ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	113-135	114-145	1-010	0.9%	113-190
High	114-150	114-150	0-000	0.0%	114-160
Low	113-125	113-220	0-095	0.3%	112-270
Close	114-085	114-035	-0-050	-0.1%	113-140
Range	1-025	0-250	-0-095	-27.5%	1-210
ATR	1-002	0-317	-0-005	-1.6%	0-000
Volume	1,105,564	797,229	-308,335	-27.9%	4,647,561

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-138	116-017	114-172
R3	115-208	115-087	114-104
R2	114-278	114-278	114-081
R1	114-157	114-157	114-058	114-092
PP	114-028	114-028	114-028	113-316
S1	113-227	113-227	114-012	113-162
S2	113-098	113-098	113-309
S3	112-168	112-297	113-286
S4	111-238	112-047	113-218

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-180	117-210	114-112
R3	116-290	116-000	113-286
R2	115-080	115-080	113-237
R1	114-110	114-110	113-189	113-310
PP	113-190	113-190	113-190	113-130
S1	112-220	112-220	113-091	112-100
S2	111-300	111-300	113-043
S3	110-090	111-010	112-314
S4	108-200	109-120	112-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-160	112-270	1-210	1.5%	0-303	0.8%	76%	False	False	949,151
10	115-245	112-270	2-295	2.6%	0-317	0.9%	43%	False	False	1,009,344
20	116-020	112-270	3-070	2.8%	0-318	0.9%	39%	False	False	1,034,977
40	116-020	111-010	5-010	4.4%	1-000	0.9%	61%	False	False	1,040,436
60	116-020	111-010	5-010	4.4%	0-305	0.8%	61%	False	False	768,212
80	116-310	111-010	5-300	5.2%	0-291	0.8%	52%	False	False	577,246

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-053
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-252
2.618	116-164
1.618	115-234
1.000	115-080
0.618	114-304
HIGH	114-150
0.618	114-054
0.500	114-025
0.382	113-316
LOW	113-220
0.618	113-066
1.000	112-290
1.618	112-136
2.618	111-206
4.250	110-118

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	114-032	114-017
PP	114-028	113-318
S1	114-025	113-300

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

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