CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jul-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jul-2008 | 22-Jul-2008 | Change | Change % | Previous Week |  
                        | Open | 112-160 | 112-060 | -0-100 | -0.3% | 113-240 |  
                        | High | 112-160 | 112-310 | 0-150 | 0.4% | 114-060 |  
                        | Low | 112-160 | 112-000 | -0-160 | -0.4% | 112-110 |  
                        | Close | 112-160 | 112-060 | -0-100 | -0.3% | 112-110 |  
                        | Range | 0-000 | 0-310 | 0-310 |  | 1-270 |  
                        | ATR | 0-162 | 0-172 | 0-011 | 6.6% | 0-000 |  
                        | Volume | 212 | 46 | -166 | -78.3% | 3,571 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-093 | 114-227 | 112-230 |  |  
                | R3 | 114-103 | 113-237 | 112-145 |  |  
                | R2 | 113-113 | 113-113 | 112-117 |  |  
                | R1 | 112-247 | 112-247 | 112-088 | 112-215 |  
                | PP | 112-123 | 112-123 | 112-123 | 112-108 |  
                | S1 | 111-257 | 111-257 | 112-032 | 111-225 |  
                | S2 | 111-133 | 111-133 | 112-003 |  |  
                | S3 | 110-143 | 110-267 | 111-295 |  |  
                | S4 | 109-153 | 109-277 | 111-210 |  |  | 
        
            | Weekly Pivots for week ending 18-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-157 | 117-083 | 113-114 |  |  
                | R3 | 116-207 | 115-133 | 112-272 |  |  
                | R2 | 114-257 | 114-257 | 112-218 |  |  
                | R1 | 113-183 | 113-183 | 112-164 | 113-085 |  
                | PP | 112-307 | 112-307 | 112-307 | 112-258 |  
                | S1 | 111-233 | 111-233 | 112-056 | 111-135 |  
                | S2 | 111-037 | 111-037 | 112-002 |  |  
                | S3 | 109-087 | 109-283 | 111-268 |  |  
                | S4 | 107-137 | 108-013 | 111-106 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 117-028 |  
            | 2.618 | 115-162 |  
            | 1.618 | 114-172 |  
            | 1.000 | 113-300 |  
            | 0.618 | 113-182 |  
            | HIGH | 112-310 |  
            | 0.618 | 112-192 |  
            | 0.500 | 112-155 |  
            | 0.382 | 112-118 |  
            | LOW | 112-000 |  
            | 0.618 | 111-128 |  
            | 1.000 | 111-010 |  
            | 1.618 | 110-138 |  
            | 2.618 | 109-148 |  
            | 4.250 | 107-282 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jul-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 112-155 | 112-155 |  
                                | PP | 112-123 | 112-123 |  
                                | S1 | 112-092 | 112-092 |  |