CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Dec-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Dec-2008 | 02-Dec-2008 | Change | Change % | Previous Week |  
                        | Open | 124-005 | 125-000 | 0-315 | 0.8% | 120-025 |  
                        | High | 125-120 | 125-160 | 0-040 | 0.1% | 123-025 |  
                        | Low | 124-005 | 124-255 | 0-250 | 0.6% | 112-150 |  
                        | Close | 124-265 | 125-080 | 0-135 | 0.3% | 122-285 |  
                        | Range | 1-115 | 0-225 | -0-210 | -48.3% | 10-195 |  
                        | ATR | 1-284 | 1-257 | -0-027 | -4.5% | 0-000 |  
                        | Volume | 124,842 | 189,416 | 64,574 | 51.7% | 2,791,846 |  | 
    
| 
        
            | Daily Pivots for day following 02-Dec-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 127-093 | 126-312 | 125-204 |  |  
                | R3 | 126-188 | 126-087 | 125-142 |  |  
                | R2 | 125-283 | 125-283 | 125-121 |  |  
                | R1 | 125-182 | 125-182 | 125-101 | 125-232 |  
                | PP | 125-058 | 125-058 | 125-058 | 125-084 |  
                | S1 | 124-277 | 124-277 | 125-059 | 125-008 |  
                | S2 | 124-153 | 124-153 | 125-039 |  |  
                | S3 | 123-248 | 124-052 | 125-018 |  |  
                | S4 | 123-023 | 123-147 | 124-276 |  |  | 
        
            | 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 | 125-160 | 112-150 | 13-010 | 10.4% | 2-204 | 2.1% | 98% | True | False | 485,885 |  
                | 10 | 125-160 | 112-150 | 13-010 | 10.4% | 1-231 | 1.4% | 98% | True | False | 578,157 |  
                | 20 | 125-160 | 111-150 | 14-010 | 11.2% | 1-169 | 1.2% | 98% | True | False | 520,097 |  
                | 40 | 125-160 | 111-140 | 14-020 | 11.2% | 1-108 | 1.1% | 98% | True | False | 586,315 |  
                | 60 | 125-160 | 111-140 | 14-020 | 11.2% | 1-068 | 1.0% | 98% | True | False | 745,191 |  
                | 80 | 125-160 | 111-140 | 14-020 | 11.2% | 0-314 | 0.8% | 98% | True | False | 626,858 |  
                | 100 | 125-160 | 111-140 | 14-020 | 11.2% | 0-259 | 0.6% | 98% | True | False | 502,447 |  
                | 120 | 125-160 | 109-270 | 15-210 | 12.5% | 0-216 | 0.5% | 98% | True | False | 418,733 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 128-156 |  
            | 2.618 | 127-109 |  
            | 1.618 | 126-204 |  
            | 1.000 | 126-065 |  
            | 0.618 | 125-299 |  
            | HIGH | 125-160 |  
            | 0.618 | 125-074 |  
            | 0.500 | 125-048 |  
            | 0.382 | 125-021 |  
            | LOW | 124-255 |  
            | 0.618 | 124-116 |  
            | 1.000 | 124-030 |  
            | 1.618 | 123-211 |  
            | 2.618 | 122-306 |  
            | 4.250 | 121-259 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Dec-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 125-069 | 124-279 |  
                                | PP | 125-058 | 124-158 |  
                                | S1 | 125-048 | 124-038 |  |