ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2008 | 
                    05-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-050 | 
                        113-230 | 
                        -0-140 | 
                        -0.4% | 
                        114-000 | 
                     
                    
                        | High | 
                        114-150 | 
                        113-280 | 
                        -0-190 | 
                        -0.5% | 
                        114-010 | 
                     
                    
                        | Low | 
                        113-170 | 
                        113-000 | 
                        -0-170 | 
                        -0.5% | 
                        111-180 | 
                     
                    
                        | Close | 
                        113-300 | 
                        113-080 | 
                        -0-220 | 
                        -0.6% | 
                        112-130 | 
                     
                    
                        | Range | 
                        0-300 | 
                        0-280 | 
                        -0-020 | 
                        -6.7% | 
                        2-150 | 
                     
                    
                        | ATR | 
                        0-291 | 
                        0-292 | 
                        0-001 | 
                        0.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,644,941 | 
                        1,508,631 | 
                        -136,310 | 
                        -8.3% | 
                        2,774,552 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-000 | 
                115-160 | 
                113-234 | 
                 | 
             
            
                | R3 | 
                115-040 | 
                114-200 | 
                113-157 | 
                 | 
             
            
                | R2 | 
                114-080 | 
                114-080 | 
                113-131 | 
                 | 
             
            
                | R1 | 
                113-240 | 
                113-240 | 
                113-106 | 
                113-180 | 
             
            
                | PP | 
                113-120 | 
                113-120 | 
                113-120 | 
                113-090 | 
             
            
                | S1 | 
                112-280 | 
                112-280 | 
                113-054 | 
                112-220 | 
             
            
                | S2 | 
                112-160 | 
                112-160 | 
                113-029 | 
                 | 
             
            
                | S3 | 
                111-200 | 
                112-000 | 
                113-003 | 
                 | 
             
            
                | S4 | 
                110-240 | 
                111-040 | 
                112-246 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            117-190 | 
         
        
            | 
2.618             | 
            116-053 | 
         
        
            | 
1.618             | 
            115-093 | 
         
        
            | 
1.000             | 
            114-240 | 
         
        
            | 
0.618             | 
            114-133 | 
         
        
            | 
HIGH             | 
            113-280 | 
         
        
            | 
0.618             | 
            113-173 | 
         
        
            | 
0.500             | 
            113-140 | 
         
        
            | 
0.382             | 
            113-107 | 
         
        
            | 
LOW             | 
            113-000 | 
         
        
            | 
0.618             | 
            112-147 | 
         
        
            | 
1.000             | 
            112-040 | 
         
        
            | 
1.618             | 
            111-187 | 
         
        
            | 
2.618             | 
            110-227 | 
         
        
            | 
4.250             | 
            109-090 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-140 | 
                                113-215 | 
                             
                            
                                | PP | 
                                113-120 | 
                                113-170 | 
                             
                            
                                | S1 | 
                                113-100 | 
                                113-125 | 
                             
             
         |