CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Aug-2008 | 27-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 115-140 | 115-130 | -0-010 | 0.0% | 115-050 |  
                        | High | 115-180 | 115-270 | 0-090 | 0.2% | 115-140 |  
                        | Low | 115-140 | 115-130 | -0-010 | 0.0% | 114-220 |  
                        | Close | 115-180 | 115-260 | 0-080 | 0.2% | 114-250 |  
                        | Range | 0-040 | 0-140 | 0-100 | 250.0% | 0-240 |  
                        | ATR | 0-141 | 0-141 | 0-000 | 0.0% | 0-000 |  
                        | Volume | 268,733 | 472,974 | 204,241 | 76.0% | 220,557 |  | 
    
| 
        
            | Daily Pivots for day following 27-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-000 | 116-270 | 116-017 |  |  
                | R3 | 116-180 | 116-130 | 115-298 |  |  
                | R2 | 116-040 | 116-040 | 115-286 |  |  
                | R1 | 115-310 | 115-310 | 115-273 | 116-015 |  
                | PP | 115-220 | 115-220 | 115-220 | 115-232 |  
                | S1 | 115-170 | 115-170 | 115-247 | 115-195 |  
                | S2 | 115-080 | 115-080 | 115-234 |  |  
                | S3 | 114-260 | 115-030 | 115-222 |  |  
                | S4 | 114-120 | 114-210 | 115-183 |  |  | 
        
            | 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 | 117-225 |  
            | 2.618 | 116-317 |  
            | 1.618 | 116-177 |  
            | 1.000 | 116-090 |  
            | 0.618 | 116-037 |  
            | HIGH | 115-270 |  
            | 0.618 | 115-217 |  
            | 0.500 | 115-200 |  
            | 0.382 | 115-183 |  
            | LOW | 115-130 |  
            | 0.618 | 115-043 |  
            | 1.000 | 114-310 |  
            | 1.618 | 114-223 |  
            | 2.618 | 114-083 |  
            | 4.250 | 113-175 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 115-240 | 115-240 |  
                                | PP | 115-220 | 115-220 |  
                                | S1 | 115-200 | 115-200 |  |