ECBOT 10 Year T-Note Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Oct-2008 | 
                    29-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-200 | 
                        112-110 | 
                        -1-090 | 
                        -1.1% | 
                        110-100 | 
                     
                    
                        | High | 
                        113-200 | 
                        113-060 | 
                        -0-140 | 
                        -0.4% | 
                        114-150 | 
                     
                    
                        | Low | 
                        112-090 | 
                        112-000 | 
                        -0-090 | 
                        -0.3% | 
                        110-020 | 
                     
                    
                        | Close | 
                        112-140 | 
                        112-040 | 
                        -0-100 | 
                        -0.3% | 
                        113-060 | 
                     
                    
                        | Range | 
                        1-110 | 
                        1-060 | 
                        -0-050 | 
                        -11.6% | 
                        4-130 | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        121 | 
                        224 | 
                        103 | 
                        85.1% | 
                        1,494 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-000 | 
                115-080 | 
                112-249 | 
                 | 
             
            
                | R3 | 
                114-260 | 
                114-020 | 
                112-144 | 
                 | 
             
            
                | R2 | 
                113-200 | 
                113-200 | 
                112-110 | 
                 | 
             
            
                | R1 | 
                112-280 | 
                112-280 | 
                112-075 | 
                112-210 | 
             
            
                | PP | 
                112-140 | 
                112-140 | 
                112-140 | 
                112-105 | 
             
            
                | S1 | 
                111-220 | 
                111-220 | 
                112-005 | 
                111-150 | 
             
            
                | S2 | 
                111-080 | 
                111-080 | 
                111-290 | 
                 | 
             
            
                | S3 | 
                110-020 | 
                110-160 | 
                111-256 | 
                 | 
             
            
                | S4 | 
                108-280 | 
                109-100 | 
                111-151 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-253 | 
                123-287 | 
                115-196 | 
                 | 
             
            
                | R3 | 
                121-123 | 
                119-157 | 
                114-128 | 
                 | 
             
            
                | R2 | 
                116-313 | 
                116-313 | 
                113-318 | 
                 | 
             
            
                | R1 | 
                115-027 | 
                115-027 | 
                113-189 | 
                116-010 | 
             
            
                | PP | 
                112-183 | 
                112-183 | 
                112-183 | 
                113-015 | 
             
            
                | S1 | 
                110-217 | 
                110-217 | 
                112-251 | 
                111-200 | 
             
            
                | S2 | 
                108-053 | 
                108-053 | 
                112-122 | 
                 | 
             
            
                | S3 | 
                103-243 | 
                106-087 | 
                111-312 | 
                 | 
             
            
                | S4 | 
                99-113 | 
                101-277 | 
                110-244 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118-075 | 
         
        
            | 
2.618             | 
            116-095 | 
         
        
            | 
1.618             | 
            115-035 | 
         
        
            | 
1.000             | 
            114-120 | 
         
        
            | 
0.618             | 
            113-295 | 
         
        
            | 
HIGH             | 
            113-060 | 
         
        
            | 
0.618             | 
            112-235 | 
         
        
            | 
0.500             | 
            112-190 | 
         
        
            | 
0.382             | 
            112-145 | 
         
        
            | 
LOW             | 
            112-000 | 
         
        
            | 
0.618             | 
            111-085 | 
         
        
            | 
1.000             | 
            110-260 | 
         
        
            | 
1.618             | 
            110-025 | 
         
        
            | 
2.618             | 
            108-285 | 
         
        
            | 
4.250             | 
            106-305 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112-190 | 
                                112-290 | 
                             
                            
                                | PP | 
                                112-140 | 
                                112-207 | 
                             
                            
                                | S1 | 
                                112-090 | 
                                112-123 | 
                             
             
         |