ECBOT 10 Year T-Note Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Aug-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Aug-2009 | 
                    07-Aug-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-300 | 
                        114-080 | 
                        0-100 | 
                        0.3% | 
                        115-140 | 
                     
                    
                        | High | 
                        114-160 | 
                        114-120 | 
                        -0-040 | 
                        -0.1% | 
                        115-160 | 
                     
                    
                        | Low | 
                        113-290 | 
                        113-060 | 
                        -0-230 | 
                        -0.6% | 
                        113-060 | 
                     
                    
                        | Close | 
                        114-100 | 
                        113-130 | 
                        -0-290 | 
                        -0.8% | 
                        113-130 | 
                     
                    
                        | Range | 
                        0-190 | 
                        1-060 | 
                        0-190 | 
                        100.0% | 
                        2-100 | 
                     
                    
                        | ATR | 
                        0-309 | 
                        0-314 | 
                        0-005 | 
                        1.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        870 | 
                        4,462 | 
                        3,592 | 
                        412.9% | 
                        7,779 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-070 | 
                116-160 | 
                114-019 | 
                 | 
             
            
                | R3 | 
                116-010 | 
                115-100 | 
                113-234 | 
                 | 
             
            
                | R2 | 
                114-270 | 
                114-270 | 
                113-200 | 
                 | 
             
            
                | R1 | 
                114-040 | 
                114-040 | 
                113-165 | 
                113-285 | 
             
            
                | PP | 
                113-210 | 
                113-210 | 
                113-210 | 
                113-172 | 
             
            
                | S1 | 
                112-300 | 
                112-300 | 
                113-095 | 
                112-225 | 
             
            
                | S2 | 
                112-150 | 
                112-150 | 
                113-060 | 
                 | 
             
            
                | S3 | 
                111-090 | 
                111-240 | 
                113-026 | 
                 | 
             
            
                | S4 | 
                110-030 | 
                110-180 | 
                112-241 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-310 | 
                119-160 | 
                114-217 | 
                 | 
             
            
                | R3 | 
                118-210 | 
                117-060 | 
                114-014 | 
                 | 
             
            
                | R2 | 
                116-110 | 
                116-110 | 
                113-266 | 
                 | 
             
            
                | R1 | 
                114-280 | 
                114-280 | 
                113-198 | 
                114-145 | 
             
            
                | PP | 
                114-010 | 
                114-010 | 
                114-010 | 
                113-262 | 
             
            
                | S1 | 
                112-180 | 
                112-180 | 
                113-062 | 
                112-045 | 
             
            
                | S2 | 
                111-230 | 
                111-230 | 
                112-314 | 
                 | 
             
            
                | S3 | 
                109-130 | 
                110-080 | 
                112-246 | 
                 | 
             
            
                | S4 | 
                107-030 | 
                107-300 | 
                112-043 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-135 | 
         
        
            | 
2.618             | 
            117-155 | 
         
        
            | 
1.618             | 
            116-095 | 
         
        
            | 
1.000             | 
            115-180 | 
         
        
            | 
0.618             | 
            115-035 | 
         
        
            | 
HIGH             | 
            114-120 | 
         
        
            | 
0.618             | 
            113-295 | 
         
        
            | 
0.500             | 
            113-250 | 
         
        
            | 
0.382             | 
            113-205 | 
         
        
            | 
LOW             | 
            113-060 | 
         
        
            | 
0.618             | 
            112-145 | 
         
        
            | 
1.000             | 
            112-000 | 
         
        
            | 
1.618             | 
            111-085 | 
         
        
            | 
2.618             | 
            110-025 | 
         
        
            | 
4.250             | 
            108-045 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Aug-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-250 | 
                                114-030 | 
                             
                            
                                | PP | 
                                113-210 | 
                                113-277 | 
                             
                            
                                | S1 | 
                                113-170 | 
                                113-203 | 
                             
             
         |