CBOT 10-Year T-Note Future September 2008

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Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary Previous Current 28-May-2008 29-May-2008 Change Change % Previous Week Open 113-050 112-040 -1-010 -0.9% 113-300 High 113-060 112-050 -1-010 -0.9% 114-100 Low 112-190 111-230 -0-280 -0.8% 113-090 Close 112-210 112-050 -0-160 -0.4% 114-030 Range 0-190 0-140 -0-050 -26.3% 1-010 ATR 0-168 0-177 0-009 5.6% 0-000 Volume 540,234 820,167 279,933 51.8% 522,300
Daily Pivots for day following 29-May-2008 Classic Woodie Camarilla DeMark R4 113-103 113-057 112-127 R3 112-283 112-237 112-088 R2 112-143 112-143 112-076 R1 112-097 112-097 112-063 112-120 PP 112-003 112-003 112-003 112-015 S1 111-277 111-277 112-037 111-300 S2 111-183 111-183 112-024 S3 111-043 111-137 112-012 S4 110-223 110-317 111-293	Weekly Pivots for week ending 23-May-2008 Classic Woodie Camarilla DeMark R4 116-317 116-183 114-212 R3 115-307 115-173 114-121 R2 114-297 114-297 114-090 R1 114-163 114-163 114-060 114-230 PP 113-287 113-287 113-287 114-000 S1 113-153 113-153 114-000 113-220 S2 112-277 112-277 113-290 S3 111-267 112-143 113-259 S4 110-257 111-133 113-168
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 114-030 111-230 2-120 2.1% 0-104 0.3% 18% False True 367,350 10 114-100 111-230 2-190 2.3% 0-077 0.2% 17% False True 219,182
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 0-005 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 114-005 2.618 113-097 1.618 112-277 1.000 112-190 0.618 112-137 HIGH 112-050 0.618 111-317 0.500 111-300 0.382 111-283 LOW 111-230 0.618 111-143 1.000 111-090 1.618 111-003 2.618 110-183 4.250 109-275
Fisher Pivots for day following 29-May-2008 Pivot 1 day 3 day R1 112-027 112-175 PP 112-003 112-133 S1 111-300 112-092

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