CBOT 10-Year T-Note Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-May-2009 | 
                    26-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        118-030 | 
                        118-010 | 
                        -0-020 | 
                        -0.1% | 
                        119-100 | 
                     
                    
                        | High | 
                        118-030 | 
                        118-010 | 
                        -0-020 | 
                        -0.1% | 
                        119-140 | 
                     
                    
                        | Low | 
                        117-230 | 
                        117-070 | 
                        -0-160 | 
                        -0.4% | 
                        117-230 | 
                     
                    
                        | Close | 
                        117-210 | 
                        117-070 | 
                        -0-140 | 
                        -0.4% | 
                        117-210 | 
                     
                    
                        | Range | 
                        0-120 | 
                        0-260 | 
                        0-140 | 
                        116.7% | 
                        1-230 | 
                     
                    
                        | ATR | 
                        0-156 | 
                        0-163 | 
                        0-007 | 
                        4.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        129,214 | 
                        88,810 | 
                        -40,404 | 
                        -31.3% | 
                        258,091 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-297 | 
                119-123 | 
                117-213 | 
                 | 
             
            
                | R3 | 
                119-037 | 
                118-183 | 
                117-142 | 
                 | 
             
            
                | R2 | 
                118-097 | 
                118-097 | 
                117-118 | 
                 | 
             
            
                | R1 | 
                117-243 | 
                117-243 | 
                117-094 | 
                117-200 | 
             
            
                | PP | 
                117-157 | 
                117-157 | 
                117-157 | 
                117-135 | 
             
            
                | S1 | 
                116-303 | 
                116-303 | 
                117-046 | 
                116-260 | 
             
            
                | S2 | 
                116-217 | 
                116-217 | 
                117-022 | 
                 | 
             
            
                | S3 | 
                115-277 | 
                116-043 | 
                116-318 | 
                 | 
             
            
                | S4 | 
                115-017 | 
                115-103 | 
                116-247 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-137 | 
                122-083 | 
                118-192 | 
                 | 
             
            
                | R3 | 
                121-227 | 
                120-173 | 
                118-041 | 
                 | 
             
            
                | R2 | 
                119-317 | 
                119-317 | 
                117-311 | 
                 | 
             
            
                | R1 | 
                118-263 | 
                118-263 | 
                117-260 | 
                118-175 | 
             
            
                | PP | 
                118-087 | 
                118-087 | 
                118-087 | 
                118-042 | 
             
            
                | S1 | 
                117-033 | 
                117-033 | 
                117-160 | 
                116-265 | 
             
            
                | S2 | 
                116-177 | 
                116-177 | 
                117-109 | 
                 | 
             
            
                | S3 | 
                114-267 | 
                115-123 | 
                117-059 | 
                 | 
             
            
                | S4 | 
                113-037 | 
                113-213 | 
                116-228 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                119-140 | 
                117-070 | 
                2-070 | 
                1.9% | 
                0-076 | 
                0.2% | 
                0% | 
                False | 
                True | 
                67,756 | 
                 
                
                | 10 | 
                120-110 | 
                117-070 | 
                3-040 | 
                2.7% | 
                0-068 | 
                0.2% | 
                0% | 
                False | 
                True | 
                38,571 | 
                 
                
                | 20 | 
                120-110 | 
                117-070 | 
                3-040 | 
                2.7% | 
                0-034 | 
                0.1% | 
                0% | 
                False | 
                True | 
                20,919 | 
                 
                
                | 40 | 
                122-220 | 
                117-070 | 
                5-150 | 
                4.7% | 
                0-017 | 
                0.0% | 
                0% | 
                False | 
                True | 
                10,493 | 
                 
                
                | 60 | 
                124-110 | 
                117-070 | 
                7-040 | 
                6.1% | 
                0-011 | 
                0.0% | 
                0% | 
                False | 
                True | 
                6,996 | 
                 
                
                | 80 | 
                124-110 | 
                117-070 | 
                7-040 | 
                6.1% | 
                0-008 | 
                0.0% | 
                0% | 
                False | 
                True | 
                5,247 | 
                 
                
                | 100 | 
                124-110 | 
                117-070 | 
                7-040 | 
                6.1% | 
                0-007 | 
                0.0% | 
                0% | 
                False | 
                True | 
                4,198 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-155 | 
         
        
            | 
2.618             | 
            120-051 | 
         
        
            | 
1.618             | 
            119-111 | 
         
        
            | 
1.000             | 
            118-270 | 
         
        
            | 
0.618             | 
            118-171 | 
         
        
            | 
HIGH             | 
            118-010 | 
         
        
            | 
0.618             | 
            117-231 | 
         
        
            | 
0.500             | 
            117-200 | 
         
        
            | 
0.382             | 
            117-169 | 
         
        
            | 
LOW             | 
            117-070 | 
         
        
            | 
0.618             | 
            116-229 | 
         
        
            | 
1.000             | 
            116-130 | 
         
        
            | 
1.618             | 
            115-289 | 
         
        
            | 
2.618             | 
            115-029 | 
         
        
            | 
4.250             | 
            113-245 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                117-200 | 
                                117-260 | 
                             
                            
                                | PP | 
                                117-157 | 
                                117-197 | 
                             
                            
                                | S1 | 
                                117-113 | 
                                117-133 | 
                             
             
         |