CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Oct-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Oct-2008 | 15-Oct-2008 | Change | Change % | Previous Week |  
                        | Open | 112-130 | 112-050 | -0-080 | -0.2% | 116-225 |  
                        | High | 112-200 | 112-055 | -0-145 | -0.4% | 118-280 |  
                        | Low | 112-030 | 111-215 | -0-135 | -0.4% | 113-000 |  
                        | Close | 112-045 | 111-310 | -0-055 | -0.2% | 113-175 |  
                        | Range | 0-170 | 0-160 | -0-010 | -5.9% | 5-280 |  
                        | ATR | 1-109 | 1-089 | -0-019 | -4.5% | 0-000 |  
                        | Volume | 104,269 | 583,558 | 479,289 | 459.7% | 4,771,983 |  | 
    
| 
        
            | Daily Pivots for day following 15-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 113-140 | 113-065 | 112-078 |  |  
                | R3 | 112-300 | 112-225 | 112-034 |  |  
                | R2 | 112-140 | 112-140 | 112-019 |  |  
                | R1 | 112-065 | 112-065 | 112-005 | 112-022 |  
                | PP | 111-300 | 111-300 | 111-300 | 111-279 |  
                | S1 | 111-225 | 111-225 | 111-295 | 111-182 |  
                | S2 | 111-140 | 111-140 | 111-281 |  |  
                | S3 | 110-300 | 111-065 | 111-266 |  |  
                | S4 | 110-140 | 110-225 | 111-222 |  |  | 
        
            | Weekly Pivots for week ending 10-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-245 | 129-010 | 116-249 |  |  
                | R3 | 126-285 | 123-050 | 115-052 |  |  
                | R2 | 121-005 | 121-005 | 114-200 |  |  
                | R1 | 117-090 | 117-090 | 114-027 | 116-068 |  
                | PP | 115-045 | 115-045 | 115-045 | 114-194 |  
                | S1 | 111-130 | 111-130 | 113-003 | 110-108 |  
                | S2 | 109-085 | 109-085 | 112-150 |  |  
                | S3 | 103-125 | 105-170 | 111-298 |  |  
                | S4 | 97-165 | 99-210 | 110-101 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 117-280 | 111-215 | 6-065 | 5.5% | 1-070 | 1.1% | 5% | False | True | 743,978 |  
                | 10 | 118-280 | 111-215 | 7-065 | 6.4% | 1-053 | 1.0% | 4% | False | True | 777,833 |  
                | 20 | 119-000 | 111-215 | 7-105 | 6.5% | 1-028 | 1.0% | 4% | False | True | 888,395 |  
                | 40 | 119-085 | 111-215 | 7-190 | 6.8% | 0-267 | 0.7% | 4% | False | True | 819,145 |  
                | 60 | 119-085 | 111-215 | 7-190 | 6.8% | 0-193 | 0.5% | 4% | False | True | 549,526 |  
                | 80 | 119-085 | 111-070 | 8-015 | 7.2% | 0-151 | 0.4% | 9% | False | False | 412,265 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 114-095 |  
            | 2.618 | 113-154 |  
            | 1.618 | 112-314 |  
            | 1.000 | 112-215 |  
            | 0.618 | 112-154 |  
            | HIGH | 112-055 |  
            | 0.618 | 111-314 |  
            | 0.500 | 111-295 |  
            | 0.382 | 111-276 |  
            | LOW | 111-215 |  
            | 0.618 | 111-116 |  
            | 1.000 | 111-055 |  
            | 1.618 | 110-276 |  
            | 2.618 | 110-116 |  
            | 4.250 | 109-175 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Oct-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 111-305 | 112-200 |  
                                | PP | 111-300 | 112-130 |  
                                | S1 | 111-295 | 112-060 |  |