CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jul-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jul-2008 | 16-Jul-2008 | Change | Change % | Previous Week |  
                        | Open | 114-060 | 113-200 | -0-180 | -0.5% | 113-200 |  
                        | High | 114-060 | 113-200 | -0-180 | -0.5% | 114-150 |  
                        | Low | 114-060 | 113-200 | -0-180 | -0.5% | 113-060 |  
                        | Close | 114-060 | 113-200 | -0-180 | -0.5% | 113-060 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-164 | 0-165 | 0-001 | 0.7% | 0-000 |  
                        | Volume | 400 | 122 | -278 | -69.5% | 4,550 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 113-200 | 113-200 | 113-200 |  |  
                | R3 | 113-200 | 113-200 | 113-200 |  |  
                | R2 | 113-200 | 113-200 | 113-200 |  |  
                | R1 | 113-200 | 113-200 | 113-200 | 113-200 |  
                | PP | 113-200 | 113-200 | 113-200 | 113-200 |  
                | S1 | 113-200 | 113-200 | 113-200 | 113-200 |  
                | S2 | 113-200 | 113-200 | 113-200 |  |  
                | S3 | 113-200 | 113-200 | 113-200 |  |  
                | S4 | 113-200 | 113-200 | 113-200 |  |  | 
        
            | Weekly Pivots for week ending 11-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-147 | 116-193 | 113-286 |  |  
                | R3 | 116-057 | 115-103 | 113-173 |  |  
                | R2 | 114-287 | 114-287 | 113-135 |  |  
                | R1 | 114-013 | 114-013 | 113-098 | 113-265 |  
                | PP | 113-197 | 113-197 | 113-197 | 113-162 |  
                | S1 | 112-243 | 112-243 | 113-022 | 112-175 |  
                | S2 | 112-107 | 112-107 | 112-305 |  |  
                | S3 | 111-017 | 111-153 | 112-267 |  |  
                | S4 | 109-247 | 110-063 | 112-154 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 113-200 |  
            | 2.618 | 113-200 |  
            | 1.618 | 113-200 |  
            | 1.000 | 113-200 |  
            | 0.618 | 113-200 |  
            | HIGH | 113-200 |  
            | 0.618 | 113-200 |  
            | 0.500 | 113-200 |  
            | 0.382 | 113-200 |  
            | LOW | 113-200 |  
            | 0.618 | 113-200 |  
            | 1.000 | 113-200 |  
            | 1.618 | 113-200 |  
            | 2.618 | 113-200 |  
            | 4.250 | 113-200 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jul-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 113-200 | 113-177 |  
                                | PP | 113-200 | 113-153 |  
                                | S1 | 113-200 | 113-130 |  |