ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Dec-2008 | 
                    04-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-075 | 
                        125-300 | 
                        0-225 | 
                        0.6% | 
                        120-015 | 
                     
                    
                        | High | 
                        126-065 | 
                        126-310 | 
                        0-245 | 
                        0.6% | 
                        123-055 | 
                     
                    
                        | Low | 
                        124-270 | 
                        125-245 | 
                        0-295 | 
                        0.7% | 
                        119-075 | 
                     
                    
                        | Close | 
                        125-305 | 
                        126-205 | 
                        0-220 | 
                        0.5% | 
                        122-285 | 
                     
                    
                        | Range | 
                        1-115 | 
                        1-065 | 
                        -0-050 | 
                        -11.5% | 
                        3-300 | 
                     
                    
                        | ATR | 
                        1-175 | 
                        1-167 | 
                        -0-008 | 
                        -1.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        103,652 | 
                        50,032 | 
                        -53,620 | 
                        -51.7% | 
                        2,791,846 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                130-022 | 
                129-178 | 
                127-097 | 
                 | 
             
            
                | R3 | 
                128-277 | 
                128-113 | 
                126-311 | 
                 | 
             
            
                | R2 | 
                127-212 | 
                127-212 | 
                126-276 | 
                 | 
             
            
                | R1 | 
                127-048 | 
                127-048 | 
                126-240 | 
                127-130 | 
             
            
                | PP | 
                126-147 | 
                126-147 | 
                126-147 | 
                126-188 | 
             
            
                | S1 | 
                125-303 | 
                125-303 | 
                126-170 | 
                126-065 | 
             
            
                | S2 | 
                125-082 | 
                125-082 | 
                126-134 | 
                 | 
             
            
                | S3 | 
                124-017 | 
                124-238 | 
                126-099 | 
                 | 
             
            
                | S4 | 
                122-272 | 
                123-173 | 
                125-313 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-185 | 
                132-055 | 
                125-018 | 
                 | 
             
            
                | R3 | 
                129-205 | 
                128-075 | 
                123-312 | 
                 | 
             
            
                | R2 | 
                125-225 | 
                125-225 | 
                123-196 | 
                 | 
             
            
                | R1 | 
                124-095 | 
                124-095 | 
                123-080 | 
                125-000 | 
             
            
                | PP | 
                121-245 | 
                121-245 | 
                121-245 | 
                122-038 | 
             
            
                | S1 | 
                120-115 | 
                120-115 | 
                122-170 | 
                121-020 | 
             
            
                | S2 | 
                117-265 | 
                117-265 | 
                122-054 | 
                 | 
             
            
                | S3 | 
                113-285 | 
                116-135 | 
                121-258 | 
                 | 
             
            
                | S4 | 
                109-305 | 
                112-155 | 
                120-232 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                126-310 | 
                121-280 | 
                5-030 | 
                4.0% | 
                1-199 | 
                1.3% | 
                94% | 
                True | 
                False | 
                211,222 | 
                 
                
                | 10 | 
                126-310 | 
                119-075 | 
                7-235 | 
                6.1% | 
                1-238 | 
                1.4% | 
                96% | 
                True | 
                False | 
                497,415 | 
                 
                
                | 20 | 
                126-310 | 
                114-125 | 
                12-185 | 
                9.9% | 
                1-144 | 
                1.1% | 
                97% | 
                True | 
                False | 
                475,896 | 
                 
                
                | 40 | 
                126-310 | 
                111-125 | 
                15-185 | 
                12.3% | 
                1-138 | 
                1.1% | 
                98% | 
                True | 
                False | 
                531,548 | 
                 
                
                | 60 | 
                126-310 | 
                111-125 | 
                15-185 | 
                12.3% | 
                1-165 | 
                1.2% | 
                98% | 
                True | 
                False | 
                687,180 | 
                 
                
                | 80 | 
                126-310 | 
                111-125 | 
                15-185 | 
                12.3% | 
                1-114 | 
                1.1% | 
                98% | 
                True | 
                False | 
                640,683 | 
                 
                
                | 100 | 
                126-310 | 
                111-125 | 
                15-185 | 
                12.3% | 
                1-080 | 
                1.0% | 
                98% | 
                True | 
                False | 
                513,791 | 
                 
                
                | 120 | 
                126-310 | 
                110-030 | 
                16-280 | 
                13.3% | 
                1-047 | 
                0.9% | 
                98% | 
                True | 
                False | 
                428,221 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            132-026 | 
         
        
            | 
2.618             | 
            130-038 | 
         
        
            | 
1.618             | 
            128-293 | 
         
        
            | 
1.000             | 
            128-055 | 
         
        
            | 
0.618             | 
            127-228 | 
         
        
            | 
HIGH             | 
            126-310 | 
         
        
            | 
0.618             | 
            126-163 | 
         
        
            | 
0.500             | 
            126-118 | 
         
        
            | 
0.382             | 
            126-072 | 
         
        
            | 
LOW             | 
            125-245 | 
         
        
            | 
0.618             | 
            125-007 | 
         
        
            | 
1.000             | 
            124-180 | 
         
        
            | 
1.618             | 
            123-262 | 
         
        
            | 
2.618             | 
            122-197 | 
         
        
            | 
4.250             | 
            120-209 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-176 | 
                                126-108 | 
                             
                            
                                | PP | 
                                126-147 | 
                                126-010 | 
                             
                            
                                | S1 | 
                                126-118 | 
                                125-232 | 
                             
             
         |