ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-May-2008 | 
                    14-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-200 | 
                        113-140 | 
                        -1-060 | 
                        -1.0% | 
                        113-290 | 
                     
                    
                        | High | 
                        114-280 | 
                        113-270 | 
                        -1-010 | 
                        -0.9% | 
                        115-030 | 
                     
                    
                        | Low | 
                        113-160 | 
                        113-000 | 
                        -0-160 | 
                        -0.4% | 
                        113-040 | 
                     
                    
                        | Close | 
                        113-190 | 
                        113-070 | 
                        -0-120 | 
                        -0.3% | 
                        114-250 | 
                     
                    
                        | Range | 
                        1-120 | 
                        0-270 | 
                        -0-170 | 
                        -38.6% | 
                        1-310 | 
                     
                    
                        | ATR | 
                        0-268 | 
                        0-268 | 
                        0-000 | 
                        0.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        7,898 | 
                        16,858 | 
                        8,960 | 
                        113.4% | 
                        80,711 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115-283 | 
                115-127 | 
                113-218 | 
                 | 
             
            
                | R3 | 
                115-013 | 
                114-177 | 
                113-144 | 
                 | 
             
            
                | R2 | 
                114-063 | 
                114-063 | 
                113-120 | 
                 | 
             
            
                | R1 | 
                113-227 | 
                113-227 | 
                113-095 | 
                113-170 | 
             
            
                | PP | 
                113-113 | 
                113-113 | 
                113-113 | 
                113-085 | 
             
            
                | S1 | 
                112-277 | 
                112-277 | 
                113-045 | 
                112-220 | 
             
            
                | S2 | 
                112-163 | 
                112-163 | 
                113-020 | 
                 | 
             
            
                | S3 | 
                111-213 | 
                112-007 | 
                112-316 | 
                 | 
             
            
                | S4 | 
                110-263 | 
                111-057 | 
                112-242 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            117-138 | 
         
        
            | 
2.618             | 
            116-017 | 
         
        
            | 
1.618             | 
            115-067 | 
         
        
            | 
1.000             | 
            114-220 | 
         
        
            | 
0.618             | 
            114-117 | 
         
        
            | 
HIGH             | 
            113-270 | 
         
        
            | 
0.618             | 
            113-167 | 
         
        
            | 
0.500             | 
            113-135 | 
         
        
            | 
0.382             | 
            113-103 | 
         
        
            | 
LOW             | 
            113-000 | 
         
        
            | 
0.618             | 
            112-153 | 
         
        
            | 
1.000             | 
            112-050 | 
         
        
            | 
1.618             | 
            111-203 | 
         
        
            | 
2.618             | 
            110-253 | 
         
        
            | 
4.250             | 
            109-132 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-135 | 
                                114-005 | 
                             
                            
                                | PP | 
                                113-113 | 
                                113-240 | 
                             
                            
                                | S1 | 
                                113-092 | 
                                113-155 | 
                             
             
         |