ECBOT 5 Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Sep-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Sep-2008 | 12-Sep-2008 | Change | Change % | Previous Week |  
                        | Open | 112-240 | 112-222 | -0-018 | 0.0% | 112-040 |  
                        | High | 113-075 | 112-315 | -0-080 | -0.2% | 113-075 |  
                        | Low | 112-202 | 112-085 | -0-117 | -0.3% | 111-062 |  
                        | Close | 112-260 | 112-160 | -0-100 | -0.3% | 112-160 |  
                        | Range | 0-193 | 0-230 | 0-037 | 19.2% | 2-013 |  
                        | ATR | 0-214 | 0-215 | 0-001 | 0.5% | 0-000 |  
                        | Volume | 865,436 | 913,290 | 47,854 | 5.5% | 4,434,199 |  | 
    
| 
        
            | Daily Pivots for day following 12-Sep-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 114-237 | 114-108 | 112-286 |  |  
                | R3 | 114-007 | 113-198 | 112-223 |  |  
                | R2 | 113-097 | 113-097 | 112-202 |  |  
                | R1 | 112-288 | 112-288 | 112-181 | 112-238 |  
                | PP | 112-187 | 112-187 | 112-187 | 112-161 |  
                | S1 | 112-058 | 112-058 | 112-139 | 112-008 |  
                | S2 | 111-277 | 111-277 | 112-118 |  |  
                | S3 | 111-047 | 111-148 | 112-097 |  |  
                | S4 | 110-137 | 110-238 | 112-034 |  |  | 
        
            | Weekly Pivots for week ending 12-Sep-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-138 | 117-162 | 113-199 |  |  
                | R3 | 116-125 | 115-149 | 113-020 |  |  
                | R2 | 114-112 | 114-112 | 112-280 |  |  
                | R1 | 113-136 | 113-136 | 112-220 | 113-284 |  
                | PP | 112-099 | 112-099 | 112-099 | 112-173 |  
                | S1 | 111-123 | 111-123 | 112-100 | 111-271 |  
                | S2 | 110-086 | 110-086 | 112-040 |  |  
                | S3 | 108-073 | 109-110 | 111-300 |  |  
                | S4 | 106-060 | 107-097 | 111-121 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 116-012 |  
            | 2.618 | 114-277 |  
            | 1.618 | 114-047 |  
            | 1.000 | 113-225 |  
            | 0.618 | 113-137 |  
            | HIGH | 112-315 |  
            | 0.618 | 112-227 |  
            | 0.500 | 112-200 |  
            | 0.382 | 112-173 |  
            | LOW | 112-085 |  
            | 0.618 | 111-263 |  
            | 1.000 | 111-175 |  
            | 1.618 | 111-033 |  
            | 2.618 | 110-123 |  
            | 4.250 | 109-068 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Sep-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 112-200 | 112-240 |  
                                | PP | 112-187 | 112-213 |  
                                | S1 | 112-173 | 112-187 |  |