CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Aug-2008 | 26-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 115-210 | 115-140 | -0-070 | -0.2% | 115-050 |  
                        | High | 115-210 | 115-180 | -0-030 | -0.1% | 115-140 |  
                        | Low | 115-210 | 115-140 | -0-070 | -0.2% | 114-220 |  
                        | Close | 115-190 | 115-180 | -0-010 | 0.0% | 114-250 |  
                        | Range | 0-000 | 0-040 | 0-040 |  | 0-240 |  
                        | ATR | 0-148 | 0-141 | -0-007 | -4.7% | 0-000 |  
                        | Volume | 166,209 | 268,733 | 102,524 | 61.7% | 220,557 |  | 
    
| 
        
            | Daily Pivots for day following 26-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-287 | 115-273 | 115-202 |  |  
                | R3 | 115-247 | 115-233 | 115-191 |  |  
                | R2 | 115-207 | 115-207 | 115-187 |  |  
                | R1 | 115-193 | 115-193 | 115-184 | 115-200 |  
                | PP | 115-167 | 115-167 | 115-167 | 115-170 |  
                | S1 | 115-153 | 115-153 | 115-176 | 115-160 |  
                | S2 | 115-127 | 115-127 | 115-173 |  |  
                | S3 | 115-087 | 115-113 | 115-169 |  |  
                | S4 | 115-047 | 115-073 | 115-158 |  |  | 
        
            | 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 | 116-030 |  
            | 2.618 | 115-285 |  
            | 1.618 | 115-245 |  
            | 1.000 | 115-220 |  
            | 0.618 | 115-205 |  
            | HIGH | 115-180 |  
            | 0.618 | 115-165 |  
            | 0.500 | 115-160 |  
            | 0.382 | 115-155 |  
            | LOW | 115-140 |  
            | 0.618 | 115-115 |  
            | 1.000 | 115-100 |  
            | 1.618 | 115-075 |  
            | 2.618 | 115-035 |  
            | 4.250 | 114-290 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 115-173 | 115-138 |  
                                | PP | 115-167 | 115-097 |  
                                | S1 | 115-160 | 115-055 |  |