CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jun-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2008 | 18-Jun-2008 | Change | Change % | Previous Week |  
                        | Open | 110-150 | 111-040 | 0-210 | 0.6% | 111-310 |  
                        | High | 110-150 | 111-060 | 0-230 | 0.7% | 111-310 |  
                        | Low | 110-150 | 111-040 | 0-210 | 0.6% | 109-270 |  
                        | Close | 110-150 | 111-040 | 0-210 | 0.6% | 109-270 |  
                        | Range | 0-000 | 0-020 | 0-020 |  | 2-040 |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 6 | 2 | -4 | -66.7% | 49 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jun-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 111-107 | 111-093 | 111-051 |  |  
                | R3 | 111-087 | 111-073 | 111-046 |  |  
                | R2 | 111-067 | 111-067 | 111-044 |  |  
                | R1 | 111-053 | 111-053 | 111-042 | 111-050 |  
                | PP | 111-047 | 111-047 | 111-047 | 111-045 |  
                | S1 | 111-033 | 111-033 | 111-038 | 111-030 |  
                | S2 | 111-027 | 111-027 | 111-036 |  |  
                | S3 | 111-007 | 111-013 | 111-034 |  |  
                | S4 | 110-307 | 110-313 | 111-029 |  |  | 
        
            | Weekly Pivots for week ending 13-Jun-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 116-297 | 115-163 | 111-004 |  |  
                | R3 | 114-257 | 113-123 | 110-137 |  |  
                | R2 | 112-217 | 112-217 | 110-075 |  |  
                | R1 | 111-083 | 111-083 | 110-012 | 110-290 |  
                | PP | 110-177 | 110-177 | 110-177 | 110-120 |  
                | S1 | 109-043 | 109-043 | 109-208 | 108-250 |  
                | S2 | 108-137 | 108-137 | 109-145 |  |  
                | S3 | 106-097 | 107-003 | 109-083 |  |  
                | S4 | 104-057 | 104-283 | 108-216 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 111-145 |  
            | 2.618 | 111-112 |  
            | 1.618 | 111-092 |  
            | 1.000 | 111-080 |  
            | 0.618 | 111-072 |  
            | HIGH | 111-060 |  
            | 0.618 | 111-052 |  
            | 0.500 | 111-050 |  
            | 0.382 | 111-048 |  
            | LOW | 111-040 |  
            | 0.618 | 111-028 |  
            | 1.000 | 111-020 |  
            | 1.618 | 111-008 |  
            | 2.618 | 110-308 |  
            | 4.250 | 110-275 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jun-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 111-050 | 110-308 |  
                                | PP | 111-047 | 110-257 |  
                                | S1 | 111-043 | 110-205 |  |