ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-May-2008 | 
                    21-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-000 | 
                        114-180 | 
                        0-180 | 
                        0.5% | 
                        114-280 | 
                     
                    
                        | High | 
                        114-190 | 
                        114-210 | 
                        0-020 | 
                        0.1% | 
                        115-010 | 
                     
                    
                        | Low | 
                        113-280 | 
                        114-010 | 
                        0-050 | 
                        0.1% | 
                        113-000 | 
                     
                    
                        | Close | 
                        114-190 | 
                        114-090 | 
                        -0-100 | 
                        -0.3% | 
                        113-280 | 
                     
                    
                        | Range | 
                        0-230 | 
                        0-200 | 
                        -0-030 | 
                        -13.0% | 
                        2-010 | 
                     
                    
                        | ATR | 
                        0-267 | 
                        0-262 | 
                        -0-005 | 
                        -1.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        64,178 | 
                        115,726 | 
                        51,548 | 
                        80.3% | 
                        176,260 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-063 | 
                115-277 | 
                114-200 | 
                 | 
             
            
                | R3 | 
                115-183 | 
                115-077 | 
                114-145 | 
                 | 
             
            
                | R2 | 
                114-303 | 
                114-303 | 
                114-127 | 
                 | 
             
            
                | R1 | 
                114-197 | 
                114-197 | 
                114-108 | 
                114-150 | 
             
            
                | PP | 
                114-103 | 
                114-103 | 
                114-103 | 
                114-080 | 
             
            
                | S1 | 
                113-317 | 
                113-317 | 
                114-072 | 
                113-270 | 
             
            
                | S2 | 
                113-223 | 
                113-223 | 
                114-053 | 
                 | 
             
            
                | S3 | 
                113-023 | 
                113-117 | 
                114-035 | 
                 | 
             
            
                | S4 | 
                112-143 | 
                112-237 | 
                113-300 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-020 | 
                119-000 | 
                114-318 | 
                 | 
             
            
                | R3 | 
                118-010 | 
                116-310 | 
                114-139 | 
                 | 
             
            
                | R2 | 
                116-000 | 
                116-000 | 
                114-079 | 
                 | 
             
            
                | R1 | 
                114-300 | 
                114-300 | 
                114-020 | 
                114-145 | 
             
            
                | PP | 
                113-310 | 
                113-310 | 
                113-310 | 
                113-232 | 
             
            
                | S1 | 
                112-290 | 
                112-290 | 
                113-220 | 
                112-135 | 
             
            
                | S2 | 
                111-300 | 
                111-300 | 
                113-161 | 
                 | 
             
            
                | S3 | 
                109-290 | 
                110-280 | 
                113-101 | 
                 | 
             
            
                | S4 | 
                107-280 | 
                108-270 | 
                112-242 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-100 | 
         
        
            | 
2.618             | 
            116-094 | 
         
        
            | 
1.618             | 
            115-214 | 
         
        
            | 
1.000             | 
            115-090 | 
         
        
            | 
0.618             | 
            115-014 | 
         
        
            | 
HIGH             | 
            114-210 | 
         
        
            | 
0.618             | 
            114-134 | 
         
        
            | 
0.500             | 
            114-110 | 
         
        
            | 
0.382             | 
            114-086 | 
         
        
            | 
LOW             | 
            114-010 | 
         
        
            | 
0.618             | 
            113-206 | 
         
        
            | 
1.000             | 
            113-130 | 
         
        
            | 
1.618             | 
            113-006 | 
         
        
            | 
2.618             | 
            112-126 | 
         
        
            | 
4.250             | 
            111-120 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                114-110 | 
                                114-073 | 
                             
                            
                                | PP | 
                                114-103 | 
                                114-057 | 
                             
                            
                                | S1 | 
                                114-097 | 
                                114-040 | 
                             
             
         |