CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Nov-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Nov-2008 | 18-Nov-2008 | Change | Change % | Previous Week |  
                        | Open | 117-110 | 117-260 | 0-150 | 0.4% | 114-220 |  
                        | High | 117-200 | 118-190 | 0-310 | 0.8% | 117-150 |  
                        | Low | 117-050 | 117-245 | 0-195 | 0.5% | 111-150 |  
                        | Close | 117-145 | 118-150 | 1-005 | 0.9% | 116-295 |  
                        | Range | 0-150 | 0-265 | 0-115 | 76.7% | 6-000 |  
                        | ATR | 1-097 | 1-094 | -0-004 | -0.9% | 0-000 |  
                        | Volume | 491,581 | 391,834 | -99,747 | -20.3% | 1,740,869 |  | 
    
| 
        
            | Daily Pivots for day following 18-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-243 | 120-142 | 118-296 |  |  
                | R3 | 119-298 | 119-197 | 118-223 |  |  
                | R2 | 119-033 | 119-033 | 118-199 |  |  
                | R1 | 118-252 | 118-252 | 118-174 | 118-302 |  
                | PP | 118-088 | 118-088 | 118-088 | 118-114 |  
                | S1 | 117-307 | 117-307 | 118-126 | 118-038 |  
                | S2 | 117-143 | 117-143 | 118-101 |  |  
                | S3 | 116-198 | 117-042 | 118-077 |  |  
                | S4 | 115-253 | 116-097 | 118-004 |  |  | 
        
            | Weekly Pivots for week ending 14-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-092 | 131-033 | 120-071 |  |  
                | R3 | 127-092 | 125-033 | 118-183 |  |  
                | R2 | 121-092 | 121-092 | 118-007 |  |  
                | R1 | 119-033 | 119-033 | 117-151 | 120-062 |  
                | PP | 115-092 | 115-092 | 115-092 | 115-266 |  
                | S1 | 113-033 | 113-033 | 116-119 | 114-062 |  
                | S2 | 109-092 | 109-092 | 115-263 |  |  
                | S3 | 103-092 | 107-033 | 115-087 |  |  
                | S4 | 97-092 | 101-033 | 113-199 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-190 | 111-150 | 7-040 | 6.0% | 1-206 | 1.4% | 98% | True | False | 424,341 |  
                | 10 | 118-190 | 111-150 | 7-040 | 6.0% | 1-115 | 1.1% | 98% | True | False | 440,844 |  
                | 20 | 118-190 | 111-150 | 7-040 | 6.0% | 1-056 | 1.0% | 98% | True | False | 500,415 |  
                | 40 | 118-280 | 111-140 | 7-140 | 6.3% | 1-041 | 1.0% | 95% | False | False | 644,281 |  
                | 60 | 119-085 | 111-140 | 7-265 | 6.6% | 1-002 | 0.8% | 90% | False | False | 741,525 |  
                | 80 | 119-085 | 111-140 | 7-265 | 6.6% | 0-249 | 0.7% | 90% | False | False | 560,534 |  
                | 100 | 119-085 | 111-140 | 7-265 | 6.6% | 0-207 | 0.5% | 90% | False | False | 448,576 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 122-036 |  
            | 2.618 | 120-244 |  
            | 1.618 | 119-299 |  
            | 1.000 | 119-135 |  
            | 0.618 | 119-034 |  
            | HIGH | 118-190 |  
            | 0.618 | 118-089 |  
            | 0.500 | 118-058 |  
            | 0.382 | 118-026 |  
            | LOW | 117-245 |  
            | 0.618 | 117-081 |  
            | 1.000 | 116-300 |  
            | 1.618 | 116-136 |  
            | 2.618 | 115-191 |  
            | 4.250 | 114-079 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Nov-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-119 | 118-060 |  
                                | PP | 118-088 | 117-290 |  
                                | S1 | 118-058 | 117-200 |  |