CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Nov-2008 | 01-Dec-2008 | Change | Change % | Previous Week |  
                        | Open | 122-235 | 124-005 | 1-090 | 1.0% | 120-025 |  
                        | High | 123-025 | 125-120 | 2-095 | 1.9% | 123-025 |  
                        | Low | 122-235 | 124-005 | 1-090 | 1.0% | 112-150 |  
                        | Close | 122-285 | 124-265 | 1-300 | 1.6% | 122-285 |  
                        | Range | 0-110 | 1-115 | 1-005 | 295.5% | 10-195 |  
                        | ATR | 1-269 | 1-284 | 0-015 | 2.5% | 0-000 |  
                        | Volume | 588,171 | 124,842 | -463,329 | -78.8% | 2,791,846 |  | 
    
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            | Daily Pivots for day following 01-Dec-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 128-262 | 128-058 | 125-184 |  |  
                | R3 | 127-147 | 126-263 | 125-065 |  |  
                | R2 | 126-032 | 126-032 | 125-025 |  |  
                | R1 | 125-148 | 125-148 | 124-305 | 125-250 |  
                | PP | 124-237 | 124-237 | 124-237 | 124-288 |  
                | S1 | 124-033 | 124-033 | 124-225 | 124-135 |  
                | S2 | 123-122 | 123-122 | 124-185 |  |  
                | S3 | 122-007 | 122-238 | 124-145 |  |  
                | S4 | 120-212 | 121-123 | 124-026 |  |  | 
        
            | 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 | 125-120 | 112-150 | 12-290 | 10.3% | 2-204 | 2.1% | 96% | True | False | 583,337 |  
                | 10 | 125-120 | 112-150 | 12-290 | 10.3% | 1-224 | 1.4% | 96% | True | False | 608,374 |  
                | 20 | 125-120 | 111-150 | 13-290 | 11.1% | 1-183 | 1.3% | 96% | True | False | 535,181 |  
                | 40 | 125-120 | 111-140 | 13-300 | 11.2% | 1-105 | 1.1% | 96% | True | False | 601,280 |  
                | 60 | 125-120 | 111-140 | 13-300 | 11.2% | 1-067 | 1.0% | 96% | True | False | 756,322 |  
                | 80 | 125-120 | 111-140 | 13-300 | 11.2% | 0-312 | 0.8% | 96% | True | False | 624,655 |  
                | 100 | 125-120 | 111-140 | 13-300 | 11.2% | 0-257 | 0.6% | 96% | True | False | 500,571 |  
                | 120 | 125-120 | 109-270 | 15-170 | 12.4% | 0-214 | 0.5% | 96% | True | False | 417,155 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 131-049 |  
            | 2.618 | 128-299 |  
            | 1.618 | 127-184 |  
            | 1.000 | 126-235 |  
            | 0.618 | 126-069 |  
            | HIGH | 125-120 |  
            | 0.618 | 124-274 |  
            | 0.500 | 124-222 |  
            | 0.382 | 124-171 |  
            | LOW | 124-005 |  
            | 0.618 | 123-056 |  
            | 1.000 | 122-210 |  
            | 1.618 | 121-261 |  
            | 2.618 | 120-146 |  
            | 4.250 | 118-076 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Dec-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 124-251 | 122-275 |  
                                | PP | 124-237 | 120-285 |  
                                | S1 | 124-222 | 118-295 |  |