CBOT 10-Year T-Note Future June 2008

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Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary Previous Current 14-Dec-2007 17-Dec-2007 Change Change % Previous Week Open 111-055 111-190 0-135 0.4% 111-240 High 111-080 111-190 0-110 0.3% 112-315 Low 111-055 111-190 0-135 0.4% 111-055 Close 111-075 111-190 0-115 0.3% 111-075 Range 0-025 0-000 -0-025 -100.0% 1-260 ATR 0-147 0-144 -0-002 -1.5% 0-000 Volume 99,448 90,018 -9,430 -9.5% 615,137
Daily Pivots for day following 17-Dec-2007 Classic Woodie Camarilla DeMark R4 111-190 111-190 111-190 R3 111-190 111-190 111-190 R2 111-190 111-190 111-190 R1 111-190 111-190 111-190 111-190 PP 111-190 111-190 111-190 111-190 S1 111-190 111-190 111-190 111-190 S2 111-190 111-190 111-190 S3 111-190 111-190 111-190 S4 111-190 111-190 111-190	Weekly Pivots for week ending 14-Dec-2007 Classic Woodie Camarilla DeMark R4 117-075 116-015 112-074 R3 115-135 114-075 111-234 R2 113-195 113-195 111-181 R1 112-135 112-135 111-128 112-035 PP 111-255 111-255 111-255 111-205 S1 110-195 110-195 111-022 110-095 S2 109-315 109-315 110-289 S3 108-055 108-255 110-236 S4 106-115 106-315 110-076
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112-315 111-055 1-260 1.6% 0-005 0.0% 23% False False 106,791 10 113-100 111-055 2-045 1.9% 0-002 0.0% 20% False False 144,324 20 113-100 111-055 2-045 1.9% 0-002 0.0% 20% False False 184,776
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 111-190 2.618 111-190 1.618 111-190 1.000 111-190 0.618 111-190 HIGH 111-190 0.618 111-190 0.500 111-190 0.382 111-190 LOW 111-190 0.618 111-190 1.000 111-190 1.618 111-190 2.618 111-190 4.250 111-190
Fisher Pivots for day following 17-Dec-2007 Pivot 1 day 3 day R1 111-190 111-172 PP 111-190 111-153 S1 111-190 111-135

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