ECBOT 10 Year T-Note Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Mar-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Mar-2009 | 09-Mar-2009 | Change | Change % | Previous Week |  
                        | Open | 123-120 | 123-040 | -0-080 | -0.2% | 121-295 |  
                        | High | 124-020 | 123-140 | -0-200 | -0.5% | 124-020 |  
                        | Low | 123-020 | 122-195 | -0-145 | -0.4% | 121-240 |  
                        | Close | 123-145 | 123-055 | -0-090 | -0.2% | 123-145 |  
                        | Range | 1-000 | 0-265 | -0-055 | -17.2% | 2-100 |  
                        | ATR | 1-100 | 1-089 | -0-011 | -2.5% | 0-000 |  
                        | Volume | 50,719 | 41,438 | -9,281 | -18.3% | 595,107 |  | 
    
| 
        
            | Daily Pivots for day following 09-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 125-178 | 125-062 | 123-201 |  |  
                | R3 | 124-233 | 124-117 | 123-128 |  |  
                | R2 | 123-288 | 123-288 | 123-104 |  |  
                | R1 | 123-172 | 123-172 | 123-079 | 123-230 |  
                | PP | 123-023 | 123-023 | 123-023 | 123-052 |  
                | S1 | 122-227 | 122-227 | 123-031 | 122-285 |  
                | S2 | 122-078 | 122-078 | 123-006 |  |  
                | S3 | 121-133 | 121-282 | 122-302 |  |  
                | S4 | 120-188 | 121-017 | 122-229 |  |  | 
        
            | Weekly Pivots for week ending 06-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 130-008 | 129-017 | 124-232 |  |  
                | R3 | 127-228 | 126-237 | 124-028 |  |  
                | R2 | 125-128 | 125-128 | 123-281 |  |  
                | R1 | 124-137 | 124-137 | 123-213 | 124-292 |  
                | PP | 123-028 | 123-028 | 123-028 | 123-106 |  
                | S1 | 122-037 | 122-037 | 123-077 | 122-192 |  
                | S2 | 120-248 | 120-248 | 123-009 |  |  
                | S3 | 118-148 | 119-257 | 122-262 |  |  
                | S4 | 116-048 | 117-157 | 122-058 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 124-020 | 121-240 | 2-100 | 1.9% | 1-052 | 0.9% | 61% | False | False | 70,096 |  
                | 10 | 124-020 | 121-025 | 2-315 | 2.4% | 1-063 | 1.0% | 70% | False | False | 411,651 |  
                | 20 | 124-250 | 121-025 | 3-225 | 3.0% | 1-082 | 1.0% | 57% | False | False | 529,916 |  
                | 40 | 127-165 | 121-025 | 6-140 | 5.2% | 1-088 | 1.0% | 33% | False | False | 522,371 |  
                | 60 | 128-225 | 121-025 | 7-200 | 6.2% | 1-112 | 1.1% | 27% | False | False | 442,535 |  
                | 80 | 128-225 | 113-140 | 15-085 | 12.4% | 1-120 | 1.1% | 64% | False | False | 400,228 |  
                | 100 | 128-225 | 109-250 | 18-295 | 15.4% | 1-106 | 1.1% | 71% | False | False | 320,500 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 126-306 |  
            | 2.618 | 125-194 |  
            | 1.618 | 124-249 |  
            | 1.000 | 124-085 |  
            | 0.618 | 123-304 |  
            | HIGH | 123-140 |  
            | 0.618 | 123-039 |  
            | 0.500 | 123-008 |  
            | 0.382 | 122-296 |  
            | LOW | 122-195 |  
            | 0.618 | 122-031 |  
            | 1.000 | 121-250 |  
            | 1.618 | 121-086 |  
            | 2.618 | 120-141 |  
            | 4.250 | 119-029 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Mar-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-039 | 123-037 |  
                                | PP | 123-023 | 123-018 |  
                                | S1 | 123-008 | 123-000 |  |