CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Apr-2009 | 
                    30-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-170 | 
                        119-100 | 
                        -0-070 | 
                        -0.2% | 
                        121-150 | 
                     
                    
                        | High | 
                        119-170 | 
                        119-100 | 
                        -0-070 | 
                        -0.2% | 
                        121-150 | 
                     
                    
                        | Low | 
                        119-170 | 
                        119-100 | 
                        -0-070 | 
                        -0.2% | 
                        120-000 | 
                     
                    
                        | Close | 
                        119-170 | 
                        119-100 | 
                        -0-070 | 
                        -0.2% | 
                        120-000 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-190 | 
                        0-181 | 
                        -0-009 | 
                        -4.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,541 | 
                        4,011 | 
                        2,470 | 
                        160.3% | 
                        37 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | R3 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | R2 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | R1 | 
                119-100 | 
                119-100 | 
                119-100 | 
                119-100 | 
             
            
                | PP | 
                119-100 | 
                119-100 | 
                119-100 | 
                119-100 | 
             
            
                | S1 | 
                119-100 | 
                119-100 | 
                119-100 | 
                119-100 | 
             
            
                | S2 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | S3 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
            
                | S4 | 
                119-100 | 
                119-100 | 
                119-100 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124-287 | 
                123-293 | 
                120-258 | 
                 | 
             
            
                | R3 | 
                123-137 | 
                122-143 | 
                120-129 | 
                 | 
             
            
                | R2 | 
                121-307 | 
                121-307 | 
                120-086 | 
                 | 
             
            
                | R1 | 
                120-313 | 
                120-313 | 
                120-043 | 
                120-235 | 
             
            
                | PP | 
                120-157 | 
                120-157 | 
                120-157 | 
                120-118 | 
             
            
                | S1 | 
                119-163 | 
                119-163 | 
                119-277 | 
                119-085 | 
             
            
                | S2 | 
                119-007 | 
                119-007 | 
                119-234 | 
                 | 
             
            
                | S3 | 
                117-177 | 
                118-013 | 
                119-191 | 
                 | 
             
            
                | S4 | 
                116-027 | 
                116-183 | 
                119-062 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                120-230 | 
                119-100 | 
                1-130 | 
                1.2% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                2,444 | 
                 
                
                | 10 | 
                121-150 | 
                119-100 | 
                2-050 | 
                1.8% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                1,225 | 
                 
                
                | 20 | 
                122-070 | 
                119-100 | 
                2-290 | 
                2.4% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                614 | 
                 
                
                | 40 | 
                124-110 | 
                119-100 | 
                5-010 | 
                4.2% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                308 | 
                 
                
                | 60 | 
                124-110 | 
                118-140 | 
                5-290 | 
                5.0% | 
                0-000 | 
                0.0% | 
                15% | 
                False | 
                False | 
                206 | 
                 
                
                | 80 | 
                124-110 | 
                118-140 | 
                5-290 | 
                5.0% | 
                0-000 | 
                0.0% | 
                15% | 
                False | 
                False | 
                155 | 
                 
                
                | 100 | 
                125-240 | 
                118-140 | 
                7-100 | 
                6.1% | 
                0-000 | 
                0.0% | 
                12% | 
                False | 
                False | 
                124 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-100 | 
         
        
            | 
2.618             | 
            119-100 | 
         
        
            | 
1.618             | 
            119-100 | 
         
        
            | 
1.000             | 
            119-100 | 
         
        
            | 
0.618             | 
            119-100 | 
         
        
            | 
HIGH             | 
            119-100 | 
         
        
            | 
0.618             | 
            119-100 | 
         
        
            | 
0.500             | 
            119-100 | 
         
        
            | 
0.382             | 
            119-100 | 
         
        
            | 
LOW             | 
            119-100 | 
         
        
            | 
0.618             | 
            119-100 | 
         
        
            | 
1.000             | 
            119-100 | 
         
        
            | 
1.618             | 
            119-100 | 
         
        
            | 
2.618             | 
            119-100 | 
         
        
            | 
4.250             | 
            119-100 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-100 | 
                                119-225 | 
                             
                            
                                | PP | 
                                119-100 | 
                                119-183 | 
                             
                            
                                | S1 | 
                                119-100 | 
                                119-142 | 
                             
             
         |