ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-May-2008 | 
                    02-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-050 | 
                        112-090 | 
                        0-040 | 
                        0.1% | 
                        114-000 | 
                     
                    
                        | High | 
                        112-210 | 
                        113-150 | 
                        0-260 | 
                        0.7% | 
                        114-010 | 
                     
                    
                        | Low | 
                        112-040 | 
                        112-080 | 
                        0-040 | 
                        0.1% | 
                        111-180 | 
                     
                    
                        | Close | 
                        112-130 | 
                        113-100 | 
                        0-290 | 
                        0.8% | 
                        112-130 | 
                     
                    
                        | Range | 
                        0-170 | 
                        1-070 | 
                        0-220 | 
                        129.4% | 
                        2-150 | 
                     
                    
                        | ATR | 
                        0-269 | 
                        0-278 | 
                        0-009 | 
                        3.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,089,970 | 
                        931,524 | 
                        -158,446 | 
                        -14.5% | 
                        2,774,552 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-213 | 
                116-067 | 
                113-314 | 
                 | 
             
            
                | R3 | 
                115-143 | 
                114-317 | 
                113-207 | 
                 | 
             
            
                | R2 | 
                114-073 | 
                114-073 | 
                113-172 | 
                 | 
             
            
                | R1 | 
                113-247 | 
                113-247 | 
                113-136 | 
                114-000 | 
             
            
                | PP | 
                113-003 | 
                113-003 | 
                113-003 | 
                113-040 | 
             
            
                | S1 | 
                112-177 | 
                112-177 | 
                113-064 | 
                112-250 | 
             
            
                | S2 | 
                111-253 | 
                111-253 | 
                113-028 | 
                 | 
             
            
                | S3 | 
                110-183 | 
                111-107 | 
                112-313 | 
                 | 
             
            
                | S4 | 
                109-113 | 
                110-037 | 
                112-206 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            118-208 | 
         
        
            | 
2.618             | 
            116-211 | 
         
        
            | 
1.618             | 
            115-141 | 
         
        
            | 
1.000             | 
            114-220 | 
         
        
            | 
0.618             | 
            114-071 | 
         
        
            | 
HIGH             | 
            113-150 | 
         
        
            | 
0.618             | 
            113-001 | 
         
        
            | 
0.500             | 
            112-275 | 
         
        
            | 
0.382             | 
            112-229 | 
         
        
            | 
LOW             | 
            112-080 | 
         
        
            | 
0.618             | 
            111-159 | 
         
        
            | 
1.000             | 
            111-010 | 
         
        
            | 
1.618             | 
            110-089 | 
         
        
            | 
2.618             | 
            109-019 | 
         
        
            | 
4.250             | 
            107-022 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-052 | 
                                113-015 | 
                             
                            
                                | PP | 
                                113-003 | 
                                112-250 | 
                             
                            
                                | S1 | 
                                112-275 | 
                                112-165 | 
                             
             
         |