ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Aug-2008 | 
                    26-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-240 | 
                        115-200 | 
                        0-280 | 
                        0.8% | 
                        115-010 | 
                     
                    
                        | High | 
                        115-260 | 
                        115-260 | 
                        0-000 | 
                        0.0% | 
                        115-200 | 
                     
                    
                        | Low | 
                        114-240 | 
                        115-100 | 
                        0-180 | 
                        0.5% | 
                        114-170 | 
                     
                    
                        | Close | 
                        115-190 | 
                        115-180 | 
                        -0-010 | 
                        0.0% | 
                        114-250 | 
                     
                    
                        | Range | 
                        1-020 | 
                        0-160 | 
                        -0-180 | 
                        -52.9% | 
                        1-030 | 
                     
                    
                        | ATR | 
                        0-251 | 
                        0-244 | 
                        -0-006 | 
                        -2.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        166,209 | 
                        268,733 | 
                        102,524 | 
                        61.7% | 
                        220,557 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-020 | 
                116-260 | 
                115-268 | 
                 | 
             
            
                | R3 | 
                116-180 | 
                116-100 | 
                115-224 | 
                 | 
             
            
                | R2 | 
                116-020 | 
                116-020 | 
                115-209 | 
                 | 
             
            
                | R1 | 
                115-260 | 
                115-260 | 
                115-195 | 
                115-220 | 
             
            
                | PP | 
                115-180 | 
                115-180 | 
                115-180 | 
                115-160 | 
             
            
                | S1 | 
                115-100 | 
                115-100 | 
                115-165 | 
                115-060 | 
             
            
                | S2 | 
                115-020 | 
                115-020 | 
                115-151 | 
                 | 
             
            
                | S3 | 
                114-180 | 
                114-260 | 
                115-136 | 
                 | 
             
            
                | S4 | 
                114-020 | 
                114-100 | 
                115-092 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-083 | 
                117-197 | 
                115-122 | 
                 | 
             
            
                | R3 | 
                117-053 | 
                116-167 | 
                115-026 | 
                 | 
             
            
                | R2 | 
                116-023 | 
                116-023 | 
                114-314 | 
                 | 
             
            
                | R1 | 
                115-137 | 
                115-137 | 
                114-282 | 
                115-065 | 
             
            
                | PP | 
                114-313 | 
                114-313 | 
                114-313 | 
                114-278 | 
             
            
                | S1 | 
                114-107 | 
                114-107 | 
                114-218 | 
                114-035 | 
             
            
                | S2 | 
                113-283 | 
                113-283 | 
                114-186 | 
                 | 
             
            
                | S3 | 
                112-253 | 
                113-077 | 
                114-154 | 
                 | 
             
            
                | S4 | 
                111-223 | 
                112-047 | 
                114-058 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-300 | 
         
        
            | 
2.618             | 
            117-039 | 
         
        
            | 
1.618             | 
            116-199 | 
         
        
            | 
1.000             | 
            116-100 | 
         
        
            | 
0.618             | 
            116-039 | 
         
        
            | 
HIGH             | 
            115-260 | 
         
        
            | 
0.618             | 
            115-199 | 
         
        
            | 
0.500             | 
            115-180 | 
         
        
            | 
0.382             | 
            115-161 | 
         
        
            | 
LOW             | 
            115-100 | 
         
        
            | 
0.618             | 
            115-001 | 
         
        
            | 
1.000             | 
            114-260 | 
         
        
            | 
1.618             | 
            114-161 | 
         
        
            | 
2.618             | 
            114-001 | 
         
        
            | 
4.250             | 
            113-060 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115-180 | 
                                115-138 | 
                             
                            
                                | PP | 
                                115-180 | 
                                115-097 | 
                             
                            
                                | S1 | 
                                115-180 | 
                                115-055 | 
                             
             
         |