ECBOT 5 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2008 | 
                    17-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        110-280 | 
                        110-060 | 
                        -0-220 | 
                        -0.6% | 
                        110-180 | 
                     
                    
                        | High | 
                        111-160 | 
                        110-060 | 
                        -1-100 | 
                        -1.2% | 
                        111-130 | 
                     
                    
                        | Low | 
                        110-230 | 
                        110-030 | 
                        -0-200 | 
                        -0.6% | 
                        110-070 | 
                     
                    
                        | Close | 
                        110-280 | 
                        110-060 | 
                        -0-220 | 
                        -0.6% | 
                        110-110 | 
                     
                    
                        | Range | 
                        0-250 | 
                        0-030 | 
                        -0-220 | 
                        -88.0% | 
                        1-060 | 
                     
                    
                        | ATR | 
                        0-000 | 
                        0-176 | 
                        0-176 | 
                         | 
                        0-000 | 
                     
                    
                        | Volume | 
                        3 | 
                        1,025 | 
                        1,022 | 
                        34,066.7% | 
                        5,679 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                110-140 | 
                110-130 | 
                110-076 | 
                 | 
             
            
                | R3 | 
                110-110 | 
                110-100 | 
                110-068 | 
                 | 
             
            
                | R2 | 
                110-080 | 
                110-080 | 
                110-066 | 
                 | 
             
            
                | R1 | 
                110-070 | 
                110-070 | 
                110-063 | 
                110-075 | 
             
            
                | PP | 
                110-050 | 
                110-050 | 
                110-050 | 
                110-052 | 
             
            
                | S1 | 
                110-040 | 
                110-040 | 
                110-057 | 
                110-045 | 
             
            
                | S2 | 
                110-020 | 
                110-020 | 
                110-054 | 
                 | 
             
            
                | S3 | 
                109-310 | 
                110-010 | 
                110-052 | 
                 | 
             
            
                | S4 | 
                109-280 | 
                109-300 | 
                110-044 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114-070 | 
                113-150 | 
                110-319 | 
                 | 
             
            
                | R3 | 
                113-010 | 
                112-090 | 
                110-214 | 
                 | 
             
            
                | R2 | 
                111-270 | 
                111-270 | 
                110-180 | 
                 | 
             
            
                | R1 | 
                111-030 | 
                111-030 | 
                110-145 | 
                110-280 | 
             
            
                | PP | 
                110-210 | 
                110-210 | 
                110-210 | 
                110-175 | 
             
            
                | S1 | 
                109-290 | 
                109-290 | 
                110-075 | 
                109-220 | 
             
            
                | S2 | 
                109-150 | 
                109-150 | 
                110-040 | 
                 | 
             
            
                | S3 | 
                108-090 | 
                108-230 | 
                110-006 | 
                 | 
             
            
                | S4 | 
                107-030 | 
                107-170 | 
                109-221 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            110-188 | 
         
        
            | 
2.618             | 
            110-139 | 
         
        
            | 
1.618             | 
            110-109 | 
         
        
            | 
1.000             | 
            110-090 | 
         
        
            | 
0.618             | 
            110-079 | 
         
        
            | 
HIGH             | 
            110-060 | 
         
        
            | 
0.618             | 
            110-049 | 
         
        
            | 
0.500             | 
            110-045 | 
         
        
            | 
0.382             | 
            110-041 | 
         
        
            | 
LOW             | 
            110-030 | 
         
        
            | 
0.618             | 
            110-011 | 
         
        
            | 
1.000             | 
            110-000 | 
         
        
            | 
1.618             | 
            109-301 | 
         
        
            | 
2.618             | 
            109-271 | 
         
        
            | 
4.250             | 
            109-222 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                110-055 | 
                                110-280 | 
                             
                            
                                | PP | 
                                110-050 | 
                                110-207 | 
                             
                            
                                | S1 | 
                                110-045 | 
                                110-133 | 
                             
             
         |