CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Aug-2008 | 14-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 114-180 | 114-170 | -0-010 | 0.0% | 113-200 |  
                        | High | 114-180 | 114-170 | -0-010 | 0.0% | 114-160 |  
                        | Low | 114-180 | 114-170 | -0-010 | 0.0% | 113-080 |  
                        | Close | 114-060 | 114-190 | 0-130 | 0.4% | 114-030 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-157 | 0-154 | -0-003 | -2.1% | 0-000 |  
                        | Volume | 25,433 | 32,965 | 7,532 | 29.6% | 75,576 |  | 
    
| 
        
            | Daily Pivots for day following 14-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 114-177 | 114-183 | 114-190 |  |  
                | R3 | 114-177 | 114-183 | 114-190 |  |  
                | R2 | 114-177 | 114-177 | 114-190 |  |  
                | R1 | 114-183 | 114-183 | 114-190 | 114-180 |  
                | PP | 114-177 | 114-177 | 114-177 | 114-175 |  
                | S1 | 114-183 | 114-183 | 114-190 | 114-180 |  
                | S2 | 114-177 | 114-177 | 114-190 |  |  
                | S3 | 114-177 | 114-183 | 114-190 |  |  
                | S4 | 114-177 | 114-183 | 114-190 |  |  | 
        
            | 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 | 114-170 |  
            | 2.618 | 114-170 |  
            | 1.618 | 114-170 |  
            | 1.000 | 114-170 |  
            | 0.618 | 114-170 |  
            | HIGH | 114-170 |  
            | 0.618 | 114-170 |  
            | 0.500 | 114-170 |  
            | 0.382 | 114-170 |  
            | LOW | 114-170 |  
            | 0.618 | 114-170 |  
            | 1.000 | 114-170 |  
            | 1.618 | 114-170 |  
            | 2.618 | 114-170 |  
            | 4.250 | 114-170 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 114-183 | 114-183 |  
                                | PP | 114-177 | 114-177 |  
                                | S1 | 114-170 | 114-170 |  |