CBOT 10-Year T-Note Future June 2008

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Trading Metrics calculated at close of trading on 31-Dec-2007
Day Change Summary Previous Current 28-Dec-2007 31-Dec-2007 Change Change % Previous Week Open 112-065 112-225 0-160 0.4% 111-115 High 112-065 112-225 0-160 0.4% 112-065 Low 112-065 112-225 0-160 0.4% 110-275 Close 112-065 112-225 0-160 0.4% 112-065 Range ATR 0-162 0-162 0-000 -0.1% 0-000 Volume 23,634 28,516 4,882 20.7% 80,261
Daily Pivots for day following 31-Dec-2007 Classic Woodie Camarilla DeMark R4 112-225 112-225 112-225 R3 112-225 112-225 112-225 R2 112-225 112-225 112-225 R1 112-225 112-225 112-225 112-225 PP 112-225 112-225 112-225 112-225 S1 112-225 112-225 112-225 112-225 S2 112-225 112-225 112-225 S3 112-225 112-225 112-225 S4 112-225 112-225 112-225	Weekly Pivots for week ending 28-Dec-2007 Classic Woodie Camarilla DeMark R4 115-252 115-108 112-302 R3 114-142 113-318 112-183 R2 113-032 113-032 112-144 R1 112-208 112-208 112-104 112-280 PP 111-242 111-242 111-242 111-278 S1 111-098 111-098 112-026 111-170 S2 110-132 110-132 111-306 S3 109-022 109-308 111-267 S4 107-232 108-198 111-148
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112-225 110-275 1-270 1.6% 0-000 0.0% 100% True False 21,755 10 112-255 110-275 1-300 1.7% 0-000 0.0% 95% False False 47,642 20 113-100 110-275 2-145 2.2% 0-002 0.0% 75% False False 105,395
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 4.250 112-225 2.618 112-225 1.618 112-225 1.000 112-225 0.618 112-225 HIGH 112-225 0.618 112-225 0.500 112-225 0.382 112-225 LOW 112-225 0.618 112-225 1.000 112-225 1.618 112-225 2.618 112-225 4.250 112-225
Fisher Pivots for day following 31-Dec-2007 Pivot 1 day 3 day R1 112-225 112-162 PP 112-225 112-098 S1 112-225 112-035

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