ECBOT 10 Year T-Note Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Sep-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Sep-2008 | 04-Sep-2008 | Change | Change % | Previous Week |  
                        | Open | 117-120 | 117-200 | 0-080 | 0.2% | 116-010 |  
                        | High | 117-240 | 118-030 | 0-110 | 0.3% | 117-065 |  
                        | Low | 117-070 | 117-115 | 0-045 | 0.1% | 115-305 |  
                        | Close | 117-220 | 117-295 | 0-075 | 0.2% | 116-220 |  
                        | Range | 0-170 | 0-235 | 0-065 | 38.2% | 1-080 |  
                        | ATR | 0-261 | 0-259 | -0-002 | -0.7% | 0-000 |  
                        | Volume | 230,740 | 130,791 | -99,949 | -43.3% | 5,389,923 |  | 
    
| 
        
            | Daily Pivots for day following 04-Sep-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-318 | 119-222 | 118-104 |  |  
                | R3 | 119-083 | 118-307 | 118-040 |  |  
                | R2 | 118-168 | 118-168 | 118-018 |  |  
                | R1 | 118-072 | 118-072 | 117-317 | 118-120 |  
                | PP | 117-253 | 117-253 | 117-253 | 117-278 |  
                | S1 | 117-157 | 117-157 | 117-273 | 117-205 |  
                | S2 | 117-018 | 117-018 | 117-252 |  |  
                | S3 | 116-103 | 116-242 | 117-230 |  |  
                | S4 | 115-188 | 116-007 | 117-166 |  |  | 
        
            | Weekly Pivots for week ending 29-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-117 | 119-248 | 117-120 |  |  
                | R3 | 119-037 | 118-168 | 117-010 |  |  
                | R2 | 117-277 | 117-277 | 116-293 |  |  
                | R1 | 117-088 | 117-088 | 116-257 | 117-182 |  
                | PP | 116-197 | 116-197 | 116-197 | 116-244 |  
                | S1 | 116-008 | 116-008 | 116-183 | 116-102 |  
                | S2 | 115-117 | 115-117 | 116-147 |  |  
                | S3 | 114-037 | 114-248 | 116-110 |  |  
                | S4 | 112-277 | 113-168 | 116-000 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-030 | 116-060 | 1-290 | 1.6% | 0-257 | 0.7% | 91% | True | False | 671,176 |  
                | 10 | 118-030 | 115-245 | 2-105 | 2.0% | 0-252 | 0.7% | 93% | True | False | 776,323 |  
                | 20 | 118-030 | 114-140 | 3-210 | 3.1% | 0-254 | 0.7% | 95% | True | False | 779,330 |  
                | 40 | 118-030 | 112-270 | 5-080 | 4.5% | 0-282 | 0.7% | 97% | True | False | 893,738 |  
                | 60 | 118-030 | 111-010 | 7-020 | 6.0% | 0-283 | 0.7% | 98% | True | False | 912,331 |  
                | 80 | 118-030 | 111-010 | 7-020 | 6.0% | 0-291 | 0.8% | 98% | True | False | 837,859 |  
                | 100 | 118-030 | 111-010 | 7-020 | 6.0% | 0-286 | 0.8% | 98% | True | False | 672,070 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-069 |  
            | 2.618 | 120-005 |  
            | 1.618 | 119-090 |  
            | 1.000 | 118-265 |  
            | 0.618 | 118-175 |  
            | HIGH | 118-030 |  
            | 0.618 | 117-260 |  
            | 0.500 | 117-232 |  
            | 0.382 | 117-205 |  
            | LOW | 117-115 |  
            | 0.618 | 116-290 |  
            | 1.000 | 116-200 |  
            | 1.618 | 116-055 |  
            | 2.618 | 115-140 |  
            | 4.250 | 114-076 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Sep-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-274 | 117-212 |  
                                | PP | 117-253 | 117-128 |  
                                | S1 | 117-232 | 117-045 |  |