ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jun-2008 | 
                    06-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-230 | 
                        113-050 | 
                        -0-180 | 
                        -0.5% | 
                        112-090 | 
                     
                    
                        | High | 
                        113-280 | 
                        114-090 | 
                        0-130 | 
                        0.4% | 
                        114-150 | 
                     
                    
                        | Low | 
                        113-000 | 
                        112-180 | 
                        -0-140 | 
                        -0.4% | 
                        112-080 | 
                     
                    
                        | Close | 
                        113-080 | 
                        114-000 | 
                        0-240 | 
                        0.7% | 
                        114-000 | 
                     
                    
                        | Range | 
                        0-280 | 
                        1-230 | 
                        0-270 | 
                        96.4% | 
                        2-070 | 
                     
                    
                        | ATR | 
                        0-292 | 
                        0-310 | 
                        0-018 | 
                        6.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,508,631 | 
                        1,098,603 | 
                        -410,028 | 
                        -27.2% | 
                        6,428,952 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-247 | 
                118-033 | 
                114-302 | 
                 | 
             
            
                | R3 | 
                117-017 | 
                116-123 | 
                114-151 | 
                 | 
             
            
                | R2 | 
                115-107 | 
                115-107 | 
                114-101 | 
                 | 
             
            
                | R1 | 
                114-213 | 
                114-213 | 
                114-050 | 
                115-000 | 
             
            
                | PP | 
                113-197 | 
                113-197 | 
                113-197 | 
                113-250 | 
             
            
                | S1 | 
                112-303 | 
                112-303 | 
                113-270 | 
                113-090 | 
             
            
                | S2 | 
                111-287 | 
                111-287 | 
                113-219 | 
                 | 
             
            
                | S3 | 
                110-057 | 
                111-073 | 
                113-169 | 
                 | 
             
            
                | S4 | 
                108-147 | 
                109-163 | 
                113-018 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-073 | 
                119-107 | 
                115-070 | 
                 | 
             
            
                | R3 | 
                118-003 | 
                117-037 | 
                114-195 | 
                 | 
             
            
                | R2 | 
                115-253 | 
                115-253 | 
                114-130 | 
                 | 
             
            
                | R1 | 
                114-287 | 
                114-287 | 
                114-065 | 
                115-110 | 
             
            
                | PP | 
                113-183 | 
                113-183 | 
                113-183 | 
                113-255 | 
             
            
                | S1 | 
                112-217 | 
                112-217 | 
                113-255 | 
                113-040 | 
             
            
                | S2 | 
                111-113 | 
                111-113 | 
                113-190 | 
                 | 
             
            
                | S3 | 
                109-043 | 
                110-147 | 
                113-125 | 
                 | 
             
            
                | S4 | 
                106-293 | 
                108-077 | 
                112-250 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-188 | 
         
        
            | 
2.618             | 
            118-250 | 
         
        
            | 
1.618             | 
            117-020 | 
         
        
            | 
1.000             | 
            116-000 | 
         
        
            | 
0.618             | 
            115-110 | 
         
        
            | 
HIGH             | 
            114-090 | 
         
        
            | 
0.618             | 
            113-200 | 
         
        
            | 
0.500             | 
            113-135 | 
         
        
            | 
0.382             | 
            113-070 | 
         
        
            | 
LOW             | 
            112-180 | 
         
        
            | 
0.618             | 
            111-160 | 
         
        
            | 
1.000             | 
            110-270 | 
         
        
            | 
1.618             | 
            109-250 | 
         
        
            | 
2.618             | 
            108-020 | 
         
        
            | 
4.250             | 
            105-082 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-258 | 
                                113-268 | 
                             
                            
                                | PP | 
                                113-197 | 
                                113-217 | 
                             
                            
                                | S1 | 
                                113-135 | 
                                113-165 | 
                             
             
         |