ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Nov-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Nov-2008 | 
                    25-Nov-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-015 | 
                        119-150 | 
                        -0-185 | 
                        -0.5% | 
                        117-125 | 
                     
                    
                        | High | 
                        120-120 | 
                        121-240 | 
                        1-120 | 
                        1.1% | 
                        121-255 | 
                     
                    
                        | Low | 
                        119-075 | 
                        119-135 | 
                        0-060 | 
                        0.2% | 
                        116-305 | 
                     
                    
                        | Close | 
                        119-125 | 
                        121-055 | 
                        1-250 | 
                        1.5% | 
                        120-155 | 
                     
                    
                        | Range | 
                        1-045 | 
                        2-105 | 
                        1-060 | 
                        104.1% | 
                        4-270 | 
                     
                    
                        | ATR | 
                        1-127 | 
                        1-149 | 
                        0-022 | 
                        4.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        676,678 | 
                        605,288 | 
                        -71,390 | 
                        -10.6% | 
                        3,167,055 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-245 | 
                126-255 | 
                122-145 | 
                 | 
             
            
                | R3 | 
                125-140 | 
                124-150 | 
                121-260 | 
                 | 
             
            
                | R2 | 
                123-035 | 
                123-035 | 
                121-192 | 
                 | 
             
            
                | R1 | 
                122-045 | 
                122-045 | 
                121-123 | 
                122-200 | 
             
            
                | PP | 
                120-250 | 
                120-250 | 
                120-250 | 
                121-008 | 
             
            
                | S1 | 
                119-260 | 
                119-260 | 
                120-307 | 
                120-095 | 
             
            
                | S2 | 
                118-145 | 
                118-145 | 
                120-238 | 
                 | 
             
            
                | S3 | 
                116-040 | 
                117-155 | 
                120-170 | 
                 | 
             
            
                | S4 | 
                113-255 | 
                115-050 | 
                119-285 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-088 | 
                132-072 | 
                123-048 | 
                 | 
             
            
                | R3 | 
                129-138 | 
                127-122 | 
                121-261 | 
                 | 
             
            
                | R2 | 
                124-188 | 
                124-188 | 
                121-119 | 
                 | 
             
            
                | R1 | 
                122-172 | 
                122-172 | 
                120-297 | 
                123-180 | 
             
            
                | PP | 
                119-238 | 
                119-238 | 
                119-238 | 
                120-082 | 
             
            
                | S1 | 
                117-222 | 
                117-222 | 
                120-013 | 
                118-230 | 
             
            
                | S2 | 
                114-288 | 
                114-288 | 
                119-191 | 
                 | 
             
            
                | S3 | 
                110-018 | 
                112-272 | 
                119-049 | 
                 | 
             
            
                | S4 | 
                105-068 | 
                108-002 | 
                117-262 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                121-255 | 
                118-120 | 
                3-135 | 
                2.8% | 
                1-241 | 
                1.4% | 
                82% | 
                False | 
                False | 
                713,121 | 
                 
                
                | 10 | 
                121-255 | 
                115-190 | 
                6-065 | 
                5.1% | 
                1-149 | 
                1.2% | 
                90% | 
                False | 
                False | 
                568,731 | 
                 
                
                | 20 | 
                121-255 | 
                112-275 | 
                8-300 | 
                7.4% | 
                1-114 | 
                1.1% | 
                93% | 
                False | 
                False | 
                528,064 | 
                 
                
                | 40 | 
                121-255 | 
                111-125 | 
                10-130 | 
                8.6% | 
                1-142 | 
                1.2% | 
                94% | 
                False | 
                False | 
                605,146 | 
                 
                
                | 60 | 
                121-255 | 
                111-125 | 
                10-130 | 
                8.6% | 
                1-150 | 
                1.2% | 
                94% | 
                False | 
                False | 
                765,019 | 
                 
                
                | 80 | 
                121-255 | 
                111-125 | 
                10-130 | 
                8.6% | 
                1-094 | 
                1.1% | 
                94% | 
                False | 
                False | 
                616,850 | 
                 
                
                | 100 | 
                121-255 | 
                111-125 | 
                10-130 | 
                8.6% | 
                1-067 | 
                1.0% | 
                94% | 
                False | 
                False | 
                494,074 | 
                 
                
                | 120 | 
                121-255 | 
                109-270 | 
                11-305 | 
                9.9% | 
                1-026 | 
                0.9% | 
                95% | 
                False | 
                False | 
                411,740 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            131-206 | 
         
        
            | 
2.618             | 
            127-270 | 
         
        
            | 
1.618             | 
            125-165 | 
         
        
            | 
1.000             | 
            124-025 | 
         
        
            | 
0.618             | 
            123-060 | 
         
        
            | 
HIGH             | 
            121-240 | 
         
        
            | 
0.618             | 
            120-275 | 
         
        
            | 
0.500             | 
            120-188 | 
         
        
            | 
0.382             | 
            120-100 | 
         
        
            | 
LOW             | 
            119-135 | 
         
        
            | 
0.618             | 
            117-315 | 
         
        
            | 
1.000             | 
            117-030 | 
         
        
            | 
1.618             | 
            115-210 | 
         
        
            | 
2.618             | 
            113-105 | 
         
        
            | 
4.250             | 
            109-169 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Nov-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-312 | 
                                120-302 | 
                             
                            
                                | PP | 
                                120-250 | 
                                120-230 | 
                             
                            
                                | S1 | 
                                120-188 | 
                                120-158 | 
                             
             
         |