ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	113-295	113-125	-0-170	-0.5%	114-050
High	114-090	113-135	-0-275	-0.8%	116-020
Low	113-080	112-270	-0-130	-0.4%	113-140
Close	113-150	113-005	-0-145	-0.4%	113-195
Range	1-010	0-185	-0-145	-43.9%	2-200
ATR	0-319	0-310	-0-008	-2.7%	0-000
Volume	718,554	882,641	164,087	22.8%	6,162,104

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-265	114-160	113-107
R3	114-080	113-295	113-056
R2	113-215	113-215	113-039
R1	113-110	113-110	113-022	113-070
PP	113-030	113-030	113-030	113-010
S1	112-245	112-245	112-308	112-205
S2	112-165	112-165	112-291
S3	111-300	112-060	112-274
S4	111-115	111-195	112-223

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-078	120-177	115-017
R3	119-198	117-297	114-106
R2	116-318	116-318	114-029
R1	115-097	115-097	113-272	114-268
PP	114-118	114-118	114-118	114-044
S1	112-217	112-217	113-118	112-068
S2	111-238	111-238	113-041
S3	109-038	110-017	112-284
S4	106-158	107-137	112-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	112-270	2-050	1.9%	0-296	0.8%	8%	False	True	1,005,321
10	116-020	112-270	3-070	2.8%	1-020	0.9%	5%	False	True	1,085,708
20	116-020	112-025	3-315	3.5%	0-307	0.8%	24%	False	False	1,032,164
40	116-020	111-010	5-010	4.5%	0-319	0.9%	39%	False	False	1,028,405
60	116-020	111-010	5-010	4.5%	0-304	0.8%	39%	False	False	704,459
80	116-310	111-010	5-300	5.3%	0-278	0.8%	33%	False	False	528,958

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	115-281
2.618	114-299
1.618	114-114
1.000	114-000
0.618	113-249
HIGH	113-135
0.618	113-064
0.500	113-042
0.382	113-021
LOW	112-270
0.618	112-156
1.000	112-085
1.618	111-291
2.618	111-106
4.250	110-124

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	113-042	113-180
PP	113-030	113-122
S1	113-018	113-063

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These figures are updated between 7pm and 10pm EST after a trading day.

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