CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Nov-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Nov-2008 | 25-Nov-2008 | Change | Change % | Previous Week |  
                        | Open | 120-025 | 120-260 | 0-235 | 0.6% | 117-110 |  
                        | High | 120-030 | 121-170 | 1-140 | 1.2% | 120-270 |  
                        | Low | 119-125 | 120-240 | 1-115 | 1.1% | 117-050 |  
                        | Close | 119-125 | 121-055 | 1-250 | 1.5% | 120-155 |  
                        | Range | 0-225 | 0-250 | 0-025 | 11.1% | 3-220 |  
                        | ATR | 1-077 | 1-098 | 0-021 | 5.2% | 0-000 |  
                        | Volume | 676,678 | 605,288 | -71,390 | -10.6% | 3,167,055 |  | 
    
| 
        
            | Daily Pivots for day following 25-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 123-158 | 123-037 | 121-192 |  |  
                | R3 | 122-228 | 122-107 | 121-124 |  |  
                | R2 | 121-298 | 121-298 | 121-101 |  |  
                | R1 | 121-177 | 121-177 | 121-078 | 121-238 |  
                | PP | 121-048 | 121-048 | 121-048 | 121-079 |  
                | S1 | 120-247 | 120-247 | 121-032 | 120-308 |  
                | S2 | 120-118 | 120-118 | 121-009 |  |  
                | S3 | 119-188 | 119-317 | 120-306 |  |  
                | S4 | 118-258 | 119-067 | 120-238 |  |  | 
        
            | 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 | 121-170 | 118-200 | 2-290 | 2.4% | 0-255 | 0.7% | 88% | True | False | 713,121 |  
                | 10 | 121-170 | 111-150 | 10-020 | 8.3% | 1-070 | 1.0% | 96% | True | False | 568,731 |  
                | 20 | 121-170 | 111-150 | 10-020 | 8.3% | 1-033 | 0.9% | 96% | True | False | 534,219 |  
                | 40 | 121-170 | 111-140 | 10-030 | 8.3% | 1-049 | 1.0% | 96% | True | False | 619,631 |  
                | 60 | 121-170 | 111-140 | 10-030 | 8.3% | 1-017 | 0.9% | 96% | True | False | 773,089 |  
                | 80 | 121-170 | 111-140 | 10-030 | 8.3% | 0-265 | 0.7% | 96% | True | False | 604,820 |  
                | 100 | 121-170 | 111-140 | 10-030 | 8.3% | 0-220 | 0.6% | 96% | True | False | 484,231 |  
                | 120 | 121-170 | 109-270 | 11-220 | 9.6% | 0-183 | 0.5% | 97% | True | False | 403,577 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 124-272 |  
            | 2.618 | 123-184 |  
            | 1.618 | 122-254 |  
            | 1.000 | 122-100 |  
            | 0.618 | 122-004 |  
            | HIGH | 121-170 |  
            | 0.618 | 121-074 |  
            | 0.500 | 121-045 |  
            | 0.382 | 121-016 |  
            | LOW | 120-240 |  
            | 0.618 | 120-086 |  
            | 1.000 | 119-310 |  
            | 1.618 | 119-156 |  
            | 2.618 | 118-226 |  
            | 4.250 | 117-138 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Nov-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 121-052 | 120-299 |  
                                | PP | 121-048 | 120-223 |  
                                | S1 | 121-045 | 120-148 |  |