CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Aug-2008 | 06-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 113-160 | 113-170 | 0-010 | 0.0% | 113-000 |  
                        | High | 113-160 | 113-170 | 0-010 | 0.0% | 113-250 |  
                        | Low | 113-160 | 113-170 | 0-010 | 0.0% | 112-170 |  
                        | Close | 113-150 | 113-080 | -0-070 | -0.2% | 113-250 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-157 | 0-147 | -0-010 | -6.2% | 0-000 |  
                        | Volume | 25,386 | 13,148 | -12,238 | -48.2% | 28,387 |  | 
    
| 
        
            | Daily Pivots for day following 06-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 113-140 | 113-110 | 113-080 |  |  
                | R3 | 113-140 | 113-110 | 113-080 |  |  
                | R2 | 113-140 | 113-140 | 113-080 |  |  
                | R1 | 113-110 | 113-110 | 113-080 | 113-125 |  
                | PP | 113-140 | 113-140 | 113-140 | 113-148 |  
                | S1 | 113-110 | 113-110 | 113-080 | 113-125 |  
                | S2 | 113-140 | 113-140 | 113-080 |  |  
                | S3 | 113-140 | 113-110 | 113-080 |  |  
                | S4 | 113-140 | 113-110 | 113-080 |  |  | 
        
            | Weekly Pivots for week ending 01-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-037 | 116-223 | 114-150 |  |  
                | R3 | 115-277 | 115-143 | 114-040 |  |  
                | R2 | 114-197 | 114-197 | 114-003 |  |  
                | R1 | 114-063 | 114-063 | 113-287 | 114-130 |  
                | PP | 113-117 | 113-117 | 113-117 | 113-150 |  
                | S1 | 112-303 | 112-303 | 113-213 | 113-050 |  
                | S2 | 112-037 | 112-037 | 113-177 |  |  
                | S3 | 110-277 | 111-223 | 113-140 |  |  
                | S4 | 109-197 | 110-143 | 113-030 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 113-170 |  
            | 2.618 | 113-170 |  
            | 1.618 | 113-170 |  
            | 1.000 | 113-170 |  
            | 0.618 | 113-170 |  
            | HIGH | 113-170 |  
            | 0.618 | 113-170 |  
            | 0.500 | 113-170 |  
            | 0.382 | 113-170 |  
            | LOW | 113-170 |  
            | 0.618 | 113-170 |  
            | 1.000 | 113-170 |  
            | 1.618 | 113-170 |  
            | 2.618 | 113-170 |  
            | 4.250 | 113-170 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 113-170 | 113-180 |  
                                | PP | 113-140 | 113-147 |  
                                | S1 | 113-110 | 113-113 |  |