CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Oct-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Oct-2008 | 17-Oct-2008 | Change | Change % | Previous Week |  
                        | Open | 111-300 | 112-085 | 0-105 | 0.3% | 112-130 |  
                        | High | 112-235 | 112-250 | 0-015 | 0.0% | 112-250 |  
                        | Low | 111-140 | 111-160 | 0-020 | 0.1% | 111-140 |  
                        | Close | 112-095 | 111-295 | -0-120 | -0.3% | 111-295 |  
                        | Range | 1-095 | 1-090 | -0-005 | -1.2% | 1-110 |  
                        | ATR | 1-090 | 1-090 | 0-000 | 0.0% | 0-000 |  
                        | Volume | 594,258 | 702,897 | 108,639 | 18.3% | 1,984,982 |  | 
    
| 
        
            | Daily Pivots for day following 17-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-292 | 115-063 | 112-200 |  |  
                | R3 | 114-202 | 113-293 | 112-088 |  |  
                | R2 | 113-112 | 113-112 | 112-050 |  |  
                | R1 | 112-203 | 112-203 | 112-013 | 112-112 |  
                | PP | 112-022 | 112-022 | 112-022 | 111-296 |  
                | S1 | 111-113 | 111-113 | 111-257 | 111-022 |  
                | S2 | 110-252 | 110-252 | 111-220 |  |  
                | S3 | 109-162 | 110-023 | 111-182 |  |  
                | S4 | 108-072 | 108-253 | 111-070 |  |  | 
        
            | Weekly Pivots for week ending 17-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 116-025 | 115-110 | 112-212 |  |  
                | R3 | 114-235 | 114-000 | 112-093 |  |  
                | R2 | 113-125 | 113-125 | 112-054 |  |  
                | R1 | 112-210 | 112-210 | 112-014 | 112-112 |  
                | PP | 112-015 | 112-015 | 112-015 | 111-286 |  
                | S1 | 111-100 | 111-100 | 111-256 | 111-002 |  
                | S2 | 110-225 | 110-225 | 111-216 |  |  
                | S3 | 109-115 | 109-310 | 111-177 |  |  
                | S4 | 108-005 | 108-200 | 111-058 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 113-185 | 111-140 | 2-045 | 1.9% | 0-268 | 0.7% | 23% | False | False | 555,578 |  
                | 10 | 118-280 | 111-140 | 7-140 | 6.6% | 1-090 | 1.1% | 7% | False | False | 748,303 |  
                | 20 | 118-280 | 111-140 | 7-140 | 6.6% | 1-036 | 1.0% | 7% | False | False | 816,560 |  
                | 40 | 119-085 | 111-140 | 7-265 | 7.0% | 0-288 | 0.8% | 6% | False | False | 849,673 |  
                | 60 | 119-085 | 111-140 | 7-265 | 7.0% | 0-202 | 0.6% | 6% | False | False | 571,121 |  
                | 80 | 119-085 | 111-140 | 7-265 | 7.0% | 0-161 | 0.5% | 6% | False | False | 428,479 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 118-072 |  
            | 2.618 | 116-043 |  
            | 1.618 | 114-273 |  
            | 1.000 | 114-020 |  
            | 0.618 | 113-183 |  
            | HIGH | 112-250 |  
            | 0.618 | 112-093 |  
            | 0.500 | 112-045 |  
            | 0.382 | 111-317 |  
            | LOW | 111-160 |  
            | 0.618 | 110-227 |  
            | 1.000 | 110-070 |  
            | 1.618 | 109-137 |  
            | 2.618 | 108-047 |  
            | 4.250 | 106-018 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Oct-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 112-045 | 112-035 |  
                                | PP | 112-022 | 112-015 |  
                                | S1 | 111-318 | 111-315 |  |