CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2009 | 
                    12-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-220 | 
                        119-230 | 
                        0-010 | 
                        0.0% | 
                        119-090 | 
                     
                    
                        | High | 
                        119-220 | 
                        119-230 | 
                        0-010 | 
                        0.0% | 
                        119-170 | 
                     
                    
                        | Low | 
                        119-220 | 
                        119-230 | 
                        0-010 | 
                        0.0% | 
                        118-220 | 
                     
                    
                        | Close | 
                        119-220 | 
                        119-230 | 
                        0-010 | 
                        0.0% | 
                        118-250 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-157 | 
                        0-147 | 
                        -0-011 | 
                        -6.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,865 | 
                        8,602 | 
                        5,737 | 
                        200.2% | 
                        18,483 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-230 | 
                119-230 | 
                119-230 | 
                 | 
             
            
                | R3 | 
                119-230 | 
                119-230 | 
                119-230 | 
                 | 
             
            
                | R2 | 
                119-230 | 
                119-230 | 
                119-230 | 
                 | 
             
            
                | R1 | 
                119-230 | 
                119-230 | 
                119-230 | 
                119-230 | 
             
            
                | PP | 
                119-230 | 
                119-230 | 
                119-230 | 
                119-230 | 
             
            
                | S1 | 
                119-230 | 
                119-230 | 
                119-230 | 
                119-230 | 
             
            
                | S2 | 
                119-230 | 
                119-230 | 
                119-230 | 
                 | 
             
            
                | S3 | 
                119-230 | 
                119-230 | 
                119-230 | 
                 | 
             
            
                | S4 | 
                119-230 | 
                119-230 | 
                119-230 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-170 | 
                121-000 | 
                119-078 | 
                 | 
             
            
                | R3 | 
                120-220 | 
                120-050 | 
                119-004 | 
                 | 
             
            
                | R2 | 
                119-270 | 
                119-270 | 
                118-300 | 
                 | 
             
            
                | R1 | 
                119-100 | 
                119-100 | 
                118-275 | 
                119-050 | 
             
            
                | PP | 
                119-000 | 
                119-000 | 
                119-000 | 
                118-295 | 
             
            
                | S1 | 
                118-150 | 
                118-150 | 
                118-225 | 
                118-100 | 
             
            
                | S2 | 
                118-050 | 
                118-050 | 
                118-200 | 
                 | 
             
            
                | S3 | 
                117-100 | 
                117-200 | 
                118-176 | 
                 | 
             
            
                | S4 | 
                116-150 | 
                116-250 | 
                118-102 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                119-230 | 
                118-220 | 
                1-010 | 
                0.9% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                5,119 | 
                 
                
                | 10 | 
                119-230 | 
                118-220 | 
                1-010 | 
                0.9% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                3,587 | 
                 
                
                | 20 | 
                122-070 | 
                118-220 | 
                3-170 | 
                2.9% | 
                0-000 | 
                0.0% | 
                29% | 
                False | 
                False | 
                2,129 | 
                 
                
                | 40 | 
                124-110 | 
                118-220 | 
                5-210 | 
                4.7% | 
                0-000 | 
                0.0% | 
                18% | 
                False | 
                False | 
                1,065 | 
                 
                
                | 60 | 
                124-110 | 
                118-220 | 
                5-210 | 
                4.7% | 
                0-000 | 
                0.0% | 
                18% | 
                False | 
                False | 
                711 | 
                 
                
                | 80 | 
                124-110 | 
                118-140 | 
                5-290 | 
                4.9% | 
                0-000 | 
                0.0% | 
                22% | 
                False | 
                False | 
                533 | 
                 
                
                | 100 | 
                125-240 | 
                118-140 | 
                7-100 | 
                6.1% | 
                0-000 | 
                0.0% | 
                18% | 
                False | 
                False | 
                427 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-230 | 
         
        
            | 
2.618             | 
            119-230 | 
         
        
            | 
1.618             | 
            119-230 | 
         
        
            | 
1.000             | 
            119-230 | 
         
        
            | 
0.618             | 
            119-230 | 
         
        
            | 
HIGH             | 
            119-230 | 
         
        
            | 
0.618             | 
            119-230 | 
         
        
            | 
0.500             | 
            119-230 | 
         
        
            | 
0.382             | 
            119-230 | 
         
        
            | 
LOW             | 
            119-230 | 
         
        
            | 
0.618             | 
            119-230 | 
         
        
            | 
1.000             | 
            119-230 | 
         
        
            | 
1.618             | 
            119-230 | 
         
        
            | 
2.618             | 
            119-230 | 
         
        
            | 
4.250             | 
            119-230 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-230 | 
                                119-180 | 
                             
                            
                                | PP | 
                                119-230 | 
                                119-130 | 
                             
                            
                                | S1 | 
                                119-230 | 
                                119-080 | 
                             
             
         |