ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Aug-2008 | 
                    20-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115-090 | 
                        115-030 | 
                        -0-060 | 
                        -0.2% | 
                        114-070 | 
                     
                    
                        | High | 
                        115-140 | 
                        115-200 | 
                        0-060 | 
                        0.2% | 
                        115-070 | 
                     
                    
                        | Low | 
                        114-300 | 
                        114-290 | 
                        -0-010 | 
                        0.0% | 
                        113-100 | 
                     
                    
                        | Close | 
                        115-020 | 
                        115-140 | 
                        0-120 | 
                        0.3% | 
                        114-280 | 
                     
                    
                        | Range | 
                        0-160 | 
                        0-230 | 
                        0-070 | 
                        43.8% | 
                        1-290 | 
                     
                    
                        | ATR | 
                        0-247 | 
                        0-246 | 
                        -0-001 | 
                        -0.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        13,535 | 
                        62,506 | 
                        48,971 | 
                        361.8% | 
                        76,261 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-153 | 
                117-057 | 
                115-266 | 
                 | 
             
            
                | R3 | 
                116-243 | 
                116-147 | 
                115-203 | 
                 | 
             
            
                | R2 | 
                116-013 | 
                116-013 | 
                115-182 | 
                 | 
             
            
                | R1 | 
                115-237 | 
                115-237 | 
                115-161 | 
                115-285 | 
             
            
                | PP | 
                115-103 | 
                115-103 | 
                115-103 | 
                115-128 | 
             
            
                | S1 | 
                115-007 | 
                115-007 | 
                115-119 | 
                115-055 | 
             
            
                | S2 | 
                114-193 | 
                114-193 | 
                115-098 | 
                 | 
             
            
                | S3 | 
                113-283 | 
                114-097 | 
                115-077 | 
                 | 
             
            
                | S4 | 
                113-053 | 
                113-187 | 
                115-014 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            118-218 | 
         
        
            | 
2.618             | 
            117-162 | 
         
        
            | 
1.618             | 
            116-252 | 
         
        
            | 
1.000             | 
            116-110 | 
         
        
            | 
0.618             | 
            116-022 | 
         
        
            | 
HIGH             | 
            115-200 | 
         
        
            | 
0.618             | 
            115-112 | 
         
        
            | 
0.500             | 
            115-085 | 
         
        
            | 
0.382             | 
            115-058 | 
         
        
            | 
LOW             | 
            114-290 | 
         
        
            | 
0.618             | 
            114-148 | 
         
        
            | 
1.000             | 
            114-060 | 
         
        
            | 
1.618             | 
            113-238 | 
         
        
            | 
2.618             | 
            113-008 | 
         
        
            | 
4.250             | 
            111-272 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115-122 | 
                                115-117 | 
                             
                            
                                | PP | 
                                115-103 | 
                                115-093 | 
                             
                            
                                | S1 | 
                                115-085 | 
                                115-070 | 
                             
             
         |