ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Aug-2008 | 
                    05-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-200 | 
                        113-220 | 
                        0-020 | 
                        0.1% | 
                        112-100 | 
                     
                    
                        | High | 
                        114-020 | 
                        113-230 | 
                        -0-110 | 
                        -0.3% | 
                        114-020 | 
                     
                    
                        | Low | 
                        113-180 | 
                        113-100 | 
                        -0-080 | 
                        -0.2% | 
                        112-070 | 
                     
                    
                        | Close | 
                        113-200 | 
                        113-150 | 
                        -0-050 | 
                        -0.1% | 
                        113-250 | 
                     
                    
                        | Range | 
                        0-160 | 
                        0-130 | 
                        -0-030 | 
                        -18.8% | 
                        1-270 | 
                     
                    
                        | ATR | 
                        0-264 | 
                        0-255 | 
                        -0-010 | 
                        -3.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        12,146 | 
                        25,386 | 
                        13,240 | 
                        109.0% | 
                        28,387 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114-230 | 
                114-160 | 
                113-222 | 
                 | 
             
            
                | R3 | 
                114-100 | 
                114-030 | 
                113-186 | 
                 | 
             
            
                | R2 | 
                113-290 | 
                113-290 | 
                113-174 | 
                 | 
             
            
                | R1 | 
                113-220 | 
                113-220 | 
                113-162 | 
                113-190 | 
             
            
                | PP | 
                113-160 | 
                113-160 | 
                113-160 | 
                113-145 | 
             
            
                | S1 | 
                113-090 | 
                113-090 | 
                113-138 | 
                113-060 | 
             
            
                | S2 | 
                113-030 | 
                113-030 | 
                113-126 | 
                 | 
             
            
                | S3 | 
                112-220 | 
                112-280 | 
                113-114 | 
                 | 
             
            
                | S4 | 
                112-090 | 
                112-150 | 
                113-078 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-283 | 
                118-057 | 
                114-254 | 
                 | 
             
            
                | R3 | 
                117-013 | 
                116-107 | 
                114-092 | 
                 | 
             
            
                | R2 | 
                115-063 | 
                115-063 | 
                114-038 | 
                 | 
             
            
                | R1 | 
                114-157 | 
                114-157 | 
                113-304 | 
                114-270 | 
             
            
                | PP | 
                113-113 | 
                113-113 | 
                113-113 | 
                113-170 | 
             
            
                | S1 | 
                112-207 | 
                112-207 | 
                113-196 | 
                113-000 | 
             
            
                | S2 | 
                111-163 | 
                111-163 | 
                113-142 | 
                 | 
             
            
                | S3 | 
                109-213 | 
                110-257 | 
                113-088 | 
                 | 
             
            
                | S4 | 
                107-263 | 
                108-307 | 
                112-246 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115-142 | 
         
        
            | 
2.618             | 
            114-250 | 
         
        
            | 
1.618             | 
            114-120 | 
         
        
            | 
1.000             | 
            114-040 | 
         
        
            | 
0.618             | 
            113-310 | 
         
        
            | 
HIGH             | 
            113-230 | 
         
        
            | 
0.618             | 
            113-180 | 
         
        
            | 
0.500             | 
            113-165 | 
         
        
            | 
0.382             | 
            113-150 | 
         
        
            | 
LOW             | 
            113-100 | 
         
        
            | 
0.618             | 
            113-020 | 
         
        
            | 
1.000             | 
            112-290 | 
         
        
            | 
1.618             | 
            112-210 | 
         
        
            | 
2.618             | 
            112-080 | 
         
        
            | 
4.250             | 
            111-188 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-165 | 
                                113-220 | 
                             
                            
                                | PP | 
                                113-160 | 
                                113-197 | 
                             
                            
                                | S1 | 
                                113-155 | 
                                113-173 | 
                             
             
         |