ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-May-2008 | 
                    30-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-190 | 
                        112-050 | 
                        -0-140 | 
                        -0.4% | 
                        114-000 | 
                     
                    
                        | High | 
                        112-220 | 
                        112-210 | 
                        -0-010 | 
                        0.0% | 
                        114-010 | 
                     
                    
                        | Low | 
                        111-180 | 
                        112-040 | 
                        0-180 | 
                        0.5% | 
                        111-180 | 
                     
                    
                        | Close | 
                        112-050 | 
                        112-130 | 
                        0-080 | 
                        0.2% | 
                        112-130 | 
                     
                    
                        | Range | 
                        1-040 | 
                        0-170 | 
                        -0-190 | 
                        -52.8% | 
                        2-150 | 
                     
                    
                        | ATR | 
                        0-277 | 
                        0-269 | 
                        -0-008 | 
                        -2.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        820,167 | 
                        1,089,970 | 
                        269,803 | 
                        32.9% | 
                        2,774,552 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113-317 | 
                113-233 | 
                112-224 | 
                 | 
             
            
                | R3 | 
                113-147 | 
                113-063 | 
                112-177 | 
                 | 
             
            
                | R2 | 
                112-297 | 
                112-297 | 
                112-161 | 
                 | 
             
            
                | R1 | 
                112-213 | 
                112-213 | 
                112-146 | 
                112-255 | 
             
            
                | PP | 
                112-127 | 
                112-127 | 
                112-127 | 
                112-148 | 
             
            
                | S1 | 
                112-043 | 
                112-043 | 
                112-114 | 
                112-085 | 
             
            
                | S2 | 
                111-277 | 
                111-277 | 
                112-099 | 
                 | 
             
            
                | S3 | 
                111-107 | 
                111-193 | 
                112-083 | 
                 | 
             
            
                | S4 | 
                110-257 | 
                111-023 | 
                112-036 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-023 | 
                118-227 | 
                113-244 | 
                 | 
             
            
                | R3 | 
                117-193 | 
                116-077 | 
                113-027 | 
                 | 
             
            
                | R2 | 
                115-043 | 
                115-043 | 
                112-275 | 
                 | 
             
            
                | R1 | 
                113-247 | 
                113-247 | 
                112-202 | 
                113-070 | 
             
            
                | PP | 
                112-213 | 
                112-213 | 
                112-213 | 
                112-125 | 
             
            
                | S1 | 
                111-097 | 
                111-097 | 
                112-058 | 
                110-240 | 
             
            
                | S2 | 
                110-063 | 
                110-063 | 
                111-305 | 
                 | 
             
            
                | S3 | 
                107-233 | 
                108-267 | 
                111-233 | 
                 | 
             
            
                | S4 | 
                105-083 | 
                106-117 | 
                111-016 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114-292 | 
         
        
            | 
2.618             | 
            114-015 | 
         
        
            | 
1.618             | 
            113-165 | 
         
        
            | 
1.000             | 
            113-060 | 
         
        
            | 
0.618             | 
            112-315 | 
         
        
            | 
HIGH             | 
            112-210 | 
         
        
            | 
0.618             | 
            112-145 | 
         
        
            | 
0.500             | 
            112-125 | 
         
        
            | 
0.382             | 
            112-105 | 
         
        
            | 
LOW             | 
            112-040 | 
         
        
            | 
0.618             | 
            111-255 | 
         
        
            | 
1.000             | 
            111-190 | 
         
        
            | 
1.618             | 
            111-085 | 
         
        
            | 
2.618             | 
            110-235 | 
         
        
            | 
4.250             | 
            109-278 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112-128 | 
                                112-185 | 
                             
                            
                                | PP | 
                                112-127 | 
                                112-167 | 
                             
                            
                                | S1 | 
                                112-125 | 
                                112-148 | 
                             
             
         |