CBOT 10-Year T-Note Future June 2008

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Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary Previous Current 13-Dec-2007 14-Dec-2007 Change Change % Previous Week Open 111-215 111-055 -0-160 -0.4% 111-240 High 111-215 111-080 -0-135 -0.4% 112-315 Low 111-215 111-055 -0-160 -0.4% 111-055 Close 111-215 111-075 -0-140 -0.4% 111-075 Range 0-000 0-025 0-025 1-260 ATR 0-146 0-147 0-001 0.7% 0-000 Volume 97,529 99,448 1,919 2.0% 615,137
Daily Pivots for day following 14-Dec-2007 Classic Woodie Camarilla DeMark R4 111-145 111-135 111-089 R3 111-120 111-110 111-082 R2 111-095 111-095 111-080 R1 111-085 111-085 111-077 111-090 PP 111-070 111-070 111-070 111-072 S1 111-060 111-060 111-073 111-065 S2 111-045 111-045 111-070 S3 111-020 111-035 111-068 S4 110-315 111-010 111-061	Weekly Pivots for week ending 14-Dec-2007 Classic Woodie Camarilla DeMark R4 117-075 116-015 112-074 R3 115-135 114-075 111-234 R2 113-195 113-195 111-181 R1 112-135 112-135 111-128 112-035 PP 111-255 111-255 111-255 111-205 S1 110-195 110-195 111-022 110-095 S2 109-315 109-315 110-289 S3 108-055 108-255 110-236 S4 106-115 106-315 110-076
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112-315 111-055 1-260 1.6% 0-005 0.0% 3% False True 123,027 10 113-100 111-055 2-045 1.9% 0-004 0.0% 3% False True 163,148 20 113-100 111-055 2-045 1.9% 0-002 0.0% 3% False True 185,241
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-000 Widest range in 21 trading days	Fibonacci Retracements and Extensions 4.250 111-186 2.618 111-145 1.618 111-120 1.000 111-105 0.618 111-095 HIGH 111-080 0.618 111-070 0.500 111-068 0.382 111-065 LOW 111-055 0.618 111-040 1.000 111-030 1.618 111-015 2.618 110-310 4.250 110-269
Fisher Pivots for day following 14-Dec-2007 Pivot 1 day 3 day R1 111-072 111-230 PP 111-070 111-178 S1 111-068 111-127

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