CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Mar-2009 | 
                    11-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-270 | 
                        120-140 | 
                        0-190 | 
                        0.5% | 
                        120-120 | 
                     
                    
                        | High | 
                        119-270 | 
                        120-140 | 
                        0-190 | 
                        0.5% | 
                        120-290 | 
                     
                    
                        | Low | 
                        119-270 | 
                        120-140 | 
                        0-190 | 
                        0.5% | 
                        119-090 | 
                     
                    
                        | Close | 
                        119-270 | 
                        120-140 | 
                        0-190 | 
                        0.5% | 
                        120-290 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-224 | 
                        0-221 | 
                        -0-002 | 
                        -1.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-140 | 
                120-140 | 
                120-140 | 
                 | 
             
            
                | R3 | 
                120-140 | 
                120-140 | 
                120-140 | 
                 | 
             
            
                | R2 | 
                120-140 | 
                120-140 | 
                120-140 | 
                 | 
             
            
                | R1 | 
                120-140 | 
                120-140 | 
                120-140 | 
                120-140 | 
             
            
                | PP | 
                120-140 | 
                120-140 | 
                120-140 | 
                120-140 | 
             
            
                | S1 | 
                120-140 | 
                120-140 | 
                120-140 | 
                120-140 | 
             
            
                | S2 | 
                120-140 | 
                120-140 | 
                120-140 | 
                 | 
             
            
                | S3 | 
                120-140 | 
                120-140 | 
                120-140 | 
                 | 
             
            
                | S4 | 
                120-140 | 
                120-140 | 
                120-140 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-077 | 
                124-223 | 
                121-256 | 
                 | 
             
            
                | R3 | 
                123-197 | 
                123-023 | 
                121-113 | 
                 | 
             
            
                | R2 | 
                121-317 | 
                121-317 | 
                121-065 | 
                 | 
             
            
                | R1 | 
                121-143 | 
                121-143 | 
                121-018 | 
                121-230 | 
             
            
                | PP | 
                120-117 | 
                120-117 | 
                120-117 | 
                120-160 | 
             
            
                | S1 | 
                119-263 | 
                119-263 | 
                120-242 | 
                120-030 | 
             
            
                | S2 | 
                118-237 | 
                118-237 | 
                120-195 | 
                 | 
             
            
                | S3 | 
                117-037 | 
                118-063 | 
                120-147 | 
                 | 
             
            
                | S4 | 
                115-157 | 
                116-183 | 
                120-004 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                120-290 | 
                119-270 | 
                1-020 | 
                0.9% | 
                0-000 | 
                0.0% | 
                56% | 
                False | 
                False | 
                2 | 
                 
                
                | 10 | 
                120-290 | 
                119-010 | 
                1-280 | 
                1.6% | 
                0-000 | 
                0.0% | 
                75% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                121-180 | 
                118-260 | 
                2-240 | 
                2.3% | 
                0-000 | 
                0.0% | 
                59% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                123-240 | 
                118-140 | 
                5-100 | 
                4.4% | 
                0-000 | 
                0.0% | 
                38% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                125-240 | 
                118-140 | 
                7-100 | 
                6.1% | 
                0-000 | 
                0.0% | 
                27% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-140 | 
         
        
            | 
2.618             | 
            120-140 | 
         
        
            | 
1.618             | 
            120-140 | 
         
        
            | 
1.000             | 
            120-140 | 
         
        
            | 
0.618             | 
            120-140 | 
         
        
            | 
HIGH             | 
            120-140 | 
         
        
            | 
0.618             | 
            120-140 | 
         
        
            | 
0.500             | 
            120-140 | 
         
        
            | 
0.382             | 
            120-140 | 
         
        
            | 
LOW             | 
            120-140 | 
         
        
            | 
0.618             | 
            120-140 | 
         
        
            | 
1.000             | 
            120-140 | 
         
        
            | 
1.618             | 
            120-140 | 
         
        
            | 
2.618             | 
            120-140 | 
         
        
            | 
4.250             | 
            120-140 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-140 | 
                                120-120 | 
                             
                            
                                | PP | 
                                120-140 | 
                                120-100 | 
                             
                            
                                | S1 | 
                                120-140 | 
                                120-080 | 
                             
             
         |