CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Feb-2009 | 
                    19-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-250 | 
                        119-210 | 
                        -1-040 | 
                        -0.9% | 
                        118-140 | 
                     
                    
                        | High | 
                        120-250 | 
                        119-210 | 
                        -1-040 | 
                        -0.9% | 
                        121-050 | 
                     
                    
                        | Low | 
                        120-250 | 
                        119-210 | 
                        -1-040 | 
                        -0.9% | 
                        118-140 | 
                     
                    
                        | Close | 
                        120-250 | 
                        119-200 | 
                        -1-050 | 
                        -1.0% | 
                        119-240 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-252 | 
                        0-259 | 
                        0-008 | 
                        3.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-207 | 
                119-203 | 
                119-200 | 
                 | 
             
            
                | R3 | 
                119-207 | 
                119-203 | 
                119-200 | 
                 | 
             
            
                | R2 | 
                119-207 | 
                119-207 | 
                119-200 | 
                 | 
             
            
                | R1 | 
                119-203 | 
                119-203 | 
                119-200 | 
                119-205 | 
             
            
                | PP | 
                119-207 | 
                119-207 | 
                119-207 | 
                119-208 | 
             
            
                | S1 | 
                119-203 | 
                119-203 | 
                119-200 | 
                119-205 | 
             
            
                | S2 | 
                119-207 | 
                119-207 | 
                119-200 | 
                 | 
             
            
                | S3 | 
                119-207 | 
                119-203 | 
                119-200 | 
                 | 
             
            
                | S4 | 
                119-207 | 
                119-203 | 
                119-200 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-300 | 
                126-180 | 
                121-078 | 
                 | 
             
            
                | R3 | 
                125-070 | 
                123-270 | 
                120-159 | 
                 | 
             
            
                | R2 | 
                122-160 | 
                122-160 | 
                120-080 | 
                 | 
             
            
                | R1 | 
                121-040 | 
                121-040 | 
                120-000 | 
                121-260 | 
             
            
                | PP | 
                119-250 | 
                119-250 | 
                119-250 | 
                120-040 | 
             
            
                | S1 | 
                118-130 | 
                118-130 | 
                119-160 | 
                119-030 | 
             
            
                | S2 | 
                117-020 | 
                117-020 | 
                119-080 | 
                 | 
             
            
                | S3 | 
                114-110 | 
                115-220 | 
                119-001 | 
                 | 
             
            
                | S4 | 
                111-200 | 
                112-310 | 
                118-082 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-210 | 
         
        
            | 
2.618             | 
            119-210 | 
         
        
            | 
1.618             | 
            119-210 | 
         
        
            | 
1.000             | 
            119-210 | 
         
        
            | 
0.618             | 
            119-210 | 
         
        
            | 
HIGH             | 
            119-210 | 
         
        
            | 
0.618             | 
            119-210 | 
         
        
            | 
0.500             | 
            119-210 | 
         
        
            | 
0.382             | 
            119-210 | 
         
        
            | 
LOW             | 
            119-210 | 
         
        
            | 
0.618             | 
            119-210 | 
         
        
            | 
1.000             | 
            119-210 | 
         
        
            | 
1.618             | 
            119-210 | 
         
        
            | 
2.618             | 
            119-210 | 
         
        
            | 
4.250             | 
            119-210 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-210 | 
                                120-195 | 
                             
                            
                                | PP | 
                                119-207 | 
                                120-090 | 
                             
                            
                                | S1 | 
                                119-203 | 
                                119-305 | 
                             
             
         |