ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Dec-2008 | 
                    10-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-140 | 
                        126-045 | 
                        0-225 | 
                        0.6% | 
                        122-290 | 
                     
                    
                        | High | 
                        126-065 | 
                        126-090 | 
                        0-025 | 
                        0.1% | 
                        127-005 | 
                     
                    
                        | Low | 
                        125-010 | 
                        125-000 | 
                        -0-010 | 
                        0.0% | 
                        122-225 | 
                     
                    
                        | Close | 
                        125-290 | 
                        125-215 | 
                        -0-075 | 
                        -0.2% | 
                        125-200 | 
                     
                    
                        | Range | 
                        1-055 | 
                        1-090 | 
                        0-035 | 
                        9.3% | 
                        4-100 | 
                     
                    
                        | ATR | 
                        1-159 | 
                        1-154 | 
                        -0-005 | 
                        -1.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        30,209 | 
                        9,115 | 
                        -21,094 | 
                        -69.8% | 
                        504,795 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                129-158 | 
                128-277 | 
                126-120 | 
                 | 
             
            
                | R3 | 
                128-068 | 
                127-187 | 
                126-008 | 
                 | 
             
            
                | R2 | 
                126-298 | 
                126-298 | 
                125-290 | 
                 | 
             
            
                | R1 | 
                126-097 | 
                126-097 | 
                125-253 | 
                125-312 | 
             
            
                | PP | 
                125-208 | 
                125-208 | 
                125-208 | 
                125-156 | 
             
            
                | S1 | 
                125-007 | 
                125-007 | 
                125-177 | 
                124-222 | 
             
            
                | S2 | 
                124-118 | 
                124-118 | 
                125-140 | 
                 | 
             
            
                | S3 | 
                123-028 | 
                123-237 | 
                125-102 | 
                 | 
             
            
                | S4 | 
                121-258 | 
                122-147 | 
                124-310 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                138-017 | 
                136-048 | 
                127-319 | 
                 | 
             
            
                | R3 | 
                133-237 | 
                131-268 | 
                126-260 | 
                 | 
             
            
                | R2 | 
                129-137 | 
                129-137 | 
                126-133 | 
                 | 
             
            
                | R1 | 
                127-168 | 
                127-168 | 
                126-006 | 
                128-152 | 
             
            
                | PP | 
                125-037 | 
                125-037 | 
                125-037 | 
                125-189 | 
             
            
                | S1 | 
                123-068 | 
                123-068 | 
                125-074 | 
                124-052 | 
             
            
                | S2 | 
                120-257 | 
                120-257 | 
                124-267 | 
                 | 
             
            
                | S3 | 
                116-157 | 
                118-288 | 
                124-140 | 
                 | 
             
            
                | S4 | 
                112-057 | 
                114-188 | 
                123-081 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                127-005 | 
                124-150 | 
                2-175 | 
                2.0% | 
                1-110 | 
                1.1% | 
                47% | 
                False | 
                False | 
                31,363 | 
                 
                
                | 10 | 
                127-005 | 
                120-305 | 
                6-020 | 
                4.8% | 
                1-174 | 
                1.2% | 
                78% | 
                False | 
                False | 
                208,460 | 
                 
                
                | 20 | 
                127-005 | 
                115-190 | 
                11-135 | 
                9.1% | 
                1-161 | 
                1.2% | 
                88% | 
                False | 
                False | 
                388,596 | 
                 
                
                | 40 | 
                127-005 | 
                111-125 | 
                15-200 | 
                12.4% | 
                1-130 | 
                1.1% | 
                91% | 
                False | 
                False | 
                461,020 | 
                 
                
                | 60 | 
                127-005 | 
                111-125 | 
                15-200 | 
                12.4% | 
                1-162 | 
                1.2% | 
                91% | 
                False | 
                False | 
                604,667 | 
                 
                
                | 80 | 
                127-005 | 
                111-125 | 
                15-200 | 
                12.4% | 
                1-125 | 
                1.1% | 
                91% | 
                False | 
                False | 
                640,974 | 
                 
                
                | 100 | 
                127-005 | 
                111-125 | 
                15-200 | 
                12.4% | 
                1-086 | 
                1.0% | 
                91% | 
                False | 
                False | 
                514,837 | 
                 
                
                | 120 | 
                127-005 | 
                110-290 | 
                16-035 | 
                12.8% | 
                1-059 | 
                0.9% | 
                92% | 
                False | 
                False | 
                429,111 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            131-232 | 
         
        
            | 
2.618             | 
            129-203 | 
         
        
            | 
1.618             | 
            128-113 | 
         
        
            | 
1.000             | 
            127-180 | 
         
        
            | 
0.618             | 
            127-023 | 
         
        
            | 
HIGH             | 
            126-090 | 
         
        
            | 
0.618             | 
            125-253 | 
         
        
            | 
0.500             | 
            125-205 | 
         
        
            | 
0.382             | 
            125-157 | 
         
        
            | 
LOW             | 
            125-000 | 
         
        
            | 
0.618             | 
            124-067 | 
         
        
            | 
1.000             | 
            123-230 | 
         
        
            | 
1.618             | 
            122-297 | 
         
        
            | 
2.618             | 
            121-207 | 
         
        
            | 
4.250             | 
            119-178 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-212 | 
                                125-183 | 
                             
                            
                                | PP | 
                                125-208 | 
                                125-152 | 
                             
                            
                                | S1 | 
                                125-205 | 
                                125-120 | 
                             
             
         |