ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-May-2008 | 
                    12-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-250 | 
                        114-280 | 
                        0-030 | 
                        0.1% | 
                        113-290 | 
                     
                    
                        | High | 
                        115-030 | 
                        115-010 | 
                        -0-020 | 
                        -0.1% | 
                        115-030 | 
                     
                    
                        | Low | 
                        114-180 | 
                        114-170 | 
                        -0-010 | 
                        0.0% | 
                        113-040 | 
                     
                    
                        | Close | 
                        114-250 | 
                        114-240 | 
                        -0-010 | 
                        0.0% | 
                        114-250 | 
                     
                    
                        | Range | 
                        0-170 | 
                        0-160 | 
                        -0-010 | 
                        -5.9% | 
                        1-310 | 
                     
                    
                        | ATR | 
                        0-262 | 
                        0-254 | 
                        -0-007 | 
                        -2.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        20,096 | 
                        14,726 | 
                        -5,370 | 
                        -26.7% | 
                        80,711 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-087 | 
                116-003 | 
                115-008 | 
                 | 
             
            
                | R3 | 
                115-247 | 
                115-163 | 
                114-284 | 
                 | 
             
            
                | R2 | 
                115-087 | 
                115-087 | 
                114-269 | 
                 | 
             
            
                | R1 | 
                115-003 | 
                115-003 | 
                114-255 | 
                114-285 | 
             
            
                | PP | 
                114-247 | 
                114-247 | 
                114-247 | 
                114-228 | 
             
            
                | S1 | 
                114-163 | 
                114-163 | 
                114-225 | 
                114-125 | 
             
            
                | S2 | 
                114-087 | 
                114-087 | 
                114-211 | 
                 | 
             
            
                | S3 | 
                113-247 | 
                114-003 | 
                114-196 | 
                 | 
             
            
                | S4 | 
                113-087 | 
                113-163 | 
                114-152 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-077 | 
                119-153 | 
                115-276 | 
                 | 
             
            
                | R3 | 
                118-087 | 
                117-163 | 
                115-103 | 
                 | 
             
            
                | R2 | 
                116-097 | 
                116-097 | 
                115-046 | 
                 | 
             
            
                | R1 | 
                115-173 | 
                115-173 | 
                114-308 | 
                115-295 | 
             
            
                | PP | 
                114-107 | 
                114-107 | 
                114-107 | 
                114-168 | 
             
            
                | S1 | 
                113-183 | 
                113-183 | 
                114-192 | 
                113-305 | 
             
            
                | S2 | 
                112-117 | 
                112-117 | 
                114-134 | 
                 | 
             
            
                | S3 | 
                110-127 | 
                111-193 | 
                114-077 | 
                 | 
             
            
                | S4 | 
                108-137 | 
                109-203 | 
                113-224 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-050 | 
         
        
            | 
2.618             | 
            116-109 | 
         
        
            | 
1.618             | 
            115-269 | 
         
        
            | 
1.000             | 
            115-170 | 
         
        
            | 
0.618             | 
            115-109 | 
         
        
            | 
HIGH             | 
            115-010 | 
         
        
            | 
0.618             | 
            114-269 | 
         
        
            | 
0.500             | 
            114-250 | 
         
        
            | 
0.382             | 
            114-231 | 
         
        
            | 
LOW             | 
            114-170 | 
         
        
            | 
0.618             | 
            114-071 | 
         
        
            | 
1.000             | 
            114-010 | 
         
        
            | 
1.618             | 
            113-231 | 
         
        
            | 
2.618             | 
            113-071 | 
         
        
            | 
4.250             | 
            112-130 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                114-250 | 
                                114-208 | 
                             
                            
                                | PP | 
                                114-247 | 
                                114-177 | 
                             
                            
                                | S1 | 
                                114-243 | 
                                114-145 | 
                             
             
         |