ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2008 | 
                    28-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-000 | 
                        113-130 | 
                        -0-190 | 
                        -0.5% | 
                        113-290 | 
                     
                    
                        | High | 
                        114-010 | 
                        113-190 | 
                        -0-140 | 
                        -0.4% | 
                        114-210 | 
                     
                    
                        | Low | 
                        113-080 | 
                        112-140 | 
                        -0-260 | 
                        -0.7% | 
                        113-020 | 
                     
                    
                        | Close | 
                        113-130 | 
                        112-210 | 
                        -0-240 | 
                        -0.7% | 
                        114-030 | 
                     
                    
                        | Range | 
                        0-250 | 
                        1-050 | 
                        0-120 | 
                        48.0% | 
                        1-190 | 
                     
                    
                        | ATR | 
                        0-263 | 
                        0-270 | 
                        0-008 | 
                        2.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        172,343 | 
                        540,234 | 
                        367,891 | 
                        213.5% | 
                        522,300 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-117 | 
                115-213 | 
                113-094 | 
                 | 
             
            
                | R3 | 
                115-067 | 
                114-163 | 
                112-312 | 
                 | 
             
            
                | R2 | 
                114-017 | 
                114-017 | 
                112-278 | 
                 | 
             
            
                | R1 | 
                113-113 | 
                113-113 | 
                112-244 | 
                113-040 | 
             
            
                | PP | 
                112-287 | 
                112-287 | 
                112-287 | 
                112-250 | 
             
            
                | S1 | 
                112-063 | 
                112-063 | 
                112-176 | 
                111-310 | 
             
            
                | S2 | 
                111-237 | 
                111-237 | 
                112-142 | 
                 | 
             
            
                | S3 | 
                110-187 | 
                111-013 | 
                112-108 | 
                 | 
             
            
                | S4 | 
                109-137 | 
                109-283 | 
                112-006 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            118-162 | 
         
        
            | 
2.618             | 
            116-199 | 
         
        
            | 
1.618             | 
            115-149 | 
         
        
            | 
1.000             | 
            114-240 | 
         
        
            | 
0.618             | 
            114-099 | 
         
        
            | 
HIGH             | 
            113-190 | 
         
        
            | 
0.618             | 
            113-049 | 
         
        
            | 
0.500             | 
            113-005 | 
         
        
            | 
0.382             | 
            112-281 | 
         
        
            | 
LOW             | 
            112-140 | 
         
        
            | 
0.618             | 
            111-231 | 
         
        
            | 
1.000             | 
            111-090 | 
         
        
            | 
1.618             | 
            110-181 | 
         
        
            | 
2.618             | 
            109-131 | 
         
        
            | 
4.250             | 
            107-168 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-005 | 
                                113-075 | 
                             
                            
                                | PP | 
                                112-287 | 
                                113-013 | 
                             
                            
                                | S1 | 
                                112-248 | 
                                112-272 | 
                             
             
         |