CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2009 | 
                    02-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122-220 | 
                        121-250 | 
                        -0-290 | 
                        -0.7% | 
                        123-020 | 
                     
                    
                        | High | 
                        122-220 | 
                        121-250 | 
                        -0-290 | 
                        -0.7% | 
                        123-020 | 
                     
                    
                        | Low | 
                        122-220 | 
                        121-250 | 
                        -0-290 | 
                        -0.7% | 
                        121-230 | 
                     
                    
                        | Close | 
                        122-220 | 
                        121-250 | 
                        -0-290 | 
                        -0.7% | 
                        121-230 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-205 | 
                        0-211 | 
                        0-006 | 
                        3.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        0 | 
                        2 | 
                        2 | 
                         | 
                        11 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-250 | 
                121-250 | 
                121-250 | 
                 | 
             
            
                | R3 | 
                121-250 | 
                121-250 | 
                121-250 | 
                 | 
             
            
                | R2 | 
                121-250 | 
                121-250 | 
                121-250 | 
                 | 
             
            
                | R1 | 
                121-250 | 
                121-250 | 
                121-250 | 
                121-250 | 
             
            
                | PP | 
                121-250 | 
                121-250 | 
                121-250 | 
                121-250 | 
             
            
                | S1 | 
                121-250 | 
                121-250 | 
                121-250 | 
                121-250 | 
             
            
                | S2 | 
                121-250 | 
                121-250 | 
                121-250 | 
                 | 
             
            
                | S3 | 
                121-250 | 
                121-250 | 
                121-250 | 
                 | 
             
            
                | S4 | 
                121-250 | 
                121-250 | 
                121-250 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-063 | 
                125-097 | 
                122-146 | 
                 | 
             
            
                | R3 | 
                124-273 | 
                123-307 | 
                122-028 | 
                 | 
             
            
                | R2 | 
                123-163 | 
                123-163 | 
                121-309 | 
                 | 
             
            
                | R1 | 
                122-197 | 
                122-197 | 
                121-269 | 
                122-125 | 
             
            
                | PP | 
                122-053 | 
                122-053 | 
                122-053 | 
                122-018 | 
             
            
                | S1 | 
                121-087 | 
                121-087 | 
                121-191 | 
                121-015 | 
             
            
                | S2 | 
                120-263 | 
                120-263 | 
                121-151 | 
                 | 
             
            
                | S3 | 
                119-153 | 
                119-297 | 
                121-112 | 
                 | 
             
            
                | S4 | 
                118-043 | 
                118-187 | 
                120-314 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122-220 | 
                121-230 | 
                0-310 | 
                0.8% | 
                0-000 | 
                0.0% | 
                6% | 
                False | 
                False | 
                3 | 
                 
                
                | 10 | 
                123-190 | 
                121-230 | 
                1-280 | 
                1.5% | 
                0-000 | 
                0.0% | 
                3% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                124-110 | 
                119-270 | 
                4-160 | 
                3.7% | 
                0-000 | 
                0.0% | 
                43% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                124-110 | 
                118-140 | 
                5-290 | 
                4.8% | 
                0-000 | 
                0.0% | 
                57% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                124-110 | 
                118-140 | 
                5-290 | 
                4.8% | 
                0-000 | 
                0.0% | 
                57% | 
                False | 
                False | 
                2 | 
                 
                
                | 80 | 
                125-240 | 
                118-140 | 
                7-100 | 
                6.0% | 
                0-000 | 
                0.0% | 
                46% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-250 | 
         
        
            | 
2.618             | 
            121-250 | 
         
        
            | 
1.618             | 
            121-250 | 
         
        
            | 
1.000             | 
            121-250 | 
         
        
            | 
0.618             | 
            121-250 | 
         
        
            | 
HIGH             | 
            121-250 | 
         
        
            | 
0.618             | 
            121-250 | 
         
        
            | 
0.500             | 
            121-250 | 
         
        
            | 
0.382             | 
            121-250 | 
         
        
            | 
LOW             | 
            121-250 | 
         
        
            | 
0.618             | 
            121-250 | 
         
        
            | 
1.000             | 
            121-250 | 
         
        
            | 
1.618             | 
            121-250 | 
         
        
            | 
2.618             | 
            121-250 | 
         
        
            | 
4.250             | 
            121-250 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-250 | 
                                122-075 | 
                             
                            
                                | PP | 
                                121-250 | 
                                122-027 | 
                             
                            
                                | S1 | 
                                121-250 | 
                                121-298 | 
                             
             
         |