CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Apr-2009 | 
                    17-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-200 | 
                        120-220 | 
                        -0-300 | 
                        -0.8% | 
                        121-160 | 
                     
                    
                        | High | 
                        121-200 | 
                        120-220 | 
                        -0-300 | 
                        -0.8% | 
                        122-070 | 
                     
                    
                        | Low | 
                        121-200 | 
                        120-220 | 
                        -0-300 | 
                        -0.8% | 
                        120-220 | 
                     
                    
                        | Close | 
                        121-200 | 
                        120-220 | 
                        -0-300 | 
                        -0.8% | 
                        120-220 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-191 | 
                        0-199 | 
                        0-008 | 
                        4.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        12 | 
                        2 | 
                        -10 | 
                        -83.3% | 
                        14 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-220 | 
                120-220 | 
                120-220 | 
                 | 
             
            
                | R3 | 
                120-220 | 
                120-220 | 
                120-220 | 
                 | 
             
            
                | R2 | 
                120-220 | 
                120-220 | 
                120-220 | 
                 | 
             
            
                | R1 | 
                120-220 | 
                120-220 | 
                120-220 | 
                120-220 | 
             
            
                | PP | 
                120-220 | 
                120-220 | 
                120-220 | 
                120-220 | 
             
            
                | S1 | 
                120-220 | 
                120-220 | 
                120-220 | 
                120-220 | 
             
            
                | S2 | 
                120-220 | 
                120-220 | 
                120-220 | 
                 | 
             
            
                | S3 | 
                120-220 | 
                120-220 | 
                120-220 | 
                 | 
             
            
                | S4 | 
                120-220 | 
                120-220 | 
                120-220 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-253 | 
                124-247 | 
                121-170 | 
                 | 
             
            
                | R3 | 
                124-083 | 
                123-077 | 
                121-035 | 
                 | 
             
            
                | R2 | 
                122-233 | 
                122-233 | 
                120-310 | 
                 | 
             
            
                | R1 | 
                121-227 | 
                121-227 | 
                120-265 | 
                121-145 | 
             
            
                | PP | 
                121-063 | 
                121-063 | 
                121-063 | 
                121-022 | 
             
            
                | S1 | 
                120-057 | 
                120-057 | 
                120-175 | 
                119-295 | 
             
            
                | S2 | 
                119-213 | 
                119-213 | 
                120-130 | 
                 | 
             
            
                | S3 | 
                118-043 | 
                118-207 | 
                120-085 | 
                 | 
             
            
                | S4 | 
                116-193 | 
                117-037 | 
                119-270 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122-070 | 
                120-220 | 
                1-170 | 
                1.3% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                2 | 
                 
                
                | 10 | 
                122-070 | 
                120-070 | 
                2-000 | 
                1.7% | 
                0-000 | 
                0.0% | 
                23% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                123-190 | 
                120-070 | 
                3-120 | 
                2.8% | 
                0-000 | 
                0.0% | 
                14% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                124-110 | 
                118-260 | 
                5-170 | 
                4.6% | 
                0-000 | 
                0.0% | 
                34% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                124-110 | 
                118-140 | 
                5-290 | 
                4.9% | 
                0-000 | 
                0.0% | 
                38% | 
                False | 
                False | 
                2 | 
                 
                
                | 80 | 
                125-140 | 
                118-140 | 
                7-000 | 
                5.8% | 
                0-000 | 
                0.0% | 
                32% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-220 | 
         
        
            | 
2.618             | 
            120-220 | 
         
        
            | 
1.618             | 
            120-220 | 
         
        
            | 
1.000             | 
            120-220 | 
         
        
            | 
0.618             | 
            120-220 | 
         
        
            | 
HIGH             | 
            120-220 | 
         
        
            | 
0.618             | 
            120-220 | 
         
        
            | 
0.500             | 
            120-220 | 
         
        
            | 
0.382             | 
            120-220 | 
         
        
            | 
LOW             | 
            120-220 | 
         
        
            | 
0.618             | 
            120-220 | 
         
        
            | 
1.000             | 
            120-220 | 
         
        
            | 
1.618             | 
            120-220 | 
         
        
            | 
2.618             | 
            120-220 | 
         
        
            | 
4.250             | 
            120-220 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-220 | 
                                121-145 | 
                             
                            
                                | PP | 
                                120-220 | 
                                121-063 | 
                             
                            
                                | S1 | 
                                120-220 | 
                                120-302 | 
                             
             
         |