ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2008 | 
                    22-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-180 | 
                        114-110 | 
                        -0-070 | 
                        -0.2% | 
                        114-280 | 
                     
                    
                        | High | 
                        114-210 | 
                        114-140 | 
                        -0-070 | 
                        -0.2% | 
                        115-010 | 
                     
                    
                        | Low | 
                        114-010 | 
                        113-030 | 
                        -0-300 | 
                        -0.8% | 
                        113-000 | 
                     
                    
                        | Close | 
                        114-090 | 
                        113-110 | 
                        -0-300 | 
                        -0.8% | 
                        113-280 | 
                     
                    
                        | Range | 
                        0-200 | 
                        1-110 | 
                        0-230 | 
                        115.0% | 
                        2-010 | 
                     
                    
                        | ATR | 
                        0-262 | 
                        0-274 | 
                        0-012 | 
                        4.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        115,726 | 
                        152,172 | 
                        36,446 | 
                        31.5% | 
                        176,260 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-210 | 
                116-270 | 
                114-026 | 
                 | 
             
            
                | R3 | 
                116-100 | 
                115-160 | 
                113-228 | 
                 | 
             
            
                | R2 | 
                114-310 | 
                114-310 | 
                113-189 | 
                 | 
             
            
                | R1 | 
                114-050 | 
                114-050 | 
                113-149 | 
                113-285 | 
             
            
                | PP | 
                113-200 | 
                113-200 | 
                113-200 | 
                113-158 | 
             
            
                | S1 | 
                112-260 | 
                112-260 | 
                113-071 | 
                112-175 | 
             
            
                | S2 | 
                112-090 | 
                112-090 | 
                113-031 | 
                 | 
             
            
                | S3 | 
                110-300 | 
                111-150 | 
                112-312 | 
                 | 
             
            
                | S4 | 
                109-190 | 
                110-040 | 
                112-194 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            120-048 | 
         
        
            | 
2.618             | 
            117-306 | 
         
        
            | 
1.618             | 
            116-196 | 
         
        
            | 
1.000             | 
            115-250 | 
         
        
            | 
0.618             | 
            115-086 | 
         
        
            | 
HIGH             | 
            114-140 | 
         
        
            | 
0.618             | 
            113-296 | 
         
        
            | 
0.500             | 
            113-245 | 
         
        
            | 
0.382             | 
            113-194 | 
         
        
            | 
LOW             | 
            113-030 | 
         
        
            | 
0.618             | 
            112-084 | 
         
        
            | 
1.000             | 
            111-240 | 
         
        
            | 
1.618             | 
            110-294 | 
         
        
            | 
2.618             | 
            109-184 | 
         
        
            | 
4.250             | 
            107-122 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-245 | 
                                113-280 | 
                             
                            
                                | PP | 
                                113-200 | 
                                113-223 | 
                             
                            
                                | S1 | 
                                113-155 | 
                                113-167 | 
                             
             
         |