ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Aug-2008 | 
                    08-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-080 | 
                        114-100 | 
                        1-020 | 
                        0.9% | 
                        113-200 | 
                     
                    
                        | High | 
                        114-170 | 
                        114-180 | 
                        0-010 | 
                        0.0% | 
                        114-180 | 
                     
                    
                        | Low | 
                        113-080 | 
                        114-000 | 
                        0-240 | 
                        0.7% | 
                        112-270 | 
                     
                    
                        | Close | 
                        114-120 | 
                        114-030 | 
                        -0-090 | 
                        -0.2% | 
                        114-030 | 
                     
                    
                        | Range | 
                        1-090 | 
                        0-180 | 
                        -0-230 | 
                        -56.1% | 
                        1-230 | 
                     
                    
                        | ATR | 
                        0-266 | 
                        0-259 | 
                        -0-006 | 
                        -2.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        12,594 | 
                        12,302 | 
                        -292 | 
                        -2.3% | 
                        75,576 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115-290 | 
                115-180 | 
                114-129 | 
                 | 
             
            
                | R3 | 
                115-110 | 
                115-000 | 
                114-080 | 
                 | 
             
            
                | R2 | 
                114-250 | 
                114-250 | 
                114-063 | 
                 | 
             
            
                | R1 | 
                114-140 | 
                114-140 | 
                114-046 | 
                114-105 | 
             
            
                | PP | 
                114-070 | 
                114-070 | 
                114-070 | 
                114-052 | 
             
            
                | S1 | 
                113-280 | 
                113-280 | 
                114-014 | 
                113-245 | 
             
            
                | S2 | 
                113-210 | 
                113-210 | 
                113-317 | 
                 | 
             
            
                | S3 | 
                113-030 | 
                113-100 | 
                113-300 | 
                 | 
             
            
                | S4 | 
                112-170 | 
                112-240 | 
                113-251 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-317 | 
                118-083 | 
                115-012 | 
                 | 
             
            
                | R3 | 
                117-087 | 
                116-173 | 
                114-181 | 
                 | 
             
            
                | R2 | 
                115-177 | 
                115-177 | 
                114-131 | 
                 | 
             
            
                | R1 | 
                114-263 | 
                114-263 | 
                114-080 | 
                115-060 | 
             
            
                | PP | 
                113-267 | 
                113-267 | 
                113-267 | 
                114-005 | 
             
            
                | S1 | 
                113-033 | 
                113-033 | 
                113-300 | 
                113-150 | 
             
            
                | S2 | 
                112-037 | 
                112-037 | 
                113-249 | 
                 | 
             
            
                | S3 | 
                110-127 | 
                111-123 | 
                113-199 | 
                 | 
             
            
                | S4 | 
                108-217 | 
                109-213 | 
                113-048 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116-305 | 
         
        
            | 
2.618             | 
            116-011 | 
         
        
            | 
1.618             | 
            115-151 | 
         
        
            | 
1.000             | 
            115-040 | 
         
        
            | 
0.618             | 
            114-291 | 
         
        
            | 
HIGH             | 
            114-180 | 
         
        
            | 
0.618             | 
            114-111 | 
         
        
            | 
0.500             | 
            114-090 | 
         
        
            | 
0.382             | 
            114-069 | 
         
        
            | 
LOW             | 
            114-000 | 
         
        
            | 
0.618             | 
            113-209 | 
         
        
            | 
1.000             | 
            113-140 | 
         
        
            | 
1.618             | 
            113-029 | 
         
        
            | 
2.618             | 
            112-169 | 
         
        
            | 
4.250             | 
            111-195 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                114-090 | 
                                113-308 | 
                             
                            
                                | PP | 
                                114-070 | 
                                113-267 | 
                             
                            
                                | S1 | 
                                114-050 | 
                                113-225 | 
                             
             
         |