  This paper concerns the almost sure time dependent local extinction behavior
for super-coalescing Brownian motion $X$ with $(1+\beta)$-stable branching and
Lebesgue initial measure on $\bR$. We first give a representation of $X$ using
excursions of a continuous state branching process and Arratia's coalescing
Brownian flow. For any nonnegative, nondecreasing and right continuous function
$g$, put
  \tau:=\sup \{t\geq 0: X_t([-g(t),g(t)])>0 \}. We prove that
$\bP\{\tau=\infty\}=0$ or 1 according as the integral $\int_1^\infty
g(t)t^{-1-1/\beta} dt$ is finite or infinite.
