CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jul-2008 | 24-Jul-2008 | Change | Change % | Previous Week |  
                        | Open | 111-230 | 112-280 | 1-050 | 1.0% | 113-240 |  
                        | High | 111-230 | 112-280 | 1-050 | 1.0% | 114-060 |  
                        | Low | 111-230 | 112-280 | 1-050 | 1.0% | 112-110 |  
                        | Close | 111-230 | 112-280 | 1-050 | 1.0% | 112-110 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-171 | 0-185 | 0-014 | 8.3% | 0-000 |  
                        | Volume | 1,461 | 4,328 | 2,867 | 196.2% | 3,571 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 112-280 | 112-280 | 112-280 |  |  
                | R3 | 112-280 | 112-280 | 112-280 |  |  
                | R2 | 112-280 | 112-280 | 112-280 |  |  
                | R1 | 112-280 | 112-280 | 112-280 | 112-280 |  
                | PP | 112-280 | 112-280 | 112-280 | 112-280 |  
                | S1 | 112-280 | 112-280 | 112-280 | 112-280 |  
                | S2 | 112-280 | 112-280 | 112-280 |  |  
                | S3 | 112-280 | 112-280 | 112-280 |  |  
                | S4 | 112-280 | 112-280 | 112-280 |  |  | 
        
            | 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 | 112-280 |  
            | 2.618 | 112-280 |  
            | 1.618 | 112-280 |  
            | 1.000 | 112-280 |  
            | 0.618 | 112-280 |  
            | HIGH | 112-280 |  
            | 0.618 | 112-280 |  
            | 0.500 | 112-280 |  
            | 0.382 | 112-280 |  
            | LOW | 112-280 |  
            | 0.618 | 112-280 |  
            | 1.000 | 112-280 |  
            | 1.618 | 112-280 |  
            | 2.618 | 112-280 |  
            | 4.250 | 112-280 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jul-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 112-280 | 112-223 |  
                                | PP | 112-280 | 112-167 |  
                                | S1 | 112-280 | 112-110 |  |