CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Aug-2008 | 22-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 115-020 | 114-220 | -0-120 | -0.3% | 115-050 |  
                        | High | 115-020 | 114-260 | -0-080 | -0.2% | 115-140 |  
                        | Low | 115-020 | 114-220 | -0-120 | -0.3% | 114-220 |  
                        | Close | 115-020 | 114-250 | -0-090 | -0.2% | 114-250 |  
                        | Range | 0-000 | 0-040 | 0-040 |  | 0-240 |  
                        | ATR | 0-139 | 0-138 | -0-001 | -1.0% | 0-000 |  
                        | Volume | 75,234 | 54,294 | -20,940 | -27.8% | 220,557 |  | 
    
| 
        
            | Daily Pivots for day following 22-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-043 | 115-027 | 114-272 |  |  
                | R3 | 115-003 | 114-307 | 114-261 |  |  
                | R2 | 114-283 | 114-283 | 114-257 |  |  
                | R1 | 114-267 | 114-267 | 114-254 | 114-275 |  
                | PP | 114-243 | 114-243 | 114-243 | 114-248 |  
                | S1 | 114-227 | 114-227 | 114-246 | 114-235 |  
                | S2 | 114-203 | 114-203 | 114-243 |  |  
                | S3 | 114-163 | 114-187 | 114-239 |  |  
                | S4 | 114-123 | 114-147 | 114-228 |  |  | 
        
            | Weekly Pivots for week ending 22-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-070 | 116-240 | 115-062 |  |  
                | R3 | 116-150 | 116-000 | 114-316 |  |  
                | R2 | 115-230 | 115-230 | 114-294 |  |  
                | R1 | 115-080 | 115-080 | 114-272 | 115-035 |  
                | PP | 114-310 | 114-310 | 114-310 | 114-288 |  
                | S1 | 114-160 | 114-160 | 114-228 | 114-115 |  
                | S2 | 114-070 | 114-070 | 114-206 |  |  
                | S3 | 113-150 | 113-240 | 114-184 |  |  
                | S4 | 112-230 | 113-000 | 114-118 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 115-110 |  
            | 2.618 | 115-045 |  
            | 1.618 | 115-005 |  
            | 1.000 | 114-300 |  
            | 0.618 | 114-285 |  
            | HIGH | 114-260 |  
            | 0.618 | 114-245 |  
            | 0.500 | 114-240 |  
            | 0.382 | 114-235 |  
            | LOW | 114-220 |  
            | 0.618 | 114-195 |  
            | 1.000 | 114-180 |  
            | 1.618 | 114-155 |  
            | 2.618 | 114-115 |  
            | 4.250 | 114-050 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 114-247 | 115-020 |  
                                | PP | 114-243 | 114-310 |  
                                | S1 | 114-240 | 114-280 |  |