CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-May-2009 | 
                    07-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-170 | 
                        118-220 | 
                        -0-270 | 
                        -0.7% | 
                        120-230 | 
                     
                    
                        | High | 
                        119-170 | 
                        118-220 | 
                        -0-270 | 
                        -0.7% | 
                        120-230 | 
                     
                    
                        | Low | 
                        119-170 | 
                        118-220 | 
                        -0-270 | 
                        -0.7% | 
                        119-040 | 
                     
                    
                        | Close | 
                        119-170 | 
                        118-220 | 
                        -0-270 | 
                        -0.7% | 
                        119-040 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-147 | 
                        0-156 | 
                        0-009 | 
                        6.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        7,470 | 
                        4,770 | 
                        -2,700 | 
                        -36.1% | 
                        12,592 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-220 | 
                118-220 | 
                118-220 | 
                 | 
             
            
                | R3 | 
                118-220 | 
                118-220 | 
                118-220 | 
                 | 
             
            
                | R2 | 
                118-220 | 
                118-220 | 
                118-220 | 
                 | 
             
            
                | R1 | 
                118-220 | 
                118-220 | 
                118-220 | 
                118-220 | 
             
            
                | PP | 
                118-220 | 
                118-220 | 
                118-220 | 
                118-220 | 
             
            
                | S1 | 
                118-220 | 
                118-220 | 
                118-220 | 
                118-220 | 
             
            
                | S2 | 
                118-220 | 
                118-220 | 
                118-220 | 
                 | 
             
            
                | S3 | 
                118-220 | 
                118-220 | 
                118-220 | 
                 | 
             
            
                | S4 | 
                118-220 | 
                118-220 | 
                118-220 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124-140 | 
                123-120 | 
                120-000 | 
                 | 
             
            
                | R3 | 
                122-270 | 
                121-250 | 
                119-180 | 
                 | 
             
            
                | R2 | 
                121-080 | 
                121-080 | 
                119-134 | 
                 | 
             
            
                | R1 | 
                120-060 | 
                120-060 | 
                119-087 | 
                119-295 | 
             
            
                | PP | 
                119-210 | 
                119-210 | 
                119-210 | 
                119-168 | 
             
            
                | S1 | 
                118-190 | 
                118-190 | 
                118-313 | 
                118-105 | 
             
            
                | S2 | 
                118-020 | 
                118-020 | 
                118-266 | 
                 | 
             
            
                | S3 | 
                116-150 | 
                117-000 | 
                118-220 | 
                 | 
             
            
                | S4 | 
                114-280 | 
                115-130 | 
                118-080 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                119-170 | 
                118-220 | 
                0-270 | 
                0.7% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                3,393 | 
                 
                
                | 10 | 
                120-230 | 
                118-220 | 
                2-010 | 
                1.7% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                2,919 | 
                 
                
                | 20 | 
                122-070 | 
                118-220 | 
                3-170 | 
                3.0% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                1,461 | 
                 
                
                | 40 | 
                124-110 | 
                118-220 | 
                5-210 | 
                4.8% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                732 | 
                 
                
                | 60 | 
                124-110 | 
                118-220 | 
                5-210 | 
                4.8% | 
                0-000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                488 | 
                 
                
                | 80 | 
                124-110 | 
                118-140 | 
                5-290 | 
                5.0% | 
                0-000 | 
                0.0% | 
                4% | 
                False | 
                False | 
                367 | 
                 
                
                | 100 | 
                125-240 | 
                118-140 | 
                7-100 | 
                6.2% | 
                0-000 | 
                0.0% | 
                3% | 
                False | 
                False | 
                294 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118-220 | 
         
        
            | 
2.618             | 
            118-220 | 
         
        
            | 
1.618             | 
            118-220 | 
         
        
            | 
1.000             | 
            118-220 | 
         
        
            | 
0.618             | 
            118-220 | 
         
        
            | 
HIGH             | 
            118-220 | 
         
        
            | 
0.618             | 
            118-220 | 
         
        
            | 
0.500             | 
            118-220 | 
         
        
            | 
0.382             | 
            118-220 | 
         
        
            | 
LOW             | 
            118-220 | 
         
        
            | 
0.618             | 
            118-220 | 
         
        
            | 
1.000             | 
            118-220 | 
         
        
            | 
1.618             | 
            118-220 | 
         
        
            | 
2.618             | 
            118-220 | 
         
        
            | 
4.250             | 
            118-220 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                118-220 | 
                                119-035 | 
                             
                            
                                | PP | 
                                118-220 | 
                                118-310 | 
                             
                            
                                | S1 | 
                                118-220 | 
                                118-265 | 
                             
             
         |