CBOT 10-Year T-Note Future September 2008

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Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary Previous Current 19-May-2008 20-May-2008 Change Change % Previous Week Open 113-300 113-310 0-010 0.0% 114-170 High 114-010 113-310 -0-020 -0.1% 115-000 Low 113-250 113-310 0-060 0.2% 113-030 Close 114-000 114-190 0-190 0.5% 113-280 Range 0-080 0-000 -0-080 -100.0% 1-290 ATR 0-000 0-138 0-138 0-000 Volume 38,386 64,178 25,792 67.2% 176,260
Daily Pivots for day following 20-May-2008 Classic Woodie Camarilla DeMark R4 114-057 114-123 114-190 R3 114-057 114-123 114-190 R2 114-057 114-057 114-190 R1 114-123 114-123 114-190 114-090 PP 114-057 114-057 114-057 114-040 S1 114-123 114-123 114-190 114-090 S2 114-057 114-057 114-190 S3 114-057 114-123 114-190 S4 114-057 114-123 114-190	Weekly Pivots for week ending 16-May-2008 Classic Woodie Camarilla DeMark R4 119-227 118-223 114-296 R3 117-257 116-253 114-128 R2 115-287 115-287 114-072 R1 114-283 114-283 114-016 114-140 PP 113-317 113-317 113-317 113-245 S1 112-313 112-313 113-224 112-170 S2 112-027 112-027 113-168 S3 110-057 111-023 113-112 S4 108-087 109-053 112-264
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 114-010 113-030 0-300 0.8% 0-088 0.2% 160% False False 51,240 10 115-000 113-030 1-290 1.7% 0-109 0.3% 79% False False 33,572
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 113-310 2.618 113-310 1.618 113-310 1.000 113-310 0.618 113-310 HIGH 113-310 0.618 113-310 0.500 113-310 0.382 113-310 LOW 113-310 0.618 113-310 1.000 113-310 1.618 113-310 2.618 113-310 4.250 113-310
Fisher Pivots for day following 20-May-2008 Pivot 1 day 3 day R1 114-123 114-117 PP 114-057 114-043 S1 113-310 113-290

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