CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jun-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jun-2008 | 26-Jun-2008 | Change | Change % | Previous Week |  
                        | Open | 111-170 | 112-130 | 0-280 | 0.8% | 110-030 |  
                        | High | 111-170 | 112-130 | 0-280 | 0.8% | 111-070 |  
                        | Low | 111-170 | 112-130 | 0-280 | 0.8% | 110-030 |  
                        | Close | 111-170 | 112-130 | 0-280 | 0.8% | 111-070 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-152 | 0-161 | 0-009 | 6.0% | 0-000 |  
                        | Volume | 605 | 53 | -552 | -91.2% | 12 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jun-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 112-130 | 112-130 | 112-130 |  |  
                | R3 | 112-130 | 112-130 | 112-130 |  |  
                | R2 | 112-130 | 112-130 | 112-130 |  |  
                | R1 | 112-130 | 112-130 | 112-130 | 112-130 |  
                | PP | 112-130 | 112-130 | 112-130 | 112-130 |  
                | S1 | 112-130 | 112-130 | 112-130 | 112-130 |  
                | S2 | 112-130 | 112-130 | 112-130 |  |  
                | S3 | 112-130 | 112-130 | 112-130 |  |  
                | S4 | 112-130 | 112-130 | 112-130 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 112-130 |  
            | 2.618 | 112-130 |  
            | 1.618 | 112-130 |  
            | 1.000 | 112-130 |  
            | 0.618 | 112-130 |  
            | HIGH | 112-130 |  
            | 0.618 | 112-130 |  
            | 0.500 | 112-130 |  
            | 0.382 | 112-130 |  
            | LOW | 112-130 |  
            | 0.618 | 112-130 |  
            | 1.000 | 112-130 |  
            | 1.618 | 112-130 |  
            | 2.618 | 112-130 |  
            | 4.250 | 112-130 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jun-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 112-130 | 112-083 |  
                                | PP | 112-130 | 112-037 |  
                                | S1 | 112-130 | 111-310 |  |