CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jan-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jan-2009 | 
                    20-Jan-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123-090 | 
                        123-000 | 
                        -0-090 | 
                        -0.2% | 
                        123-070 | 
                     
                    
                        | High | 
                        123-090 | 
                        123-000 | 
                        -0-090 | 
                        -0.2% | 
                        123-240 | 
                     
                    
                        | Low | 
                        123-090 | 
                        123-000 | 
                        -0-090 | 
                        -0.2% | 
                        123-000 | 
                     
                    
                        | Close | 
                        123-090 | 
                        123-000 | 
                        -0-090 | 
                        -0.2% | 
                        123-090 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-180 | 
                        0-173 | 
                        -0-006 | 
                        -3.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-000 | 
                123-000 | 
                123-000 | 
                 | 
             
            
                | R3 | 
                123-000 | 
                123-000 | 
                123-000 | 
                 | 
             
            
                | R2 | 
                123-000 | 
                123-000 | 
                123-000 | 
                 | 
             
            
                | R1 | 
                123-000 | 
                123-000 | 
                123-000 | 
                123-000 | 
             
            
                | PP | 
                123-000 | 
                123-000 | 
                123-000 | 
                123-000 | 
             
            
                | S1 | 
                123-000 | 
                123-000 | 
                123-000 | 
                123-000 | 
             
            
                | S2 | 
                123-000 | 
                123-000 | 
                123-000 | 
                 | 
             
            
                | S3 | 
                123-000 | 
                123-000 | 
                123-000 | 
                 | 
             
            
                | S4 | 
                123-000 | 
                123-000 | 
                123-000 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-190 | 
                125-060 | 
                123-222 | 
                 | 
             
            
                | R3 | 
                124-270 | 
                124-140 | 
                123-156 | 
                 | 
             
            
                | R2 | 
                124-030 | 
                124-030 | 
                123-134 | 
                 | 
             
            
                | R1 | 
                123-220 | 
                123-220 | 
                123-112 | 
                123-285 | 
             
            
                | PP | 
                123-110 | 
                123-110 | 
                123-110 | 
                123-142 | 
             
            
                | S1 | 
                122-300 | 
                122-300 | 
                123-068 | 
                123-045 | 
             
            
                | S2 | 
                122-190 | 
                122-190 | 
                123-046 | 
                 | 
             
            
                | S3 | 
                121-270 | 
                122-060 | 
                123-024 | 
                 | 
             
            
                | S4 | 
                121-030 | 
                121-140 | 
                122-278 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123-000 | 
         
        
            | 
2.618             | 
            123-000 | 
         
        
            | 
1.618             | 
            123-000 | 
         
        
            | 
1.000             | 
            123-000 | 
         
        
            | 
0.618             | 
            123-000 | 
         
        
            | 
HIGH             | 
            123-000 | 
         
        
            | 
0.618             | 
            123-000 | 
         
        
            | 
0.500             | 
            123-000 | 
         
        
            | 
0.382             | 
            123-000 | 
         
        
            | 
LOW             | 
            123-000 | 
         
        
            | 
0.618             | 
            123-000 | 
         
        
            | 
1.000             | 
            123-000 | 
         
        
            | 
1.618             | 
            123-000 | 
         
        
            | 
2.618             | 
            123-000 | 
         
        
            | 
4.250             | 
            123-000 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123-000 | 
                                123-120 | 
                             
                            
                                | PP | 
                                123-000 | 
                                123-080 | 
                             
                            
                                | S1 | 
                                123-000 | 
                                123-040 | 
                             
             
         |