CBOT 10-Year T-Note Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Dec-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Dec-2008 | 03-Dec-2008 | Change | Change % | Previous Week |  
                        | Open | 125-000 | 125-020 | 0-020 | 0.1% | 120-025 |  
                        | High | 125-160 | 125-305 | 0-145 | 0.4% | 123-025 |  
                        | Low | 124-255 | 125-020 | 0-085 | 0.2% | 112-150 |  
                        | Close | 125-080 | 125-305 | 0-225 | 0.6% | 122-285 |  
                        | Range | 0-225 | 0-285 | 0-060 | 26.7% | 10-195 |  
                        | ATR | 1-257 | 1-236 | -0-021 | -3.6% | 0-000 |  
                        | Volume | 189,416 | 103,652 | -85,764 | -45.3% | 2,791,846 |  | 
    
| 
        
            | Daily Pivots for day following 03-Dec-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 128-105 | 128-010 | 126-142 |  |  
                | R3 | 127-140 | 127-045 | 126-063 |  |  
                | R2 | 126-175 | 126-175 | 126-037 |  |  
                | R1 | 126-080 | 126-080 | 126-011 | 126-128 |  
                | PP | 125-210 | 125-210 | 125-210 | 125-234 |  
                | S1 | 125-115 | 125-115 | 125-279 | 125-162 |  
                | S2 | 124-245 | 124-245 | 125-253 |  |  
                | S3 | 123-280 | 124-150 | 125-227 |  |  
                | S4 | 122-315 | 123-185 | 125-148 |  |  | 
        
            | 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 | 125-305 | 112-150 | 13-155 | 10.7% | 2-211 | 2.1% | 100% | True | False | 385,558 |  
                | 10 | 125-305 | 112-150 | 13-155 | 10.7% | 1-233 | 1.4% | 100% | True | False | 549,339 |  
                | 20 | 125-305 | 111-150 | 14-155 | 11.5% | 1-174 | 1.2% | 100% | True | False | 495,092 |  
                | 40 | 125-305 | 111-140 | 14-165 | 11.5% | 1-105 | 1.1% | 100% | True | False | 570,755 |  
                | 60 | 125-305 | 111-140 | 14-165 | 11.5% | 1-067 | 1.0% | 100% | True | False | 732,809 |  
                | 80 | 125-305 | 111-140 | 14-165 | 11.5% | 0-313 | 0.8% | 100% | True | False | 627,997 |  
                | 100 | 125-305 | 111-140 | 14-165 | 11.5% | 0-262 | 0.7% | 100% | True | False | 503,480 |  
                | 120 | 125-305 | 109-270 | 16-035 | 12.8% | 0-219 | 0.5% | 100% | True | False | 419,597 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 129-236 |  
            | 2.618 | 128-091 |  
            | 1.618 | 127-126 |  
            | 1.000 | 126-270 |  
            | 0.618 | 126-161 |  
            | HIGH | 125-305 |  
            | 0.618 | 125-196 |  
            | 0.500 | 125-162 |  
            | 0.382 | 125-129 |  
            | LOW | 125-020 |  
            | 0.618 | 124-164 |  
            | 1.000 | 124-055 |  
            | 1.618 | 123-199 |  
            | 2.618 | 122-234 |  
            | 4.250 | 121-089 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Dec-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 125-258 | 125-202 |  
                                | PP | 125-210 | 125-098 |  
                                | S1 | 125-162 | 124-315 |  |