ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jul-2008 | 
                    08-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-200 | 
                        113-270 | 
                        0-070 | 
                        0.2% | 
                        112-120 | 
                     
                    
                        | High | 
                        114-050 | 
                        114-040 | 
                        -0-010 | 
                        0.0% | 
                        113-090 | 
                     
                    
                        | Low | 
                        113-020 | 
                        113-190 | 
                        0-170 | 
                        0.5% | 
                        112-120 | 
                     
                    
                        | Close | 
                        113-200 | 
                        114-000 | 
                        0-120 | 
                        0.3% | 
                        113-040 | 
                     
                    
                        | Range | 
                        1-030 | 
                        0-170 | 
                        -0-180 | 
                        -51.4% | 
                        0-290 | 
                     
                    
                        | ATR | 
                        0-205 | 
                        0-203 | 
                        -0-003 | 
                        -1.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        21 | 
                        125 | 
                        104 | 
                        495.2% | 
                        566 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115-160 | 
                115-090 | 
                114-094 | 
                 | 
             
            
                | R3 | 
                114-310 | 
                114-240 | 
                114-047 | 
                 | 
             
            
                | R2 | 
                114-140 | 
                114-140 | 
                114-031 | 
                 | 
             
            
                | R1 | 
                114-070 | 
                114-070 | 
                114-016 | 
                114-105 | 
             
            
                | PP | 
                113-290 | 
                113-290 | 
                113-290 | 
                113-308 | 
             
            
                | S1 | 
                113-220 | 
                113-220 | 
                113-304 | 
                113-255 | 
             
            
                | S2 | 
                113-120 | 
                113-120 | 
                113-289 | 
                 | 
             
            
                | S3 | 
                112-270 | 
                113-050 | 
                113-273 | 
                 | 
             
            
                | S4 | 
                112-100 | 
                112-200 | 
                113-226 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115-207 | 
                115-093 | 
                113-200 | 
                 | 
             
            
                | R3 | 
                114-237 | 
                114-123 | 
                113-120 | 
                 | 
             
            
                | R2 | 
                113-267 | 
                113-267 | 
                113-093 | 
                 | 
             
            
                | R1 | 
                113-153 | 
                113-153 | 
                113-067 | 
                113-210 | 
             
            
                | PP | 
                112-297 | 
                112-297 | 
                112-297 | 
                113-005 | 
             
            
                | S1 | 
                112-183 | 
                112-183 | 
                113-013 | 
                112-240 | 
             
            
                | S2 | 
                112-007 | 
                112-007 | 
                112-307 | 
                 | 
             
            
                | S3 | 
                111-037 | 
                111-213 | 
                112-280 | 
                 | 
             
            
                | S4 | 
                110-067 | 
                110-243 | 
                112-200 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116-122 | 
         
        
            | 
2.618             | 
            115-165 | 
         
        
            | 
1.618             | 
            114-315 | 
         
        
            | 
1.000             | 
            114-210 | 
         
        
            | 
0.618             | 
            114-145 | 
         
        
            | 
HIGH             | 
            114-040 | 
         
        
            | 
0.618             | 
            113-295 | 
         
        
            | 
0.500             | 
            113-275 | 
         
        
            | 
0.382             | 
            113-255 | 
         
        
            | 
LOW             | 
            113-190 | 
         
        
            | 
0.618             | 
            113-085 | 
         
        
            | 
1.000             | 
            113-020 | 
         
        
            | 
1.618             | 
            112-235 | 
         
        
            | 
2.618             | 
            112-065 | 
         
        
            | 
4.250             | 
            111-108 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-305 | 
                                113-265 | 
                             
                            
                                | PP | 
                                113-290 | 
                                113-210 | 
                             
                            
                                | S1 | 
                                113-275 | 
                                113-155 | 
                             
             
         |