CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Nov-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Nov-2008 | 12-Nov-2008 | Change | Change % | Previous Week |  
                        | Open | 114-220 | 115-290 | 1-070 | 1.1% | 113-150 |  
                        | High | 115-210 | 116-275 | 1-065 | 1.0% | 115-250 |  
                        | Low | 114-140 | 111-150 | -2-310 | -2.6% | 113-065 |  
                        | Close | 115-170 | 116-210 | 1-040 | 1.0% | 115-020 |  
                        | Range | 1-070 | 5-125 | 4-055 | 342.3% | 2-185 |  
                        | ATR | 1-038 | 1-135 | 0-098 | 27.3% | 0-000 |  
                        | Volume | 502,575 | 98,536 | -404,039 | -80.4% | 2,387,927 |  | 
    
| 
        
            | Daily Pivots for day following 12-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-053 | 129-097 | 119-199 |  |  
                | R3 | 125-248 | 123-292 | 118-044 |  |  
                | R2 | 120-123 | 120-123 | 117-206 |  |  
                | R1 | 118-167 | 118-167 | 117-048 | 119-145 |  
                | PP | 114-318 | 114-318 | 114-318 | 115-148 |  
                | S1 | 113-042 | 113-042 | 116-052 | 114-020 |  
                | S2 | 109-193 | 109-193 | 115-214 |  |  
                | S3 | 104-068 | 107-237 | 115-056 |  |  
                | S4 | 98-263 | 102-112 | 113-221 |  |  | 
        
            | Weekly Pivots for week ending 07-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-133 | 121-102 | 116-154 |  |  
                | R3 | 119-268 | 118-237 | 115-247 |  |  
                | R2 | 117-083 | 117-083 | 115-171 |  |  
                | R1 | 116-052 | 116-052 | 115-096 | 116-228 |  
                | PP | 114-218 | 114-218 | 114-218 | 114-306 |  
                | S1 | 113-187 | 113-187 | 114-264 | 114-042 |  
                | S2 | 112-033 | 112-033 | 114-189 |  |  
                | S3 | 109-168 | 111-002 | 114-113 |  |  
                | S4 | 106-303 | 108-137 | 113-206 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 116-275 | 111-150 | 5-125 | 4.6% | 1-260 | 1.6% | 96% | True | True | 414,503 |  
                | 10 | 116-275 | 111-150 | 5-125 | 4.6% | 1-139 | 1.2% | 96% | True | True | 464,246 |  
                | 20 | 116-275 | 111-140 | 5-135 | 4.6% | 1-074 | 1.1% | 96% | True | False | 521,869 |  
                | 40 | 119-085 | 111-140 | 7-265 | 6.7% | 1-060 | 1.0% | 67% | False | False | 720,799 |  
                | 60 | 119-085 | 111-140 | 7-265 | 6.7% | 0-307 | 0.8% | 67% | False | False | 710,577 |  
                | 80 | 119-085 | 111-140 | 7-265 | 6.7% | 0-241 | 0.6% | 67% | False | False | 535,320 |  
                | 100 | 119-085 | 110-180 | 8-225 | 7.5% | 0-198 | 0.5% | 70% | False | False | 428,350 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 139-246 |  
            | 2.618 | 130-311 |  
            | 1.618 | 125-186 |  
            | 1.000 | 122-080 |  
            | 0.618 | 120-061 |  
            | HIGH | 116-275 |  
            | 0.618 | 114-256 |  
            | 0.500 | 114-052 |  
            | 0.382 | 113-169 |  
            | LOW | 111-150 |  
            | 0.618 | 108-044 |  
            | 1.000 | 106-025 |  
            | 1.618 | 102-239 |  
            | 2.618 | 97-114 |  
            | 4.250 | 88-179 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Nov-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 115-264 | 115-264 |  
                                | PP | 114-318 | 114-318 |  
                                | S1 | 114-052 | 114-052 |  |