ECBOT 10 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Dec-2008 | 
                    18-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        129-305 | 
                        129-250 | 
                        -0-055 | 
                        -0.1% | 
                        125-155 | 
                     
                    
                        | High | 
                        130-255 | 
                        130-210 | 
                        -0-045 | 
                        -0.1% | 
                        128-000 | 
                     
                    
                        | Low | 
                        129-165 | 
                        129-250 | 
                        0-085 | 
                        0.2% | 
                        124-150 | 
                     
                    
                        | Close | 
                        129-225 | 
                        130-030 | 
                        0-125 | 
                        0.3% | 
                        127-060 | 
                     
                    
                        | Range | 
                        1-090 | 
                        0-280 | 
                        -0-130 | 
                        -31.7% | 
                        3-170 | 
                     
                    
                        | ATR | 
                        1-204 | 
                        1-189 | 
                        -0-016 | 
                        -3.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        8,024 | 
                        19,951 | 
                        11,927 | 
                        148.6% | 
                        95,317 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-257 | 
                132-103 | 
                130-184 | 
                 | 
             
            
                | R3 | 
                131-297 | 
                131-143 | 
                130-107 | 
                 | 
             
            
                | R2 | 
                131-017 | 
                131-017 | 
                130-081 | 
                 | 
             
            
                | R1 | 
                130-183 | 
                130-183 | 
                130-056 | 
                130-260 | 
             
            
                | PP | 
                130-057 | 
                130-057 | 
                130-057 | 
                130-095 | 
             
            
                | S1 | 
                129-223 | 
                129-223 | 
                130-004 | 
                129-300 | 
             
            
                | S2 | 
                129-097 | 
                129-097 | 
                129-299 | 
                 | 
             
            
                | S3 | 
                128-137 | 
                128-263 | 
                129-273 | 
                 | 
             
            
                | S4 | 
                127-177 | 
                127-303 | 
                129-196 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                137-047 | 
                135-223 | 
                129-042 | 
                 | 
             
            
                | R3 | 
                133-197 | 
                132-053 | 
                128-051 | 
                 | 
             
            
                | R2 | 
                130-027 | 
                130-027 | 
                127-267 | 
                 | 
             
            
                | R1 | 
                128-203 | 
                128-203 | 
                127-164 | 
                129-115 | 
             
            
                | PP | 
                126-177 | 
                126-177 | 
                126-177 | 
                126-292 | 
             
            
                | S1 | 
                125-033 | 
                125-033 | 
                126-276 | 
                125-265 | 
             
            
                | S2 | 
                123-007 | 
                123-007 | 
                126-173 | 
                 | 
             
            
                | S3 | 
                119-157 | 
                121-183 | 
                126-069 | 
                 | 
             
            
                | S4 | 
                115-307 | 
                118-013 | 
                125-078 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                130-255 | 
                125-190 | 
                5-065 | 
                4.0% | 
                1-248 | 
                1.4% | 
                86% | 
                False | 
                False | 
                11,694 | 
                 
                
                | 10 | 
                130-255 | 
                124-150 | 
                6-105 | 
                4.9% | 
                1-191 | 
                1.2% | 
                89% | 
                False | 
                False | 
                17,962 | 
                 
                
                | 20 | 
                130-255 | 
                119-075 | 
                11-180 | 
                8.9% | 
                1-214 | 
                1.3% | 
                94% | 
                False | 
                False | 
                257,689 | 
                 
                
                | 40 | 
                130-255 | 
                112-275 | 
                17-300 | 
                13.8% | 
                1-148 | 
                1.1% | 
                96% | 
                False | 
                False | 
                375,010 | 
                 
                
                | 60 | 
                130-255 | 
                111-125 | 
                19-130 | 
                14.9% | 
                1-169 | 
                1.2% | 
                96% | 
                False | 
                False | 
                492,275 | 
                 
                
                | 80 | 
                130-255 | 
                111-125 | 
                19-130 | 
                14.9% | 
                1-150 | 
                1.1% | 
                96% | 
                False | 
                False | 
                633,878 | 
                 
                
                | 100 | 
                130-255 | 
                111-125 | 
                19-130 | 
                14.9% | 
                1-104 | 
                1.0% | 
                96% | 
                False | 
                False | 
                515,340 | 
                 
                
                | 120 | 
                130-255 | 
                111-125 | 
                19-130 | 
                14.9% | 
                1-078 | 
                1.0% | 
                96% | 
                False | 
                False | 
                429,712 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-120 | 
         
        
            | 
2.618             | 
            132-303 | 
         
        
            | 
1.618             | 
            132-023 | 
         
        
            | 
1.000             | 
            131-170 | 
         
        
            | 
0.618             | 
            131-063 | 
         
        
            | 
HIGH             | 
            130-210 | 
         
        
            | 
0.618             | 
            130-103 | 
         
        
            | 
0.500             | 
            130-070 | 
         
        
            | 
0.382             | 
            130-037 | 
         
        
            | 
LOW             | 
            129-250 | 
         
        
            | 
0.618             | 
            129-077 | 
         
        
            | 
1.000             | 
            128-290 | 
         
        
            | 
1.618             | 
            128-117 | 
         
        
            | 
2.618             | 
            127-157 | 
         
        
            | 
4.250             | 
            126-020 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                130-070 | 
                                129-240 | 
                             
                            
                                | PP | 
                                130-057 | 
                                129-130 | 
                             
                            
                                | S1 | 
                                130-043 | 
                                129-020 | 
                             
             
         |