CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jul-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Jul-2008 | 25-Jul-2008 | Change | Change % | Previous Week |  
                        | Open | 112-280 | 112-050 | -0-230 | -0.6% | 112-160 |  
                        | High | 112-280 | 112-050 | -0-230 | -0.6% | 112-310 |  
                        | Low | 112-280 | 112-050 | -0-230 | -0.6% | 111-230 |  
                        | Close | 112-280 | 112-050 | -0-230 | -0.6% | 112-050 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-185 | 0-188 | 0-003 | 1.7% | 0-000 |  
                        | Volume | 4,328 | 4,766 | 438 | 10.1% | 10,813 |  | 
    
| 
        
            | Daily Pivots for day following 25-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 112-050 | 112-050 | 112-050 |  |  
                | R3 | 112-050 | 112-050 | 112-050 |  |  
                | R2 | 112-050 | 112-050 | 112-050 |  |  
                | R1 | 112-050 | 112-050 | 112-050 | 112-050 |  
                | PP | 112-050 | 112-050 | 112-050 | 112-050 |  
                | S1 | 112-050 | 112-050 | 112-050 | 112-050 |  
                | S2 | 112-050 | 112-050 | 112-050 |  |  
                | S3 | 112-050 | 112-050 | 112-050 |  |  
                | S4 | 112-050 | 112-050 | 112-050 |  |  | 
        
            | Weekly Pivots for week ending 25-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 116-010 | 115-110 | 112-270 |  |  
                | R3 | 114-250 | 114-030 | 112-160 |  |  
                | R2 | 113-170 | 113-170 | 112-123 |  |  
                | R1 | 112-270 | 112-270 | 112-087 | 112-180 |  
                | PP | 112-090 | 112-090 | 112-090 | 112-045 |  
                | S1 | 111-190 | 111-190 | 112-013 | 111-100 |  
                | S2 | 111-010 | 111-010 | 111-297 |  |  
                | S3 | 109-250 | 110-110 | 111-260 |  |  
                | S4 | 108-170 | 109-030 | 111-150 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 112-050 |  
            | 2.618 | 112-050 |  
            | 1.618 | 112-050 |  
            | 1.000 | 112-050 |  
            | 0.618 | 112-050 |  
            | HIGH | 112-050 |  
            | 0.618 | 112-050 |  
            | 0.500 | 112-050 |  
            | 0.382 | 112-050 |  
            | LOW | 112-050 |  
            | 0.618 | 112-050 |  
            | 1.000 | 112-050 |  
            | 1.618 | 112-050 |  
            | 2.618 | 112-050 |  
            | 4.250 | 112-050 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Jul-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 112-050 | 112-095 |  
                                | PP | 112-050 | 112-080 |  
                                | S1 | 112-050 | 112-065 |  |