ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jun-2008 | 
                    24-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        110-300 | 
                        111-010 | 
                        0-030 | 
                        0.1% | 
                        110-160 | 
                     
                    
                        | High | 
                        111-080 | 
                        111-210 | 
                        0-130 | 
                        0.4% | 
                        111-290 | 
                     
                    
                        | Low | 
                        110-290 | 
                        111-010 | 
                        0-040 | 
                        0.1% | 
                        110-030 | 
                     
                    
                        | Close | 
                        110-300 | 
                        111-190 | 
                        0-210 | 
                        0.6% | 
                        111-070 | 
                     
                    
                        | Range | 
                        0-110 | 
                        0-200 | 
                        0-090 | 
                        81.8% | 
                        1-260 | 
                     
                    
                        | ATR | 
                        0-202 | 
                        0-204 | 
                        0-002 | 
                        1.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        3 | 
                        8 | 
                        5 | 
                        166.7% | 
                        12 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113-097 | 
                113-023 | 
                111-300 | 
                 | 
             
            
                | R3 | 
                112-217 | 
                112-143 | 
                111-245 | 
                 | 
             
            
                | R2 | 
                112-017 | 
                112-017 | 
                111-227 | 
                 | 
             
            
                | R1 | 
                111-263 | 
                111-263 | 
                111-208 | 
                111-300 | 
             
            
                | PP | 
                111-137 | 
                111-137 | 
                111-137 | 
                111-155 | 
             
            
                | S1 | 
                111-063 | 
                111-063 | 
                111-172 | 
                111-100 | 
             
            
                | S2 | 
                110-257 | 
                110-257 | 
                111-153 | 
                 | 
             
            
                | S3 | 
                110-057 | 
                110-183 | 
                111-135 | 
                 | 
             
            
                | S4 | 
                109-177 | 
                109-303 | 
                111-080 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-163 | 
                115-217 | 
                112-069 | 
                 | 
             
            
                | R3 | 
                114-223 | 
                113-277 | 
                111-230 | 
                 | 
             
            
                | R2 | 
                112-283 | 
                112-283 | 
                111-176 | 
                 | 
             
            
                | R1 | 
                112-017 | 
                112-017 | 
                111-123 | 
                112-150 | 
             
            
                | PP | 
                111-023 | 
                111-023 | 
                111-023 | 
                111-090 | 
             
            
                | S1 | 
                110-077 | 
                110-077 | 
                111-017 | 
                110-210 | 
             
            
                | S2 | 
                109-083 | 
                109-083 | 
                110-284 | 
                 | 
             
            
                | S3 | 
                107-143 | 
                108-137 | 
                110-230 | 
                 | 
             
            
                | S4 | 
                105-203 | 
                106-197 | 
                110-071 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114-100 | 
         
        
            | 
2.618             | 
            113-094 | 
         
        
            | 
1.618             | 
            112-214 | 
         
        
            | 
1.000             | 
            112-090 | 
         
        
            | 
0.618             | 
            112-014 | 
         
        
            | 
HIGH             | 
            111-210 | 
         
        
            | 
0.618             | 
            111-134 | 
         
        
            | 
0.500             | 
            111-110 | 
         
        
            | 
0.382             | 
            111-086 | 
         
        
            | 
LOW             | 
            111-010 | 
         
        
            | 
0.618             | 
            110-206 | 
         
        
            | 
1.000             | 
            110-130 | 
         
        
            | 
1.618             | 
            110-006 | 
         
        
            | 
2.618             | 
            109-126 | 
         
        
            | 
4.250             | 
            108-120 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-163 | 
                                111-170 | 
                             
                            
                                | PP | 
                                111-137 | 
                                111-150 | 
                             
                            
                                | S1 | 
                                111-110 | 
                                111-130 | 
                             
             
         |