ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2008 | 
                    23-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-200 | 
                        111-270 | 
                        -0-250 | 
                        -0.7% | 
                        112-250 | 
                     
                    
                        | High | 
                        112-310 | 
                        111-310 | 
                        -1-000 | 
                        -0.9% | 
                        114-240 | 
                     
                    
                        | Low | 
                        112-000 | 
                        111-180 | 
                        -0-140 | 
                        -0.4% | 
                        112-090 | 
                     
                    
                        | Close | 
                        112-060 | 
                        111-230 | 
                        -0-150 | 
                        -0.4% | 
                        112-110 | 
                     
                    
                        | Range | 
                        0-310 | 
                        0-130 | 
                        -0-180 | 
                        -58.1% | 
                        2-150 | 
                     
                    
                        | ATR | 
                        0-261 | 
                        0-257 | 
                        -0-004 | 
                        -1.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        46 | 
                        1,461 | 
                        1,415 | 
                        3,076.1% | 
                        3,571 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112-310 | 
                112-240 | 
                111-302 | 
                 | 
             
            
                | R3 | 
                112-180 | 
                112-110 | 
                111-266 | 
                 | 
             
            
                | R2 | 
                112-050 | 
                112-050 | 
                111-254 | 
                 | 
             
            
                | R1 | 
                111-300 | 
                111-300 | 
                111-242 | 
                111-270 | 
             
            
                | PP | 
                111-240 | 
                111-240 | 
                111-240 | 
                111-225 | 
             
            
                | S1 | 
                111-170 | 
                111-170 | 
                111-218 | 
                111-140 | 
             
            
                | S2 | 
                111-110 | 
                111-110 | 
                111-206 | 
                 | 
             
            
                | S3 | 
                110-300 | 
                111-040 | 
                111-194 | 
                 | 
             
            
                | S4 | 
                110-170 | 
                110-230 | 
                111-158 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-170 | 
                118-290 | 
                113-224 | 
                 | 
             
            
                | R3 | 
                118-020 | 
                116-140 | 
                113-007 | 
                 | 
             
            
                | R2 | 
                115-190 | 
                115-190 | 
                112-255 | 
                 | 
             
            
                | R1 | 
                113-310 | 
                113-310 | 
                112-182 | 
                113-175 | 
             
            
                | PP | 
                113-040 | 
                113-040 | 
                113-040 | 
                112-292 | 
             
            
                | S1 | 
                111-160 | 
                111-160 | 
                112-038 | 
                111-025 | 
             
            
                | S2 | 
                110-210 | 
                110-210 | 
                111-285 | 
                 | 
             
            
                | S3 | 
                108-060 | 
                109-010 | 
                111-213 | 
                 | 
             
            
                | S4 | 
                105-230 | 
                106-180 | 
                110-316 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            113-222 | 
         
        
            | 
2.618             | 
            113-010 | 
         
        
            | 
1.618             | 
            112-200 | 
         
        
            | 
1.000             | 
            112-120 | 
         
        
            | 
0.618             | 
            112-070 | 
         
        
            | 
HIGH             | 
            111-310 | 
         
        
            | 
0.618             | 
            111-260 | 
         
        
            | 
0.500             | 
            111-245 | 
         
        
            | 
0.382             | 
            111-230 | 
         
        
            | 
LOW             | 
            111-180 | 
         
        
            | 
0.618             | 
            111-100 | 
         
        
            | 
1.000             | 
            111-050 | 
         
        
            | 
1.618             | 
            110-290 | 
         
        
            | 
2.618             | 
            110-160 | 
         
        
            | 
4.250             | 
            109-268 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-245 | 
                                112-085 | 
                             
                            
                                | PP | 
                                111-240 | 
                                112-027 | 
                             
                            
                                | S1 | 
                                111-235 | 
                                111-288 | 
                             
             
         |