CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 30-Jun-2008

Day Change Summary
	Previous	Current
	27-Jun-2008	30-Jun-2008	Change	Change %	Previous Week
Open	113-275	113-240	-0-035	-0.1%	112-085
High	114-050	114-035	-0-015	0.0%	114-050
Low	113-225	113-240	0-015	0.0%	112-055
Close	113-265	113-295	0-030	0.1%	113-265
Range	0-145	0-115	-0-030	-20.7%	1-315
ATR	0-236	0-227	-0-009	-3.7%	0-000
Volume	1,056,912	963,868	-93,044	-8.8%	4,355,163

Daily Pivots for day following 30-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-002	114-263	114-038
R3	114-207	114-148	114-007
R2	114-092	114-092	113-316
R1	114-033	114-033	113-306	114-062
PP	113-297	113-297	113-297	113-311
S1	113-238	113-238	113-284	113-268
S2	113-182	113-182	113-274
S3	113-067	113-123	113-263
S4	112-272	113-008	113-232

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-108	118-182	114-294
R3	117-113	116-187	114-120
R2	115-118	115-118	114-061
R1	114-192	114-192	114-003	114-315
PP	113-123	113-123	113-123	113-185
S1	112-197	112-197	113-207	113-000
S2	111-128	111-128	113-149
S3	109-133	110-202	113-090
S4	107-138	108-207	112-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-050	112-060	1-310	1.7%	0-174	0.5%	88%	False	False	892,364
10	114-050	111-135	2-235	2.4%	0-184	0.5%	91%	False	False	884,497
20	114-140	111-050	3-090	2.9%	0-225	0.6%	84%	False	False	1,045,894
40	115-000	111-050	3-270	3.4%	0-167	0.5%	72%	False	False	631,284

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	115-204
2.618	115-016
1.618	114-221
1.000	114-150
0.618	114-106
HIGH	114-035
0.618	113-311
0.500	113-298
0.382	113-284
LOW	113-240
0.618	113-169
1.000	113-125
1.618	113-054
2.618	112-259
4.250	112-071

Fisher Pivots for day following 30-Jun-2008
Pivot	1 day	3 day
R1	113-298	113-258
PP	113-297	113-222
S1	113-296	113-185

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These figures are updated between 7pm and 10pm EST after a trading day.

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