CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Aug-2008 | 15-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 114-170 | 114-210 | 0-040 | 0.1% | 113-200 |  
                        | High | 114-170 | 115-000 | 0-150 | 0.4% | 115-000 |  
                        | Low | 114-170 | 114-210 | 0-040 | 0.1% | 113-200 |  
                        | Close | 114-190 | 114-280 | 0-090 | 0.2% | 114-280 |  
                        | Range | 0-000 | 0-110 | 0-110 |  | 1-120 |  
                        | ATR | 0-154 | 0-152 | -0-002 | -1.1% | 0-000 |  
                        | Volume | 32,965 | 10,111 | -22,854 | -69.3% | 76,261 |  | 
    
| 
        
            | Daily Pivots for day following 15-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-280 | 115-230 | 115-020 |  |  
                | R3 | 115-170 | 115-120 | 114-310 |  |  
                | R2 | 115-060 | 115-060 | 114-300 |  |  
                | R1 | 115-010 | 115-010 | 114-290 | 115-035 |  
                | PP | 114-270 | 114-270 | 114-270 | 114-282 |  
                | S1 | 114-220 | 114-220 | 114-270 | 114-245 |  
                | S2 | 114-160 | 114-160 | 114-260 |  |  
                | S3 | 114-050 | 114-110 | 114-250 |  |  
                | S4 | 113-260 | 114-000 | 114-220 |  |  | 
        
            | Weekly Pivots for week ending 15-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-200 | 118-040 | 115-202 |  |  
                | R3 | 117-080 | 116-240 | 115-081 |  |  
                | R2 | 115-280 | 115-280 | 115-041 |  |  
                | R1 | 115-120 | 115-120 | 115-000 | 115-200 |  
                | PP | 114-160 | 114-160 | 114-160 | 114-200 |  
                | S1 | 114-000 | 114-000 | 114-240 | 114-080 |  
                | S2 | 113-040 | 113-040 | 114-199 |  |  
                | S3 | 111-240 | 112-200 | 114-159 |  |  
                | S4 | 110-120 | 111-080 | 114-038 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 116-148 |  
            | 2.618 | 115-288 |  
            | 1.618 | 115-178 |  
            | 1.000 | 115-110 |  
            | 0.618 | 115-068 |  
            | HIGH | 115-000 |  
            | 0.618 | 114-278 |  
            | 0.500 | 114-265 |  
            | 0.382 | 114-252 |  
            | LOW | 114-210 |  
            | 0.618 | 114-142 |  
            | 1.000 | 114-100 |  
            | 1.618 | 114-032 |  
            | 2.618 | 113-242 |  
            | 4.250 | 113-062 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 114-275 | 114-268 |  
                                | PP | 114-270 | 114-257 |  
                                | S1 | 114-265 | 114-245 |  |