ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jun-2008 | 
                    13-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-180 | 
                        111-130 | 
                        -1-050 | 
                        -1.0% | 
                        114-070 | 
                     
                    
                        | High | 
                        112-220 | 
                        111-300 | 
                        -0-240 | 
                        -0.7% | 
                        114-150 | 
                     
                    
                        | Low | 
                        111-080 | 
                        111-010 | 
                        -0-070 | 
                        -0.2% | 
                        111-010 | 
                     
                    
                        | Close | 
                        111-160 | 
                        111-050 | 
                        -0-110 | 
                        -0.3% | 
                        111-050 | 
                     
                    
                        | Range | 
                        1-140 | 
                        0-290 | 
                        -0-170 | 
                        -37.0% | 
                        3-140 | 
                     
                    
                        | ATR | 
                        1-017 | 
                        1-014 | 
                        -0-003 | 
                        -1.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,062,737 | 
                        1,110,600 | 
                        47,863 | 
                        4.5% | 
                        5,569,077 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114-030 | 
                113-170 | 
                111-210 | 
                 | 
             
            
                | R3 | 
                113-060 | 
                112-200 | 
                111-130 | 
                 | 
             
            
                | R2 | 
                112-090 | 
                112-090 | 
                111-103 | 
                 | 
             
            
                | R1 | 
                111-230 | 
                111-230 | 
                111-077 | 
                111-175 | 
             
            
                | PP | 
                111-120 | 
                111-120 | 
                111-120 | 
                111-092 | 
             
            
                | S1 | 
                110-260 | 
                110-260 | 
                111-023 | 
                110-205 | 
             
            
                | S2 | 
                110-150 | 
                110-150 | 
                110-317 | 
                 | 
             
            
                | S3 | 
                109-180 | 
                109-290 | 
                110-290 | 
                 | 
             
            
                | S4 | 
                108-210 | 
                109-000 | 
                110-210 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-170 | 
                120-090 | 
                113-015 | 
                 | 
             
            
                | R3 | 
                119-030 | 
                116-270 | 
                112-032 | 
                 | 
             
            
                | R2 | 
                115-210 | 
                115-210 | 
                111-252 | 
                 | 
             
            
                | R1 | 
                113-130 | 
                113-130 | 
                111-151 | 
                112-260 | 
             
            
                | PP | 
                112-070 | 
                112-070 | 
                112-070 | 
                111-295 | 
             
            
                | S1 | 
                109-310 | 
                109-310 | 
                110-269 | 
                109-120 | 
             
            
                | S2 | 
                108-250 | 
                108-250 | 
                110-168 | 
                 | 
             
            
                | S3 | 
                105-110 | 
                106-170 | 
                110-068 | 
                 | 
             
            
                | S4 | 
                101-290 | 
                103-030 | 
                109-085 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115-252 | 
         
        
            | 
2.618             | 
            114-099 | 
         
        
            | 
1.618             | 
            113-129 | 
         
        
            | 
1.000             | 
            112-270 | 
         
        
            | 
0.618             | 
            112-159 | 
         
        
            | 
HIGH             | 
            111-300 | 
         
        
            | 
0.618             | 
            111-189 | 
         
        
            | 
0.500             | 
            111-155 | 
         
        
            | 
0.382             | 
            111-121 | 
         
        
            | 
LOW             | 
            111-010 | 
         
        
            | 
0.618             | 
            110-151 | 
         
        
            | 
1.000             | 
            110-040 | 
         
        
            | 
1.618             | 
            109-181 | 
         
        
            | 
2.618             | 
            108-211 | 
         
        
            | 
4.250             | 
            107-058 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-155 | 
                                112-025 | 
                             
                            
                                | PP | 
                                111-120 | 
                                111-247 | 
                             
                            
                                | S1 | 
                                111-085 | 
                                111-148 | 
                             
             
         |