ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Aug-2008 | 18-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 114-160 | 115-010 | 0-170 | 0.5% | 114-070 |  
                        | High | 115-070 | 115-080 | 0-010 | 0.0% | 115-070 |  
                        | Low | 114-150 | 114-260 | 0-110 | 0.3% | 113-100 |  
                        | Close | 114-280 | 115-060 | 0-100 | 0.3% | 114-280 |  
                        | Range | 0-240 | 0-140 | -0-100 | -41.7% | 1-290 |  
                        | ATR | 0-263 | 0-254 | -0-009 | -3.3% | 0-000 |  
                        | Volume | 10,111 | 14,988 | 4,877 | 48.2% | 76,261 |  | 
    
| 
        
            | Daily Pivots for day following 18-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 116-127 | 116-073 | 115-137 |  |  
                | R3 | 115-307 | 115-253 | 115-098 |  |  
                | R2 | 115-167 | 115-167 | 115-086 |  |  
                | R1 | 115-113 | 115-113 | 115-073 | 115-140 |  
                | PP | 115-027 | 115-027 | 115-027 | 115-040 |  
                | S1 | 114-293 | 114-293 | 115-047 | 115-000 |  
                | S2 | 114-207 | 114-207 | 115-034 |  |  
                | S3 | 114-067 | 114-153 | 115-022 |  |  
                | S4 | 113-247 | 114-013 | 114-303 |  |  | 
        
            | Weekly Pivots for week ending 15-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-060 | 119-140 | 115-296 |  |  
                | R3 | 118-090 | 117-170 | 115-128 |  |  
                | R2 | 116-120 | 116-120 | 115-072 |  |  
                | R1 | 115-200 | 115-200 | 115-016 | 116-000 |  
                | PP | 114-150 | 114-150 | 114-150 | 114-210 |  
                | S1 | 113-230 | 113-230 | 114-224 | 114-030 |  
                | S2 | 112-180 | 112-180 | 114-168 |  |  
                | S3 | 110-210 | 111-260 | 114-112 |  |  
                | S4 | 108-240 | 109-290 | 113-264 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 117-035 |  
            | 2.618 | 116-127 |  
            | 1.618 | 115-307 |  
            | 1.000 | 115-220 |  
            | 0.618 | 115-167 |  
            | HIGH | 115-080 |  
            | 0.618 | 115-027 |  
            | 0.500 | 115-010 |  
            | 0.382 | 114-313 |  
            | LOW | 114-260 |  
            | 0.618 | 114-173 |  
            | 1.000 | 114-120 |  
            | 1.618 | 114-033 |  
            | 2.618 | 113-213 |  
            | 4.250 | 112-305 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 115-043 | 115-000 |  
                                | PP | 115-027 | 114-260 |  
                                | S1 | 115-010 | 114-200 |  |