ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-May-2008 | 
                    29-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-130 | 
                        112-190 | 
                        -0-260 | 
                        -0.7% | 
                        113-290 | 
                     
                    
                        | High | 
                        113-190 | 
                        112-220 | 
                        -0-290 | 
                        -0.8% | 
                        114-210 | 
                     
                    
                        | Low | 
                        112-140 | 
                        111-180 | 
                        -0-280 | 
                        -0.8% | 
                        113-020 | 
                     
                    
                        | Close | 
                        112-210 | 
                        112-050 | 
                        -0-160 | 
                        -0.4% | 
                        114-030 | 
                     
                    
                        | Range | 
                        1-050 | 
                        1-040 | 
                        -0-010 | 
                        -2.7% | 
                        1-190 | 
                     
                    
                        | ATR | 
                        0-270 | 
                        0-277 | 
                        0-006 | 
                        2.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        540,234 | 
                        820,167 | 
                        279,933 | 
                        51.8% | 
                        522,300 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115-163 | 
                114-307 | 
                112-248 | 
                 | 
             
            
                | R3 | 
                114-123 | 
                113-267 | 
                112-149 | 
                 | 
             
            
                | R2 | 
                113-083 | 
                113-083 | 
                112-116 | 
                 | 
             
            
                | R1 | 
                112-227 | 
                112-227 | 
                112-083 | 
                112-135 | 
             
            
                | PP | 
                112-043 | 
                112-043 | 
                112-043 | 
                111-318 | 
             
            
                | S1 | 
                111-187 | 
                111-187 | 
                112-017 | 
                111-095 | 
             
            
                | S2 | 
                111-003 | 
                111-003 | 
                111-304 | 
                 | 
             
            
                | S3 | 
                109-283 | 
                110-147 | 
                111-271 | 
                 | 
             
            
                | S4 | 
                108-243 | 
                109-107 | 
                111-172 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            117-150 | 
         
        
            | 
2.618             | 
            115-202 | 
         
        
            | 
1.618             | 
            114-162 | 
         
        
            | 
1.000             | 
            113-260 | 
         
        
            | 
0.618             | 
            113-122 | 
         
        
            | 
HIGH             | 
            112-220 | 
         
        
            | 
0.618             | 
            112-082 | 
         
        
            | 
0.500             | 
            112-040 | 
         
        
            | 
0.382             | 
            111-318 | 
         
        
            | 
LOW             | 
            111-180 | 
         
        
            | 
0.618             | 
            110-278 | 
         
        
            | 
1.000             | 
            110-140 | 
         
        
            | 
1.618             | 
            109-238 | 
         
        
            | 
2.618             | 
            108-198 | 
         
        
            | 
4.250             | 
            106-250 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112-047 | 
                                112-255 | 
                             
                            
                                | PP | 
                                112-043 | 
                                112-187 | 
                             
                            
                                | S1 | 
                                112-040 | 
                                112-118 | 
                             
             
         |