ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jul-2008 | 
                    31-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-280 | 
                        112-280 | 
                        0-000 | 
                        0.0% | 
                        112-070 | 
                     
                    
                        | High | 
                        113-030 | 
                        113-280 | 
                        0-250 | 
                        0.7% | 
                        113-050 | 
                     
                    
                        | Low | 
                        112-070 | 
                        112-250 | 
                        0-180 | 
                        0.5% | 
                        111-180 | 
                     
                    
                        | Close | 
                        112-270 | 
                        113-180 | 
                        0-230 | 
                        0.6% | 
                        112-050 | 
                     
                    
                        | Range | 
                        0-280 | 
                        1-030 | 
                        0-070 | 
                        25.0% | 
                        1-190 | 
                     
                    
                        | ATR | 
                        0-271 | 
                        0-277 | 
                        0-006 | 
                        2.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        3,731 | 
                        2,351 | 
                        -1,380 | 
                        -37.0% | 
                        10,813 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-220 | 
                116-070 | 
                114-052 | 
                 | 
             
            
                | R3 | 
                115-190 | 
                115-040 | 
                113-276 | 
                 | 
             
            
                | R2 | 
                114-160 | 
                114-160 | 
                113-244 | 
                 | 
             
            
                | R1 | 
                114-010 | 
                114-010 | 
                113-212 | 
                114-085 | 
             
            
                | PP | 
                113-130 | 
                113-130 | 
                113-130 | 
                113-168 | 
             
            
                | S1 | 
                112-300 | 
                112-300 | 
                113-148 | 
                113-055 | 
             
            
                | S2 | 
                112-100 | 
                112-100 | 
                113-116 | 
                 | 
             
            
                | S3 | 
                111-070 | 
                111-270 | 
                113-084 | 
                 | 
             
            
                | S4 | 
                110-040 | 
                110-240 | 
                112-308 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            118-168 | 
         
        
            | 
2.618             | 
            116-236 | 
         
        
            | 
1.618             | 
            115-206 | 
         
        
            | 
1.000             | 
            114-310 | 
         
        
            | 
0.618             | 
            114-176 | 
         
        
            | 
HIGH             | 
            113-280 | 
         
        
            | 
0.618             | 
            113-146 | 
         
        
            | 
0.500             | 
            113-105 | 
         
        
            | 
0.382             | 
            113-064 | 
         
        
            | 
LOW             | 
            112-250 | 
         
        
            | 
0.618             | 
            112-034 | 
         
        
            | 
1.000             | 
            111-220 | 
         
        
            | 
1.618             | 
            111-004 | 
         
        
            | 
2.618             | 
            109-294 | 
         
        
            | 
4.250             | 
            108-042 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-155 | 
                                113-125 | 
                             
                            
                                | PP | 
                                113-130 | 
                                113-070 | 
                             
                            
                                | S1 | 
                                113-105 | 
                                113-015 | 
                             
             
         |