CBOT 10-Year T-Note Future June 2008

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Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary Previous Current 30-Nov-2007 03-Dec-2007 Change Change % Previous Week Open 112-185 113-090 0-225 0.6% 113-095 High 112-185 113-090 0-225 0.6% 113-095 Low 112-185 113-080 0-215 0.6% 112-030 Close 112-185 113-085 0-220 0.6% 112-185 Range 0-000 0-010 0-010 1-065 ATR Volume 639,855 278,256 -361,599 -56.5% 1,627,894
Daily Pivots for day following 03-Dec-2007 Classic Woodie Camarilla DeMark R4 113-115 113-110 113-090 R3 113-105 113-100 113-088 R2 113-095 113-095 113-087 R1 113-090 113-090 113-086 113-088 PP 113-085 113-085 113-085 113-084 S1 113-080 113-080 113-084 113-078 S2 113-075 113-075 113-083 S3 113-065 113-070 113-082 S4 113-055 113-060 113-080	Weekly Pivots for week ending 30-Nov-2007 Classic Woodie Camarilla DeMark R4 116-085 115-200 113-077 R3 115-020 114-135 112-291 R2 113-275 113-275 112-256 R1 113-070 113-070 112-220 112-300 PP 112-210 112-210 112-210 112-165 S1 112-005 112-005 112-150 111-235 S2 111-145 111-145 112-114 S3 110-080 110-260 112-079 S4 109-015 109-195 111-293
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 113-090 112-030 1-060 1.0% 0-002 0.0% 99% True False 371,990 10 113-095 111-295 1-120 1.2% 0-001 0.0% 98% False False 225,228
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 12 trading days	Fibonacci Retracements and Extensions 4.250 113-132 2.618 113-116 1.618 113-106 1.000 113-100 0.618 113-096 HIGH 113-090 0.618 113-086 0.500 113-085 0.382 113-084 LOW 113-080 0.618 113-074 1.000 113-070 1.618 113-064 2.618 113-054 4.250 113-038
Fisher Pivots for day following 03-Dec-2007 Pivot 1 day 3 day R1 113-085 113-049 PP 113-085 113-013 S1 113-085 112-298

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