ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Aug-2008 | 
                    14-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115-255 | 
                        115-145 | 
                        -0-110 | 
                        -0.3% | 
                        115-030 | 
                     
                    
                        | High | 
                        116-005 | 
                        115-305 | 
                        -0-020 | 
                        -0.1% | 
                        115-250 | 
                     
                    
                        | Low | 
                        115-080 | 
                        115-060 | 
                        -0-020 | 
                        -0.1% | 
                        114-020 | 
                     
                    
                        | Close | 
                        115-130 | 
                        115-260 | 
                        0-130 | 
                        0.4% | 
                        115-100 | 
                     
                    
                        | Range | 
                        0-245 | 
                        0-245 | 
                        0-000 | 
                        0.0% | 
                        1-230 | 
                     
                    
                        | ATR | 
                        0-293 | 
                        0-290 | 
                        -0-003 | 
                        -1.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        805,504 | 
                        806,090 | 
                        586 | 
                        0.1% | 
                        4,475,421 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-303 | 
                117-207 | 
                116-075 | 
                 | 
             
            
                | R3 | 
                117-058 | 
                116-282 | 
                116-007 | 
                 | 
             
            
                | R2 | 
                116-133 | 
                116-133 | 
                115-305 | 
                 | 
             
            
                | R1 | 
                116-037 | 
                116-037 | 
                115-282 | 
                116-085 | 
             
            
                | PP | 
                115-208 | 
                115-208 | 
                115-208 | 
                115-232 | 
             
            
                | S1 | 
                115-112 | 
                115-112 | 
                115-238 | 
                115-160 | 
             
            
                | S2 | 
                114-283 | 
                114-283 | 
                115-215 | 
                 | 
             
            
                | S3 | 
                114-038 | 
                114-187 | 
                115-193 | 
                 | 
             
            
                | S4 | 
                113-113 | 
                113-262 | 
                115-125 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-067 | 
                119-153 | 
                116-082 | 
                 | 
             
            
                | R3 | 
                118-157 | 
                117-243 | 
                115-251 | 
                 | 
             
            
                | R2 | 
                116-247 | 
                116-247 | 
                115-201 | 
                 | 
             
            
                | R1 | 
                116-013 | 
                116-013 | 
                115-150 | 
                116-130 | 
             
            
                | PP | 
                115-017 | 
                115-017 | 
                115-017 | 
                115-075 | 
             
            
                | S1 | 
                114-103 | 
                114-103 | 
                115-050 | 
                114-220 | 
             
            
                | S2 | 
                113-107 | 
                113-107 | 
                114-319 | 
                 | 
             
            
                | S3 | 
                111-197 | 
                112-193 | 
                114-269 | 
                 | 
             
            
                | S4 | 
                109-287 | 
                110-283 | 
                114-118 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                116-005 | 
                114-170 | 
                1-155 | 
                1.3% | 
                0-265 | 
                0.7% | 
                86% | 
                False | 
                False | 
                844,481 | 
                 
                
                | 10 | 
                116-005 | 
                114-020 | 
                1-305 | 
                1.7% | 
                0-258 | 
                0.7% | 
                90% | 
                False | 
                False | 
                871,504 | 
                 
                
                | 20 | 
                116-005 | 
                112-270 | 
                3-055 | 
                2.7% | 
                0-282 | 
                0.8% | 
                94% | 
                False | 
                False | 
                917,372 | 
                 
                
                | 40 | 
                116-020 | 
                111-230 | 
                4-110 | 
                3.8% | 
                0-294 | 
                0.8% | 
                94% | 
                False | 
                False | 
                964,504 | 
                 
                
                | 60 | 
                116-020 | 
                111-010 | 
                5-010 | 
                4.3% | 
                0-307 | 
                0.8% | 
                95% | 
                False | 
                False | 
                937,559 | 
                 
                
                | 80 | 
                116-020 | 
                111-010 | 
                5-010 | 
                4.3% | 
                0-297 | 
                0.8% | 
                95% | 
                False | 
                False | 
                709,671 | 
                 
                
                | 100 | 
                117-190 | 
                111-010 | 
                6-180 | 
                5.7% | 
                0-274 | 
                0.7% | 
                73% | 
                False | 
                False | 
                568,058 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-066 | 
         
        
            | 
2.618             | 
            117-306 | 
         
        
            | 
1.618             | 
            117-061 | 
         
        
            | 
1.000             | 
            116-230 | 
         
        
            | 
0.618             | 
            116-136 | 
         
        
            | 
HIGH             | 
            115-305 | 
         
        
            | 
0.618             | 
            115-211 | 
         
        
            | 
0.500             | 
            115-182 | 
         
        
            | 
0.382             | 
            115-154 | 
         
        
            | 
LOW             | 
            115-060 | 
         
        
            | 
0.618             | 
            114-229 | 
         
        
            | 
1.000             | 
            114-135 | 
         
        
            | 
1.618             | 
            113-304 | 
         
        
            | 
2.618             | 
            113-059 | 
         
        
            | 
4.250             | 
            111-299 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115-234 | 
                                115-218 | 
                             
                            
                                | PP | 
                                115-208 | 
                                115-177 | 
                             
                            
                                | S1 | 
                                115-182 | 
                                115-135 | 
                             
             
         |