CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Aug-2008 | 08-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 114-120 | 114-070 | -0-050 | -0.1% | 113-200 |  
                        | High | 114-160 | 114-070 | -0-090 | -0.2% | 114-160 |  
                        | Low | 113-080 | 114-020 | 0-260 | 0.7% | 113-080 |  
                        | Close | 114-120 | 114-030 | -0-090 | -0.2% | 114-030 |  
                        | Range | 1-080 | 0-050 | -1-030 | -87.5% | 1-080 |  
                        | ATR | 0-165 | 0-161 | -0-005 | -2.8% | 0-000 |  
                        | Volume | 12,594 | 12,302 | -292 | -2.3% | 75,576 |  | 
    
| 
        
            | Daily Pivots for day following 08-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 114-190 | 114-160 | 114-058 |  |  
                | R3 | 114-140 | 114-110 | 114-044 |  |  
                | R2 | 114-090 | 114-090 | 114-039 |  |  
                | R1 | 114-060 | 114-060 | 114-035 | 114-050 |  
                | PP | 114-040 | 114-040 | 114-040 | 114-035 |  
                | S1 | 114-010 | 114-010 | 114-025 | 114-000 |  
                | S2 | 113-310 | 113-310 | 114-021 |  |  
                | S3 | 113-260 | 113-280 | 114-016 |  |  
                | S4 | 113-210 | 113-230 | 114-002 |  |  | 
        
            | Weekly Pivots for week ending 08-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-223 | 117-047 | 114-250 |  |  
                | R3 | 116-143 | 115-287 | 114-140 |  |  
                | R2 | 115-063 | 115-063 | 114-103 |  |  
                | R1 | 114-207 | 114-207 | 114-067 | 114-295 |  
                | PP | 113-303 | 113-303 | 113-303 | 114-028 |  
                | S1 | 113-127 | 113-127 | 113-313 | 113-215 |  
                | S2 | 112-223 | 112-223 | 113-277 |  |  
                | S3 | 111-143 | 112-047 | 113-240 |  |  
                | S4 | 110-063 | 110-287 | 113-130 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 114-282 |  
            | 2.618 | 114-201 |  
            | 1.618 | 114-151 |  
            | 1.000 | 114-120 |  
            | 0.618 | 114-101 |  
            | HIGH | 114-070 |  
            | 0.618 | 114-051 |  
            | 0.500 | 114-045 |  
            | 0.382 | 114-039 |  
            | LOW | 114-020 |  
            | 0.618 | 113-309 |  
            | 1.000 | 113-290 |  
            | 1.618 | 113-259 |  
            | 2.618 | 113-209 |  
            | 4.250 | 113-128 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 114-045 | 114-007 |  
                                | PP | 114-040 | 113-303 |  
                                | S1 | 114-035 | 113-280 |  |