CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Aug-2008 | 18-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 114-210 | 115-050 | 0-160 | 0.4% | 113-200 |  
                        | High | 115-000 | 115-080 | 0-080 | 0.2% | 115-000 |  
                        | Low | 114-210 | 115-050 | 0-160 | 0.4% | 113-200 |  
                        | Close | 114-280 | 115-060 | 0-100 | 0.3% | 114-280 |  
                        | Range | 0-110 | 0-030 | -0-080 | -72.7% | 1-120 |  
                        | ATR | 0-152 | 0-150 | -0-002 | -1.5% | 0-000 |  
                        | Volume | 10,111 | 14,988 | 4,877 | 48.2% | 76,261 |  | 
    
| 
        
            | Daily Pivots for day following 18-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-153 | 115-137 | 115-076 |  |  
                | R3 | 115-123 | 115-107 | 115-068 |  |  
                | R2 | 115-093 | 115-093 | 115-066 |  |  
                | R1 | 115-077 | 115-077 | 115-063 | 115-085 |  
                | PP | 115-063 | 115-063 | 115-063 | 115-068 |  
                | S1 | 115-047 | 115-047 | 115-057 | 115-055 |  
                | S2 | 115-033 | 115-033 | 115-054 |  |  
                | S3 | 115-003 | 115-017 | 115-052 |  |  
                | S4 | 114-293 | 114-307 | 115-044 |  |  | 
        
            | 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 | 115-208 |  
            | 2.618 | 115-159 |  
            | 1.618 | 115-129 |  
            | 1.000 | 115-110 |  
            | 0.618 | 115-099 |  
            | HIGH | 115-080 |  
            | 0.618 | 115-069 |  
            | 0.500 | 115-065 |  
            | 0.382 | 115-061 |  
            | LOW | 115-050 |  
            | 0.618 | 115-031 |  
            | 1.000 | 115-020 |  
            | 1.618 | 115-001 |  
            | 2.618 | 114-291 |  
            | 4.250 | 114-242 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 115-065 | 115-028 |  
                                | PP | 115-063 | 114-317 |  
                                | S1 | 115-062 | 114-285 |  |