ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-May-2008 | 
                    26-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-130 | 
                        114-000 | 
                        0-190 | 
                        0.5% | 
                        113-290 | 
                     
                    
                        | High | 
                        114-040 | 
                        114-010 | 
                        -0-030 | 
                        -0.1% | 
                        114-210 | 
                     
                    
                        | Low | 
                        113-020 | 
                        113-280 | 
                        0-260 | 
                        0.7% | 
                        113-020 | 
                     
                    
                        | Close | 
                        114-030 | 
                        113-280 | 
                        -0-070 | 
                        -0.2% | 
                        114-030 | 
                     
                    
                        | Range | 
                        1-020 | 
                        0-050 | 
                        -0-290 | 
                        -85.3% | 
                        1-190 | 
                     
                    
                        | ATR | 
                        0-279 | 
                        0-264 | 
                        -0-015 | 
                        -5.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        151,838 | 
                        151,838 | 
                        0 | 
                        0.0% | 
                        522,300 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114-127 | 
                114-093 | 
                113-308 | 
                 | 
             
            
                | R3 | 
                114-077 | 
                114-043 | 
                113-294 | 
                 | 
             
            
                | R2 | 
                114-027 | 
                114-027 | 
                113-289 | 
                 | 
             
            
                | R1 | 
                113-313 | 
                113-313 | 
                113-285 | 
                113-305 | 
             
            
                | PP | 
                113-297 | 
                113-297 | 
                113-297 | 
                113-292 | 
             
            
                | S1 | 
                113-263 | 
                113-263 | 
                113-275 | 
                113-255 | 
             
            
                | S2 | 
                113-247 | 
                113-247 | 
                113-271 | 
                 | 
             
            
                | S3 | 
                113-197 | 
                113-213 | 
                113-266 | 
                 | 
             
            
                | S4 | 
                113-147 | 
                113-163 | 
                113-252 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-230 | 
                118-000 | 
                114-310 | 
                 | 
             
            
                | R3 | 
                117-040 | 
                116-130 | 
                114-170 | 
                 | 
             
            
                | R2 | 
                115-170 | 
                115-170 | 
                114-124 | 
                 | 
             
            
                | R1 | 
                114-260 | 
                114-260 | 
                114-077 | 
                115-055 | 
             
            
                | PP | 
                113-300 | 
                113-300 | 
                113-300 | 
                114-038 | 
             
            
                | S1 | 
                113-070 | 
                113-070 | 
                113-303 | 
                113-185 | 
             
            
                | S2 | 
                112-110 | 
                112-110 | 
                113-256 | 
                 | 
             
            
                | S3 | 
                110-240 | 
                111-200 | 
                113-210 | 
                 | 
             
            
                | S4 | 
                109-050 | 
                110-010 | 
                113-070 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114-222 | 
         
        
            | 
2.618             | 
            114-141 | 
         
        
            | 
1.618             | 
            114-091 | 
         
        
            | 
1.000             | 
            114-060 | 
         
        
            | 
0.618             | 
            114-041 | 
         
        
            | 
HIGH             | 
            114-010 | 
         
        
            | 
0.618             | 
            113-311 | 
         
        
            | 
0.500             | 
            113-305 | 
         
        
            | 
0.382             | 
            113-299 | 
         
        
            | 
LOW             | 
            113-280 | 
         
        
            | 
0.618             | 
            113-249 | 
         
        
            | 
1.000             | 
            113-230 | 
         
        
            | 
1.618             | 
            113-199 | 
         
        
            | 
2.618             | 
            113-149 | 
         
        
            | 
4.250             | 
            113-068 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-305 | 
                                113-267 | 
                             
                            
                                | PP | 
                                113-297 | 
                                113-253 | 
                             
                            
                                | S1 | 
                                113-288 | 
                                113-240 | 
                             
             
         |