CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Nov-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Nov-2008 | 28-Nov-2008 | Change | Change % | Previous Week |  
                        | Open | 121-230 | 122-235 | 1-005 | 0.8% | 120-025 |  
                        | High | 122-150 | 123-025 | 0-195 | 0.5% | 123-025 |  
                        | Low | 112-150 | 122-235 | 10-085 | 9.1% | 112-150 |  
                        | Close | 122-115 | 122-285 | 0-170 | 0.4% | 122-285 |  
                        | Range | 10-000 | 0-110 | -9-210 | -96.6% | 10-195 |  
                        | ATR | 1-297 | 1-269 | -0-028 | -4.5% | 0-000 |  
                        | Volume | 921,709 | 588,171 | -333,538 | -36.2% | 2,791,846 |  | 
    
| 
        
            | Daily Pivots for day following 28-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 123-298 | 123-242 | 123-026 |  |  
                | R3 | 123-188 | 123-132 | 122-315 |  |  
                | R2 | 123-078 | 123-078 | 122-305 |  |  
                | R1 | 123-022 | 123-022 | 122-295 | 123-050 |  
                | PP | 122-288 | 122-288 | 122-288 | 122-302 |  
                | S1 | 122-232 | 122-232 | 122-275 | 122-260 |  
                | S2 | 122-178 | 122-178 | 122-265 |  |  
                | S3 | 122-068 | 122-122 | 122-255 |  |  
                | S4 | 121-278 | 122-012 | 122-224 |  |  | 
        
            | Weekly Pivots for week ending 28-Nov-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 151-098 | 147-227 | 128-232 |  |  
                | R3 | 140-223 | 137-032 | 125-259 |  |  
                | R2 | 130-028 | 130-028 | 124-267 |  |  
                | R1 | 126-157 | 126-157 | 123-276 | 128-092 |  
                | PP | 119-153 | 119-153 | 119-153 | 120-121 |  
                | S1 | 115-282 | 115-282 | 121-294 | 117-218 |  
                | S2 | 108-278 | 108-278 | 120-303 |  |  
                | S3 | 98-083 | 105-087 | 119-311 |  |  
                | S4 | 87-208 | 94-212 | 117-018 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 123-025 | 112-150 | 10-195 | 8.6% | 2-153 | 2.0% | 98% | True | False | 755,559 |  
                | 10 | 123-025 | 112-150 | 10-195 | 8.6% | 1-206 | 1.3% | 98% | True | False | 660,314 |  
                | 20 | 123-025 | 111-150 | 11-195 | 9.4% | 1-169 | 1.2% | 98% | True | False | 556,751 |  
                | 40 | 123-025 | 111-140 | 11-205 | 9.5% | 1-103 | 1.1% | 98% | True | False | 618,270 |  
                | 60 | 123-025 | 111-140 | 11-205 | 9.5% | 1-062 | 1.0% | 98% | True | False | 773,769 |  
                | 80 | 123-025 | 111-140 | 11-205 | 9.5% | 0-306 | 0.8% | 98% | True | False | 623,412 |  
                | 100 | 123-025 | 111-140 | 11-205 | 9.5% | 0-253 | 0.6% | 98% | True | False | 499,324 |  
                | 120 | 123-025 | 109-270 | 13-075 | 10.8% | 0-211 | 0.5% | 99% | True | False | 416,117 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 124-172 |  
            | 2.618 | 123-313 |  
            | 1.618 | 123-203 |  
            | 1.000 | 123-135 |  
            | 0.618 | 123-093 |  
            | HIGH | 123-025 |  
            | 0.618 | 122-303 |  
            | 0.500 | 122-290 |  
            | 0.382 | 122-277 |  
            | LOW | 122-235 |  
            | 0.618 | 122-167 |  
            | 1.000 | 122-125 |  
            | 1.618 | 122-057 |  
            | 2.618 | 121-267 |  
            | 4.250 | 121-088 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Nov-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 122-290 | 121-059 |  
                                | PP | 122-288 | 119-153 |  
                                | S1 | 122-287 | 117-248 |  |