ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2008 | 
                    12-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-080 | 
                        112-180 | 
                        0-100 | 
                        0.3% | 
                        112-090 | 
                     
                    
                        | High | 
                        113-040 | 
                        112-220 | 
                        -0-140 | 
                        -0.4% | 
                        114-150 | 
                     
                    
                        | Low | 
                        112-000 | 
                        111-080 | 
                        -0-240 | 
                        -0.7% | 
                        112-080 | 
                     
                    
                        | Close | 
                        112-180 | 
                        111-160 | 
                        -1-020 | 
                        -0.9% | 
                        114-000 | 
                     
                    
                        | Range | 
                        1-040 | 
                        1-140 | 
                        0-100 | 
                        27.8% | 
                        2-070 | 
                     
                    
                        | ATR | 
                        1-008 | 
                        1-017 | 
                        0-009 | 
                        2.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        986,309 | 
                        1,062,737 | 
                        76,428 | 
                        7.7% | 
                        6,428,952 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-040 | 
                115-080 | 
                112-093 | 
                 | 
             
            
                | R3 | 
                114-220 | 
                113-260 | 
                111-286 | 
                 | 
             
            
                | R2 | 
                113-080 | 
                113-080 | 
                111-244 | 
                 | 
             
            
                | R1 | 
                112-120 | 
                112-120 | 
                111-202 | 
                112-030 | 
             
            
                | PP | 
                111-260 | 
                111-260 | 
                111-260 | 
                111-215 | 
             
            
                | S1 | 
                110-300 | 
                110-300 | 
                111-118 | 
                110-210 | 
             
            
                | S2 | 
                110-120 | 
                110-120 | 
                111-076 | 
                 | 
             
            
                | S3 | 
                108-300 | 
                109-160 | 
                111-034 | 
                 | 
             
            
                | S4 | 
                107-160 | 
                108-020 | 
                110-227 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            118-255 | 
         
        
            | 
2.618             | 
            116-144 | 
         
        
            | 
1.618             | 
            115-004 | 
         
        
            | 
1.000             | 
            114-040 | 
         
        
            | 
0.618             | 
            113-184 | 
         
        
            | 
HIGH             | 
            112-220 | 
         
        
            | 
0.618             | 
            112-044 | 
         
        
            | 
0.500             | 
            111-310 | 
         
        
            | 
0.382             | 
            111-256 | 
         
        
            | 
LOW             | 
            111-080 | 
         
        
            | 
0.618             | 
            110-116 | 
         
        
            | 
1.000             | 
            109-260 | 
         
        
            | 
1.618             | 
            108-296 | 
         
        
            | 
2.618             | 
            107-156 | 
         
        
            | 
4.250             | 
            105-045 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-310 | 
                                112-080 | 
                             
                            
                                | PP | 
                                111-260 | 
                                112-000 | 
                             
                            
                                | S1 | 
                                111-210 | 
                                111-240 | 
                             
             
         |