ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jun-2008 | 
                    27-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-150 | 
                        112-190 | 
                        0-040 | 
                        0.1% | 
                        110-300 | 
                     
                    
                        | High | 
                        112-160 | 
                        112-270 | 
                        0-110 | 
                        0.3% | 
                        112-270 | 
                     
                    
                        | Low | 
                        111-260 | 
                        112-140 | 
                        0-200 | 
                        0.6% | 
                        110-290 | 
                     
                    
                        | Close | 
                        112-130 | 
                        112-180 | 
                        0-050 | 
                        0.1% | 
                        112-180 | 
                     
                    
                        | Range | 
                        0-220 | 
                        0-130 | 
                        -0-090 | 
                        -40.9% | 
                        1-300 | 
                     
                    
                        | ATR | 
                        0-213 | 
                        0-208 | 
                        -0-005 | 
                        -2.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        53 | 
                        29 | 
                        -24 | 
                        -45.3% | 
                        698 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113-267 | 
                113-193 | 
                112-252 | 
                 | 
             
            
                | R3 | 
                113-137 | 
                113-063 | 
                112-216 | 
                 | 
             
            
                | R2 | 
                113-007 | 
                113-007 | 
                112-204 | 
                 | 
             
            
                | R1 | 
                112-253 | 
                112-253 | 
                112-192 | 
                112-225 | 
             
            
                | PP | 
                112-197 | 
                112-197 | 
                112-197 | 
                112-182 | 
             
            
                | S1 | 
                112-123 | 
                112-123 | 
                112-168 | 
                112-095 | 
             
            
                | S2 | 
                112-067 | 
                112-067 | 
                112-156 | 
                 | 
             
            
                | S3 | 
                111-257 | 
                111-313 | 
                112-144 | 
                 | 
             
            
                | S4 | 
                111-127 | 
                111-183 | 
                112-108 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-293 | 
                117-057 | 
                113-201 | 
                 | 
             
            
                | R3 | 
                115-313 | 
                115-077 | 
                113-030 | 
                 | 
             
            
                | R2 | 
                114-013 | 
                114-013 | 
                112-294 | 
                 | 
             
            
                | R1 | 
                113-097 | 
                113-097 | 
                112-237 | 
                113-215 | 
             
            
                | PP | 
                112-033 | 
                112-033 | 
                112-033 | 
                112-092 | 
             
            
                | S1 | 
                111-117 | 
                111-117 | 
                112-123 | 
                111-235 | 
             
            
                | S2 | 
                110-053 | 
                110-053 | 
                112-066 | 
                 | 
             
            
                | S3 | 
                108-073 | 
                109-137 | 
                112-010 | 
                 | 
             
            
                | S4 | 
                106-093 | 
                107-157 | 
                111-159 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114-182 | 
         
        
            | 
2.618             | 
            113-290 | 
         
        
            | 
1.618             | 
            113-160 | 
         
        
            | 
1.000             | 
            113-080 | 
         
        
            | 
0.618             | 
            113-030 | 
         
        
            | 
HIGH             | 
            112-270 | 
         
        
            | 
0.618             | 
            112-220 | 
         
        
            | 
0.500             | 
            112-205 | 
         
        
            | 
0.382             | 
            112-190 | 
         
        
            | 
LOW             | 
            112-140 | 
         
        
            | 
0.618             | 
            112-060 | 
         
        
            | 
1.000             | 
            112-010 | 
         
        
            | 
1.618             | 
            111-250 | 
         
        
            | 
2.618             | 
            111-120 | 
         
        
            | 
4.250             | 
            110-228 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112-205 | 
                                112-108 | 
                             
                            
                                | PP | 
                                112-197 | 
                                112-037 | 
                             
                            
                                | S1 | 
                                112-188 | 
                                111-285 | 
                             
             
         |