CBOT 10-Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 21-Jul-2008

Day Change Summary
	Previous	Current
	18-Jul-2008	21-Jul-2008	Change	Change %	Previous Week
Open	113-200	113-180	-0-020	-0.1%	114-055
High	114-060	113-245	-0-135	-0.4%	116-010
Low	113-195	113-130	-0-065	-0.2%	113-195
Close	113-195	113-245	0-050	0.1%	113-195
Range	0-185	0-115	-0-070	-37.8%	2-135
ATR	0-250	0-241	-0-010	-3.9%	0-000
Volume	1,171,065	1,086,041	-85,024	-7.3%	6,162,104

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-232	114-193	113-308
R3	114-117	114-078	113-277
R2	114-002	114-002	113-266
R1	113-283	113-283	113-256	113-302
PP	113-207	113-207	113-207	113-216
S1	113-168	113-168	113-234	113-188
S2	113-092	113-092	113-224
S3	112-297	113-053	113-213
S4	112-182	112-258	113-182

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-218	120-022	114-301
R3	119-083	117-207	114-088
R2	116-268	116-268	114-017
R1	115-072	115-072	113-266	114-262
PP	114-133	114-133	114-133	114-069
S1	112-257	112-257	113-124	112-128
S2	111-318	111-318	113-053
S3	109-183	110-122	112-302
S4	107-048	107-307	112-089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-010	113-130	2-200	2.3%	0-208	0.6%	14%	False	True	1,171,653
10	116-010	113-130	2-200	2.3%	0-237	0.7%	14%	False	True	1,122,222
20	116-010	112-055	3-275	3.4%	0-216	0.6%	41%	False	False	1,027,713
40	116-010	111-050	4-280	4.3%	0-215	0.6%	54%	False	False	996,480

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-020
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	115-094
2.618	114-226
1.618	114-111
1.000	114-040
0.618	113-316
HIGH	113-245
0.618	113-201
0.500	113-188
0.382	113-174
LOW	113-130
0.618	113-059
1.000	113-015
1.618	112-264
2.618	112-149
4.250	111-281

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	113-226	114-022
PP	113-207	113-310
S1	113-188	113-278

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

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