CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Aug-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Aug-2008 | 29-Aug-2008 | Change | Change % | Previous Week |  
                        | Open | 115-220 | 115-270 | 0-050 | 0.1% | 115-210 |  
                        | High | 115-250 | 115-270 | 0-020 | 0.1% | 115-270 |  
                        | Low | 115-120 | 115-030 | -0-090 | -0.2% | 115-030 |  
                        | Close | 115-220 | 115-160 | -0-060 | -0.2% | 115-160 |  
                        | Range | 0-130 | 0-240 | 0-110 | 84.6% | 0-240 |  
                        | ATR | 0-141 | 0-148 | 0-007 | 5.0% | 0-000 |  
                        | Volume | 709,571 | 777,156 | 67,585 | 9.5% | 2,394,643 |  | 
    
| 
        
            | Daily Pivots for day following 29-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-233 | 117-117 | 115-292 |  |  
                | R3 | 116-313 | 116-197 | 115-226 |  |  
                | R2 | 116-073 | 116-073 | 115-204 |  |  
                | R1 | 115-277 | 115-277 | 115-182 | 115-215 |  
                | PP | 115-153 | 115-153 | 115-153 | 115-122 |  
                | S1 | 115-037 | 115-037 | 115-138 | 114-295 |  
                | S2 | 114-233 | 114-233 | 115-116 |  |  
                | S3 | 113-313 | 114-117 | 115-094 |  |  
                | S4 | 113-073 | 113-197 | 115-028 |  |  | 
        
            | Weekly Pivots for week ending 29-Aug-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-233 | 117-117 | 115-292 |  |  
                | R3 | 116-313 | 116-197 | 115-226 |  |  
                | R2 | 116-073 | 116-073 | 115-204 |  |  
                | R1 | 115-277 | 115-277 | 115-182 | 115-215 |  
                | PP | 115-153 | 115-153 | 115-153 | 115-122 |  
                | S1 | 115-037 | 115-037 | 115-138 | 114-295 |  
                | S2 | 114-233 | 114-233 | 115-116 |  |  
                | S3 | 113-313 | 114-117 | 115-094 |  |  
                | S4 | 113-073 | 113-197 | 115-028 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 115-270 | 115-030 | 0-240 | 0.6% | 0-110 | 0.3% | 54% | True | True | 478,928 |  
                | 10 | 115-270 | 114-220 | 1-050 | 1.0% | 0-062 | 0.2% | 70% | True | False | 261,520 |  
                | 20 | 115-270 | 113-080 | 2-190 | 2.2% | 0-060 | 0.2% | 87% | True | False | 138,351 |  
                | 40 | 115-270 | 111-230 | 4-040 | 3.6% | 0-050 | 0.1% | 92% | True | False | 70,358 |  
                | 60 | 115-270 | 109-270 | 6-000 | 5.2% | 0-033 | 0.1% | 94% | True | False | 46,933 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-010 |  
            | 2.618 | 117-258 |  
            | 1.618 | 117-018 |  
            | 1.000 | 116-190 |  
            | 0.618 | 116-098 |  
            | HIGH | 115-270 |  
            | 0.618 | 115-178 |  
            | 0.500 | 115-150 |  
            | 0.382 | 115-122 |  
            | LOW | 115-030 |  
            | 0.618 | 114-202 |  
            | 1.000 | 114-110 |  
            | 1.618 | 113-282 |  
            | 2.618 | 113-042 |  
            | 4.250 | 111-290 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Aug-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 115-157 | 115-157 |  
                                | PP | 115-153 | 115-153 |  
                                | S1 | 115-150 | 115-150 |  |