ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jul-2008 | 
                    30-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-030 | 
                        112-280 | 
                        -0-070 | 
                        -0.2% | 
                        112-070 | 
                     
                    
                        | High | 
                        113-030 | 
                        113-030 | 
                        0-000 | 
                        0.0% | 
                        113-050 | 
                     
                    
                        | Low | 
                        112-140 | 
                        112-070 | 
                        -0-070 | 
                        -0.2% | 
                        111-180 | 
                     
                    
                        | Close | 
                        112-260 | 
                        112-270 | 
                        0-010 | 
                        0.0% | 
                        112-050 | 
                     
                    
                        | Range | 
                        0-210 | 
                        0-280 | 
                        0-070 | 
                        33.3% | 
                        1-190 | 
                     
                    
                        | ATR | 
                        0-270 | 
                        0-271 | 
                        0-001 | 
                        0.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        10,041 | 
                        3,731 | 
                        -6,310 | 
                        -62.8% | 
                        10,813 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115-110 | 
                114-310 | 
                113-104 | 
                 | 
             
            
                | R3 | 
                114-150 | 
                114-030 | 
                113-027 | 
                 | 
             
            
                | R2 | 
                113-190 | 
                113-190 | 
                113-001 | 
                 | 
             
            
                | R1 | 
                113-070 | 
                113-070 | 
                112-296 | 
                112-310 | 
             
            
                | PP | 
                112-230 | 
                112-230 | 
                112-230 | 
                112-190 | 
             
            
                | S1 | 
                112-110 | 
                112-110 | 
                112-244 | 
                112-030 | 
             
            
                | S2 | 
                111-270 | 
                111-270 | 
                112-219 | 
                 | 
             
            
                | S3 | 
                110-310 | 
                111-150 | 
                112-193 | 
                 | 
             
            
                | S4 | 
                110-030 | 
                110-190 | 
                112-116 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-023 | 
                116-067 | 
                113-010 | 
                 | 
             
            
                | R3 | 
                115-153 | 
                114-197 | 
                112-190 | 
                 | 
             
            
                | R2 | 
                113-283 | 
                113-283 | 
                112-144 | 
                 | 
             
            
                | R1 | 
                113-007 | 
                113-007 | 
                112-097 | 
                112-210 | 
             
            
                | PP | 
                112-093 | 
                112-093 | 
                112-093 | 
                112-035 | 
             
            
                | S1 | 
                111-137 | 
                111-137 | 
                112-003 | 
                111-020 | 
             
            
                | S2 | 
                110-223 | 
                110-223 | 
                111-276 | 
                 | 
             
            
                | S3 | 
                109-033 | 
                109-267 | 
                111-230 | 
                 | 
             
            
                | S4 | 
                107-163 | 
                108-077 | 
                111-090 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116-260 | 
         
        
            | 
2.618             | 
            115-123 | 
         
        
            | 
1.618             | 
            114-163 | 
         
        
            | 
1.000             | 
            113-310 | 
         
        
            | 
0.618             | 
            113-203 | 
         
        
            | 
HIGH             | 
            113-030 | 
         
        
            | 
0.618             | 
            112-243 | 
         
        
            | 
0.500             | 
            112-210 | 
         
        
            | 
0.382             | 
            112-177 | 
         
        
            | 
LOW             | 
            112-070 | 
         
        
            | 
0.618             | 
            111-217 | 
         
        
            | 
1.000             | 
            111-110 | 
         
        
            | 
1.618             | 
            110-257 | 
         
        
            | 
2.618             | 
            109-297 | 
         
        
            | 
4.250             | 
            108-160 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112-250 | 
                                112-253 | 
                             
                            
                                | PP | 
                                112-230 | 
                                112-237 | 
                             
                            
                                | S1 | 
                                112-210 | 
                                112-220 | 
                             
             
         |