CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Nov-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Nov-2008 | 21-Nov-2008 | Change | Change % | Previous Week |  
                        | Open | 119-235 | 120-100 | 0-185 | 0.5% | 117-110 |  
                        | High | 120-270 | 120-180 | -0-090 | -0.2% | 120-270 |  
                        | Low | 119-235 | 120-000 | 0-085 | 0.2% | 117-050 |  
                        | Close | 120-230 | 120-155 | -0-075 | -0.2% | 120-155 |  
                        | Range | 1-035 | 0-180 | -0-175 | -49.3% | 3-220 |  
                        | ATR | 1-094 | 1-081 | -0-013 | -3.2% | 0-000 |  
                        | Volume | 728,414 | 985,951 | 257,537 | 35.4% | 3,167,055 |  | 
    
| 
        
            | Daily Pivots for day following 21-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-012 | 121-263 | 120-254 |  |  
                | R3 | 121-152 | 121-083 | 120-204 |  |  
                | R2 | 120-292 | 120-292 | 120-188 |  |  
                | R1 | 120-223 | 120-223 | 120-172 | 120-258 |  
                | PP | 120-112 | 120-112 | 120-112 | 120-129 |  
                | S1 | 120-043 | 120-043 | 120-138 | 120-078 |  
                | S2 | 119-252 | 119-252 | 120-122 |  |  
                | S3 | 119-072 | 119-183 | 120-106 |  |  
                | S4 | 118-212 | 119-003 | 120-056 |  |  | 
        
            | Weekly Pivots for week ending 21-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 130-178 | 129-067 | 122-164 |  |  
                | R3 | 126-278 | 125-167 | 121-160 |  |  
                | R2 | 123-058 | 123-058 | 121-051 |  |  
                | R1 | 121-267 | 121-267 | 120-263 | 122-162 |  
                | PP | 119-158 | 119-158 | 119-158 | 119-266 |  
                | S1 | 118-047 | 118-047 | 120-047 | 118-262 |  
                | S2 | 115-258 | 115-258 | 119-259 |  |  
                | S3 | 112-038 | 114-147 | 119-150 |  |  
                | S4 | 108-138 | 110-247 | 118-146 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 120-270 | 117-050 | 3-220 | 3.1% | 0-243 | 0.6% | 90% | False | False | 633,411 |  
                | 10 | 120-270 | 111-150 | 9-120 | 7.8% | 1-090 | 1.1% | 96% | False | False | 539,371 |  
                | 20 | 120-270 | 111-150 | 9-120 | 7.8% | 1-044 | 0.9% | 96% | False | False | 532,790 |  
                | 40 | 120-270 | 111-140 | 9-130 | 7.8% | 1-045 | 0.9% | 96% | False | False | 627,805 |  
                | 60 | 120-270 | 111-140 | 9-130 | 7.8% | 1-014 | 0.9% | 96% | False | False | 771,432 |  
                | 80 | 120-270 | 111-140 | 9-130 | 7.8% | 0-259 | 0.7% | 96% | False | False | 588,871 |  
                | 100 | 120-270 | 111-140 | 9-130 | 7.8% | 0-215 | 0.6% | 96% | False | False | 471,411 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 122-305 |  
            | 2.618 | 122-011 |  
            | 1.618 | 121-151 |  
            | 1.000 | 121-040 |  
            | 0.618 | 120-291 |  
            | HIGH | 120-180 |  
            | 0.618 | 120-111 |  
            | 0.500 | 120-090 |  
            | 0.382 | 120-069 |  
            | LOW | 120-000 |  
            | 0.618 | 119-209 |  
            | 1.000 | 119-140 |  
            | 1.618 | 119-029 |  
            | 2.618 | 118-169 |  
            | 4.250 | 117-195 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Nov-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 120-133 | 120-075 |  
                                | PP | 120-112 | 119-315 |  
                                | S1 | 120-090 | 119-235 |  |