CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-May-2009 | 
                    20-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-040 | 
                        119-140 | 
                        0-100 | 
                        0.3% | 
                        119-220 | 
                     
                    
                        | High | 
                        119-040 | 
                        119-140 | 
                        0-100 | 
                        0.3% | 
                        120-110 | 
                     
                    
                        | Low | 
                        119-040 | 
                        119-140 | 
                        0-100 | 
                        0.3% | 
                        119-130 | 
                     
                    
                        | Close | 
                        119-040 | 
                        119-140 | 
                        0-100 | 
                        0.3% | 
                        120-000 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-140 | 
                        0-137 | 
                        -0-003 | 
                        -2.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        11,569 | 
                        34,481 | 
                        22,912 | 
                        198.0% | 
                        41,678 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-140 | 
                119-140 | 
                119-140 | 
                 | 
             
            
                | R3 | 
                119-140 | 
                119-140 | 
                119-140 | 
                 | 
             
            
                | R2 | 
                119-140 | 
                119-140 | 
                119-140 | 
                 | 
             
            
                | R1 | 
                119-140 | 
                119-140 | 
                119-140 | 
                119-140 | 
             
            
                | PP | 
                119-140 | 
                119-140 | 
                119-140 | 
                119-140 | 
             
            
                | S1 | 
                119-140 | 
                119-140 | 
                119-140 | 
                119-140 | 
             
            
                | S2 | 
                119-140 | 
                119-140 | 
                119-140 | 
                 | 
             
            
                | S3 | 
                119-140 | 
                119-140 | 
                119-140 | 
                 | 
             
            
                | S4 | 
                119-140 | 
                119-140 | 
                119-140 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-233 | 
                122-097 | 
                120-165 | 
                 | 
             
            
                | R3 | 
                121-253 | 
                121-117 | 
                120-082 | 
                 | 
             
            
                | R2 | 
                120-273 | 
                120-273 | 
                120-055 | 
                 | 
             
            
                | R1 | 
                120-137 | 
                120-137 | 
                120-028 | 
                120-205 | 
             
            
                | PP | 
                119-293 | 
                119-293 | 
                119-293 | 
                120-008 | 
             
            
                | S1 | 
                119-157 | 
                119-157 | 
                119-292 | 
                119-225 | 
             
            
                | S2 | 
                118-313 | 
                118-313 | 
                119-265 | 
                 | 
             
            
                | S3 | 
                118-013 | 
                118-177 | 
                119-238 | 
                 | 
             
            
                | S4 | 
                117-033 | 
                117-197 | 
                119-155 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                120-040 | 
                119-040 | 
                1-000 | 
                0.8% | 
                0-000 | 
                0.0% | 
                31% | 
                False | 
                False | 
                15,528 | 
                 
                
                | 10 | 
                120-110 | 
                118-220 | 
                1-210 | 
                1.4% | 
                0-030 | 
                0.1% | 
                45% | 
                False | 
                False | 
                10,250 | 
                 
                
                | 20 | 
                120-230 | 
                118-220 | 
                2-010 | 
                1.7% | 
                0-015 | 
                0.0% | 
                37% | 
                False | 
                False | 
                6,347 | 
                 
                
                | 40 | 
                122-220 | 
                118-220 | 
                4-000 | 
                3.3% | 
                0-008 | 
                0.0% | 
                19% | 
                False | 
                False | 
                3,175 | 
                 
                
                | 60 | 
                124-110 | 
                118-220 | 
                5-210 | 
                4.7% | 
                0-005 | 
                0.0% | 
                13% | 
                False | 
                False | 
                2,117 | 
                 
                
                | 80 | 
                124-110 | 
                118-140 | 
                5-290 | 
                4.9% | 
                0-004 | 
                0.0% | 
                17% | 
                False | 
                False | 
                1,588 | 
                 
                
                | 100 | 
                125-140 | 
                118-140 | 
                7-000 | 
                5.9% | 
                0-003 | 
                0.0% | 
                14% | 
                False | 
                False | 
                1,271 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-140 | 
         
        
            | 
2.618             | 
            119-140 | 
         
        
            | 
1.618             | 
            119-140 | 
         
        
            | 
1.000             | 
            119-140 | 
         
        
            | 
0.618             | 
            119-140 | 
         
        
            | 
HIGH             | 
            119-140 | 
         
        
            | 
0.618             | 
            119-140 | 
         
        
            | 
0.500             | 
            119-140 | 
         
        
            | 
0.382             | 
            119-140 | 
         
        
            | 
LOW             | 
            119-140 | 
         
        
            | 
0.618             | 
            119-140 | 
         
        
            | 
1.000             | 
            119-140 | 
         
        
            | 
1.618             | 
            119-140 | 
         
        
            | 
2.618             | 
            119-140 | 
         
        
            | 
4.250             | 
            119-140 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-140 | 
                                119-123 | 
                             
                            
                                | PP | 
                                119-140 | 
                                119-107 | 
                             
                            
                                | S1 | 
                                119-140 | 
                                119-090 | 
                             
             
         |