CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Mar-2009 | 
                    23-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123-190 | 
                        123-020 | 
                        -0-170 | 
                        -0.4% | 
                        120-170 | 
                     
                    
                        | High | 
                        123-190 | 
                        123-020 | 
                        -0-170 | 
                        -0.4% | 
                        124-110 | 
                     
                    
                        | Low | 
                        123-190 | 
                        123-020 | 
                        -0-170 | 
                        -0.4% | 
                        119-300 | 
                     
                    
                        | Close | 
                        123-190 | 
                        123-020 | 
                        -0-170 | 
                        -0.4% | 
                        123-190 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-264 | 
                        0-258 | 
                        -0-007 | 
                        -2.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-020 | 
                123-020 | 
                123-020 | 
                 | 
             
            
                | R3 | 
                123-020 | 
                123-020 | 
                123-020 | 
                 | 
             
            
                | R2 | 
                123-020 | 
                123-020 | 
                123-020 | 
                 | 
             
            
                | R1 | 
                123-020 | 
                123-020 | 
                123-020 | 
                123-020 | 
             
            
                | PP | 
                123-020 | 
                123-020 | 
                123-020 | 
                123-020 | 
             
            
                | S1 | 
                123-020 | 
                123-020 | 
                123-020 | 
                123-020 | 
             
            
                | S2 | 
                123-020 | 
                123-020 | 
                123-020 | 
                 | 
             
            
                | S3 | 
                123-020 | 
                123-020 | 
                123-020 | 
                 | 
             
            
                | S4 | 
                123-020 | 
                123-020 | 
                123-020 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-270 | 
                134-040 | 
                126-006 | 
                 | 
             
            
                | R3 | 
                131-140 | 
                129-230 | 
                124-258 | 
                 | 
             
            
                | R2 | 
                127-010 | 
                127-010 | 
                124-128 | 
                 | 
             
            
                | R1 | 
                125-100 | 
                125-100 | 
                123-319 | 
                126-055 | 
             
            
                | PP | 
                122-200 | 
                122-200 | 
                122-200 | 
                123-018 | 
             
            
                | S1 | 
                120-290 | 
                120-290 | 
                123-061 | 
                121-245 | 
             
            
                | S2 | 
                118-070 | 
                118-070 | 
                122-252 | 
                 | 
             
            
                | S3 | 
                113-260 | 
                116-160 | 
                122-122 | 
                 | 
             
            
                | S4 | 
                109-130 | 
                112-030 | 
                121-054 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                124-110 | 
                119-300 | 
                4-130 | 
                3.6% | 
                0-000 | 
                0.0% | 
                71% | 
                False | 
                False | 
                2 | 
                 
                
                | 10 | 
                124-110 | 
                119-270 | 
                4-160 | 
                3.7% | 
                0-000 | 
                0.0% | 
                72% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                124-110 | 
                118-260 | 
                5-170 | 
                4.5% | 
                0-000 | 
                0.0% | 
                77% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                124-110 | 
                118-140 | 
                5-290 | 
                4.8% | 
                0-000 | 
                0.0% | 
                78% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                125-140 | 
                118-140 | 
                7-000 | 
                5.7% | 
                0-000 | 
                0.0% | 
                66% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123-020 | 
         
        
            | 
2.618             | 
            123-020 | 
         
        
            | 
1.618             | 
            123-020 | 
         
        
            | 
1.000             | 
            123-020 | 
         
        
            | 
0.618             | 
            123-020 | 
         
        
            | 
HIGH             | 
            123-020 | 
         
        
            | 
0.618             | 
            123-020 | 
         
        
            | 
0.500             | 
            123-020 | 
         
        
            | 
0.382             | 
            123-020 | 
         
        
            | 
LOW             | 
            123-020 | 
         
        
            | 
0.618             | 
            123-020 | 
         
        
            | 
1.000             | 
            123-020 | 
         
        
            | 
1.618             | 
            123-020 | 
         
        
            | 
2.618             | 
            123-020 | 
         
        
            | 
4.250             | 
            123-020 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123-020 | 
                                123-105 | 
                             
                            
                                | PP | 
                                123-020 | 
                                123-077 | 
                             
                            
                                | S1 | 
                                123-020 | 
                                123-048 | 
                             
             
         |