CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2009 | 
                    05-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-020 | 
                        119-100 | 
                        0-080 | 
                        0.2% | 
                        120-220 | 
                     
                    
                        | High | 
                        119-020 | 
                        119-100 | 
                        0-080 | 
                        0.2% | 
                        121-240 | 
                     
                    
                        | Low | 
                        119-020 | 
                        119-100 | 
                        0-080 | 
                        0.2% | 
                        119-230 | 
                     
                    
                        | Close | 
                        119-020 | 
                        119-100 | 
                        0-080 | 
                        0.2% | 
                        119-230 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-209 | 
                        0-200 | 
                        -0-009 | 
                        -4.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | R3 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | R2 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | R1 | 
                119-100 | 
                119-100 | 
                119-100 | 
                119-100 | 
             
            
                | PP | 
                119-100 | 
                119-100 | 
                119-100 | 
                119-100 | 
             
            
                | S1 | 
                119-100 | 
                119-100 | 
                119-100 | 
                119-100 | 
             
            
                | S2 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | S3 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | S4 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-157 | 
                125-043 | 
                120-268 | 
                 | 
             
            
                | R3 | 
                124-147 | 
                123-033 | 
                120-089 | 
                 | 
             
            
                | R2 | 
                122-137 | 
                122-137 | 
                120-029 | 
                 | 
             
            
                | R1 | 
                121-023 | 
                121-023 | 
                119-290 | 
                120-235 | 
             
            
                | PP | 
                120-127 | 
                120-127 | 
                120-127 | 
                120-072 | 
             
            
                | S1 | 
                119-013 | 
                119-013 | 
                119-170 | 
                118-225 | 
             
            
                | S2 | 
                118-117 | 
                118-117 | 
                119-111 | 
                 | 
             
            
                | S3 | 
                116-107 | 
                117-003 | 
                119-051 | 
                 | 
             
            
                | S4 | 
                114-097 | 
                114-313 | 
                118-192 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-100 | 
         
        
            | 
2.618             | 
            119-100 | 
         
        
            | 
1.618             | 
            119-100 | 
         
        
            | 
1.000             | 
            119-100 | 
         
        
            | 
0.618             | 
            119-100 | 
         
        
            | 
HIGH             | 
            119-100 | 
         
        
            | 
0.618             | 
            119-100 | 
         
        
            | 
0.500             | 
            119-100 | 
         
        
            | 
0.382             | 
            119-100 | 
         
        
            | 
LOW             | 
            119-100 | 
         
        
            | 
0.618             | 
            119-100 | 
         
        
            | 
1.000             | 
            119-100 | 
         
        
            | 
1.618             | 
            119-100 | 
         
        
            | 
2.618             | 
            119-100 | 
         
        
            | 
4.250             | 
            119-100 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-100 | 
                                119-105 | 
                             
                            
                                | PP | 
                                119-100 | 
                                119-103 | 
                             
                            
                                | S1 | 
                                119-100 | 
                                119-102 | 
                             
             
         |