CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Nov-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Nov-2008 | 24-Nov-2008 | Change | Change % | Previous Week |  
                        | Open | 120-100 | 120-025 | -0-075 | -0.2% | 117-110 |  
                        | High | 120-180 | 120-030 | -0-150 | -0.4% | 120-270 |  
                        | Low | 120-000 | 119-125 | -0-195 | -0.5% | 117-050 |  
                        | Close | 120-155 | 119-125 | -1-030 | -0.9% | 120-155 |  
                        | Range | 0-180 | 0-225 | 0-045 | 25.0% | 3-220 |  
                        | ATR | 1-081 | 1-077 | -0-004 | -0.9% | 0-000 |  
                        | Volume | 985,951 | 676,678 | -309,273 | -31.4% | 3,167,055 |  | 
    
| 
        
            | Daily Pivots for day following 24-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-235 | 121-085 | 119-249 |  |  
                | R3 | 121-010 | 120-180 | 119-187 |  |  
                | R2 | 120-105 | 120-105 | 119-166 |  |  
                | R1 | 119-275 | 119-275 | 119-146 | 119-238 |  
                | PP | 119-200 | 119-200 | 119-200 | 119-181 |  
                | S1 | 119-050 | 119-050 | 119-104 | 119-012 |  
                | S2 | 118-295 | 118-295 | 119-084 |  |  
                | S3 | 118-070 | 118-145 | 119-063 |  |  
                | S4 | 117-165 | 117-240 | 119-001 |  |  | 
        
            | 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 | 117-245 | 3-025 | 2.6% | 0-258 | 0.7% | 53% | False | False | 670,430 |  
                | 10 | 120-270 | 111-150 | 9-120 | 7.9% | 1-084 | 1.1% | 85% | False | False | 558,460 |  
                | 20 | 120-270 | 111-150 | 9-120 | 7.9% | 1-033 | 0.9% | 85% | False | False | 533,236 |  
                | 40 | 120-270 | 111-140 | 9-130 | 7.9% | 1-045 | 1.0% | 85% | False | False | 626,269 |  
                | 60 | 120-270 | 111-140 | 9-130 | 7.9% | 1-015 | 0.9% | 85% | False | False | 774,827 |  
                | 80 | 120-270 | 111-140 | 9-130 | 7.9% | 0-262 | 0.7% | 85% | False | False | 597,283 |  
                | 100 | 120-270 | 111-140 | 9-130 | 7.9% | 0-217 | 0.6% | 85% | False | False | 478,178 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 123-026 |  
            | 2.618 | 121-299 |  
            | 1.618 | 121-074 |  
            | 1.000 | 120-255 |  
            | 0.618 | 120-169 |  
            | HIGH | 120-030 |  
            | 0.618 | 119-264 |  
            | 0.500 | 119-238 |  
            | 0.382 | 119-211 |  
            | LOW | 119-125 |  
            | 0.618 | 118-306 |  
            | 1.000 | 118-220 |  
            | 1.618 | 118-081 |  
            | 2.618 | 117-176 |  
            | 4.250 | 116-129 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Nov-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-238 | 120-038 |  
                                | PP | 119-200 | 119-280 |  
                                | S1 | 119-162 | 119-202 |  |