CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jul-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jul-2008 | 03-Jul-2008 | Change | Change % | Previous Week |  
                        | Open | 112-310 | 113-040 | 0-050 | 0.1% | 111-190 |  
                        | High | 112-310 | 113-040 | 0-050 | 0.1% | 112-180 |  
                        | Low | 112-310 | 113-040 | 0-050 | 0.1% | 111-170 |  
                        | Close | 112-310 | 113-040 | 0-050 | 0.1% | 112-180 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-133 | 0-127 | -0-006 | -4.5% | 0-000 |  
                        | Volume | 13 | 547 | 534 | 4,107.7% | 695 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 113-040 | 113-040 | 113-040 |  |  
                | R3 | 113-040 | 113-040 | 113-040 |  |  
                | R2 | 113-040 | 113-040 | 113-040 |  |  
                | R1 | 113-040 | 113-040 | 113-040 | 113-040 |  
                | PP | 113-040 | 113-040 | 113-040 | 113-040 |  
                | S1 | 113-040 | 113-040 | 113-040 | 113-040 |  
                | S2 | 113-040 | 113-040 | 113-040 |  |  
                | S3 | 113-040 | 113-040 | 113-040 |  |  
                | S4 | 113-040 | 113-040 | 113-040 |  |  | 
        
            | Weekly Pivots for week ending 27-Jun-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-100 | 114-310 | 113-042 |  |  
                | R3 | 114-090 | 113-300 | 112-271 |  |  
                | R2 | 113-080 | 113-080 | 112-240 |  |  
                | R1 | 112-290 | 112-290 | 112-210 | 113-025 |  
                | PP | 112-070 | 112-070 | 112-070 | 112-098 |  
                | S1 | 111-280 | 111-280 | 112-150 | 112-015 |  
                | S2 | 111-060 | 111-060 | 112-120 |  |  
                | S3 | 110-050 | 110-270 | 112-089 |  |  
                | S4 | 109-040 | 109-260 | 111-318 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 113-040 |  
            | 2.618 | 113-040 |  
            | 1.618 | 113-040 |  
            | 1.000 | 113-040 |  
            | 0.618 | 113-040 |  
            | HIGH | 113-040 |  
            | 0.618 | 113-040 |  
            | 0.500 | 113-040 |  
            | 0.382 | 113-040 |  
            | LOW | 113-040 |  
            | 0.618 | 113-040 |  
            | 1.000 | 113-040 |  
            | 1.618 | 113-040 |  
            | 2.618 | 113-040 |  
            | 4.250 | 113-040 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jul-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 113-040 | 113-013 |  
                                | PP | 113-040 | 112-307 |  
                                | S1 | 113-040 | 112-280 |  |