CBOT 10-Year T-Note Future June 2008

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Trading Metrics calculated at close of trading on 27-Dec-2007
Day Change Summary Previous Current 26-Dec-2007 27-Dec-2007 Change Change % Previous Week Open 110-275 111-165 0-210 0.6% 111-190 High 110-275 111-165 0-210 0.6% 112-255 Low 110-275 111-165 0-210 0.6% 111-190 Close 110-275 111-165 0-210 0.6% 111-225 Range ATR 0-153 0-157 0-004 2.7% 0-000 Volume 8,789 17,943 9,154 104.2% 367,647
Daily Pivots for day following 27-Dec-2007 Classic Woodie Camarilla DeMark R4 111-165 111-165 111-165 R3 111-165 111-165 111-165 R2 111-165 111-165 111-165 R1 111-165 111-165 111-165 111-165 PP 111-165 111-165 111-165 111-165 S1 111-165 111-165 111-165 111-165 S2 111-165 111-165 111-165 S3 111-165 111-165 111-165 S4 111-165 111-165 111-165	Weekly Pivots for week ending 21-Dec-2007 Classic Woodie Camarilla DeMark R4 115-205 114-280 112-117 R3 114-140 113-215 112-011 R2 113-075 113-075 111-296 R1 112-150 112-150 111-260 112-272 PP 112-010 112-010 112-010 112-071 S1 111-085 111-085 111-190 111-208 S2 110-265 110-265 111-154 S3 109-200 110-020 111-119 S4 108-135 108-275 111-013
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112-255 110-275 1-300 1.7% 0-000 0.0% 34% False False 31,383 10 112-255 110-275 1-300 1.7% 0-002 0.0% 34% False False 62,125 20 113-100 110-275 2-145 2.2% 0-002 0.0% 27% False False 145,219
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 111-165 2.618 111-165 1.618 111-165 1.000 111-165 0.618 111-165 HIGH 111-165 0.618 111-165 0.500 111-165 0.382 111-165 LOW 111-165 0.618 111-165 1.000 111-165 1.618 111-165 2.618 111-165 4.250 111-165
Fisher Pivots for day following 27-Dec-2007 Pivot 1 day 3 day R1 111-165 111-130 PP 111-165 111-095 S1 111-165 111-060

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