CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Aug-2008 | 12-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 113-200 | 114-160 | 0-280 | 0.8% | 113-200 |  
                        | High | 113-210 | 114-160 | 0-270 | 0.7% | 114-160 |  
                        | Low | 113-200 | 114-160 | 0-280 | 0.8% | 113-080 |  
                        | Close | 113-210 | 114-160 | 0-270 | 0.7% | 114-030 |  
                        | Range | 0-010 | 0-000 | -0-010 | -100.0% | 1-080 |  
                        | ATR | 0-160 | 0-168 | 0-008 | 4.9% | 0-000 |  
                        | Volume | 5,367 | 2,385 | -2,982 | -55.6% | 75,576 |  | 
    
| 
        
            | Daily Pivots for day following 12-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 114-160 | 114-160 | 114-160 |  |  
                | R3 | 114-160 | 114-160 | 114-160 |  |  
                | R2 | 114-160 | 114-160 | 114-160 |  |  
                | R1 | 114-160 | 114-160 | 114-160 | 114-160 |  
                | PP | 114-160 | 114-160 | 114-160 | 114-160 |  
                | S1 | 114-160 | 114-160 | 114-160 | 114-160 |  
                | S2 | 114-160 | 114-160 | 114-160 |  |  
                | S3 | 114-160 | 114-160 | 114-160 |  |  
                | S4 | 114-160 | 114-160 | 114-160 |  |  | 
        
            | 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 | 114-160 |  
            | 2.618 | 114-160 |  
            | 1.618 | 114-160 |  
            | 1.000 | 114-160 |  
            | 0.618 | 114-160 |  
            | HIGH | 114-160 |  
            | 0.618 | 114-160 |  
            | 0.500 | 114-160 |  
            | 0.382 | 114-160 |  
            | LOW | 114-160 |  
            | 0.618 | 114-160 |  
            | 1.000 | 114-160 |  
            | 1.618 | 114-160 |  
            | 2.618 | 114-160 |  
            | 4.250 | 114-160 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 114-160 | 114-113 |  
                                | PP | 114-160 | 114-067 |  
                                | S1 | 114-160 | 114-020 |  |