CBOT 10-Year T-Note Future December 2008

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Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary Previous Current 20-Jun-2008 24-Jun-2008 Change Change % Previous Week Open 111-070 111-190 0-120 0.3% 110-030 High 111-070 111-190 0-120 0.3% 111-070 Low 111-070 111-190 0-120 0.3% 110-030 Close 111-070 111-190 0-120 0.3% 111-070 Range ATR 0-166 0-162 -0-003 -2.0% 0-000 Volume 4 8 4 100.0% 12
Daily Pivots for day following 24-Jun-2008 Classic Woodie Camarilla DeMark R4 111-190 111-190 111-190 R3 111-190 111-190 111-190 R2 111-190 111-190 111-190 R1 111-190 111-190 111-190 111-190 PP 111-190 111-190 111-190 111-190 S1 111-190 111-190 111-190 111-190 S2 111-190 111-190 111-190 S3 111-190 111-190 111-190 S4 111-190 111-190 111-190	Weekly Pivots for week ending 20-Jun-2008 Classic Woodie Camarilla DeMark R4 114-070 113-270 111-268 R3 113-030 112-230 111-169 R2 111-310 111-310 111-136 R1 111-190 111-190 111-103 111-250 PP 110-270 110-270 110-270 110-300 S1 110-150 110-150 111-037 110-210 S2 109-230 109-230 111-004 S3 108-190 109-110 110-291 S4 107-150 108-070 110-192
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 111-190 110-150 1-040 1.0% 0-004 0.0% 100% True False 4 10 111-190 109-270 1-240 1.6% 0-002 0.0% 100% True False 6
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0-001	Fibonacci Retracements and Extensions 4.250 111-190 2.618 111-190 1.618 111-190 1.000 111-190 0.618 111-190 HIGH 111-190 0.618 111-190 0.500 111-190 0.382 111-190 LOW 111-190 0.618 111-190 1.000 111-190 1.618 111-190 2.618 111-190 4.250 111-190
Fisher Pivots for day following 24-Jun-2008 Pivot 1 day 3 day R1 111-190 111-135 PP 111-190 111-080 S1 111-190 111-025

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