ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jun-2008 | 
                    16-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111-130 | 
                        111-095 | 
                        -0-035 | 
                        -0.1% | 
                        114-070 | 
                     
                    
                        | High | 
                        111-300 | 
                        111-220 | 
                        -0-080 | 
                        -0.2% | 
                        114-150 | 
                     
                    
                        | Low | 
                        111-010 | 
                        111-050 | 
                        0-040 | 
                        0.1% | 
                        111-010 | 
                     
                    
                        | Close | 
                        111-050 | 
                        111-115 | 
                        0-065 | 
                        0.2% | 
                        111-050 | 
                     
                    
                        | Range | 
                        0-290 | 
                        0-170 | 
                        -0-120 | 
                        -41.4% | 
                        3-140 | 
                     
                    
                        | ATR | 
                        1-014 | 
                        1-002 | 
                        -0-012 | 
                        -3.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,110,600 | 
                        1,006,408 | 
                        -104,192 | 
                        -9.4% | 
                        5,569,077 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112-318 | 
                112-227 | 
                111-208 | 
                 | 
             
            
                | R3 | 
                112-148 | 
                112-057 | 
                111-162 | 
                 | 
             
            
                | R2 | 
                111-298 | 
                111-298 | 
                111-146 | 
                 | 
             
            
                | R1 | 
                111-207 | 
                111-207 | 
                111-131 | 
                111-252 | 
             
            
                | PP | 
                111-128 | 
                111-128 | 
                111-128 | 
                111-151 | 
             
            
                | S1 | 
                111-037 | 
                111-037 | 
                111-099 | 
                111-082 | 
             
            
                | S2 | 
                110-278 | 
                110-278 | 
                111-084 | 
                 | 
             
            
                | S3 | 
                110-108 | 
                110-187 | 
                111-068 | 
                 | 
             
            
                | S4 | 
                109-258 | 
                110-017 | 
                111-022 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            113-302 | 
         
        
            | 
2.618             | 
            113-025 | 
         
        
            | 
1.618             | 
            112-175 | 
         
        
            | 
1.000             | 
            112-070 | 
         
        
            | 
0.618             | 
            112-005 | 
         
        
            | 
HIGH             | 
            111-220 | 
         
        
            | 
0.618             | 
            111-155 | 
         
        
            | 
0.500             | 
            111-135 | 
         
        
            | 
0.382             | 
            111-115 | 
         
        
            | 
LOW             | 
            111-050 | 
         
        
            | 
0.618             | 
            110-265 | 
         
        
            | 
1.000             | 
            110-200 | 
         
        
            | 
1.618             | 
            110-095 | 
         
        
            | 
2.618             | 
            109-245 | 
         
        
            | 
4.250             | 
            108-288 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-135 | 
                                111-275 | 
                             
                            
                                | PP | 
                                111-128 | 
                                111-222 | 
                             
                            
                                | S1 | 
                                111-122 | 
                                111-168 | 
                             
             
         |