | 113-260 |  
                | S1 | 112-307 | 112-307 | 113-150 | 112-200 |  
                | S2 | 112-093 | 112-093 | 113-101 |  |  
                | S3 | 110-193 | 111-087 | 113-052 |  |  
                | S4 | 108-293 | 109-187 | 112-223 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 116-210 |  
            | 2.618 | 115-204 |  
            | 1.618 | 115-004 |  
            | 1.000 | 114-200 |  
            | 0.618 | 114-124 |  
            | HIGH | 114-000 |  
            | 0.618 | 113-244 |  
            | 0.500 | 113-220 |  
            | 0.382 | 113-196 |  
            | LOW | 113-120 |  
            | 0.618 | 112-316 |  
            | 1.000 | 112-240 |  
            | 1.618 | 112-116 |  
            | 2.618 | 111-236 |  
            | 4.250 | 110-230 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-May-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 113-233 | 114-050 |  
                                | PP | 113-227 | 114-007 |  
                                | S1 | 113-220 | 113-283 |  |