ECBOT 10 Year T-Note Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Aug-2009 | 
                    14-Aug-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-250 | 
                        115-110 | 
                        0-180 | 
                        0.5% | 
                        113-110 | 
                     
                    
                        | High | 
                        115-220 | 
                        116-130 | 
                        0-230 | 
                        0.6% | 
                        116-130 | 
                     
                    
                        | Low | 
                        114-070 | 
                        115-110 | 
                        1-040 | 
                        1.0% | 
                        113-070 | 
                     
                    
                        | Close | 
                        115-190 | 
                        115-280 | 
                        0-090 | 
                        0.2% | 
                        115-280 | 
                     
                    
                        | Range | 
                        1-150 | 
                        1-020 | 
                        -0-130 | 
                        -27.7% | 
                        3-060 | 
                     
                    
                        | ATR | 
                        1-007 | 
                        1-008 | 
                        0-001 | 
                        0.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,810 | 
                        2,256 | 
                        -554 | 
                        -19.7% | 
                        11,465 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-020 | 
                118-170 | 
                116-147 | 
                 | 
             
            
                | R3 | 
                118-000 | 
                117-150 | 
                116-054 | 
                 | 
             
            
                | R2 | 
                116-300 | 
                116-300 | 
                116-022 | 
                 | 
             
            
                | R1 | 
                116-130 | 
                116-130 | 
                115-311 | 
                116-215 | 
             
            
                | PP | 
                115-280 | 
                115-280 | 
                115-280 | 
                116-002 | 
             
            
                | S1 | 
                115-110 | 
                115-110 | 
                115-249 | 
                115-195 | 
             
            
                | S2 | 
                114-260 | 
                114-260 | 
                115-218 | 
                 | 
             
            
                | S3 | 
                113-240 | 
                114-090 | 
                115-186 | 
                 | 
             
            
                | S4 | 
                112-220 | 
                113-070 | 
                115-093 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124-233 | 
                123-157 | 
                117-201 | 
                 | 
             
            
                | R3 | 
                121-173 | 
                120-097 | 
                116-240 | 
                 | 
             
            
                | R2 | 
                118-113 | 
                118-113 | 
                116-147 | 
                 | 
             
            
                | R1 | 
                117-037 | 
                117-037 | 
                116-054 | 
                117-235 | 
             
            
                | PP | 
                115-053 | 
                115-053 | 
                115-053 | 
                115-152 | 
             
            
                | S1 | 
                113-297 | 
                113-297 | 
                115-186 | 
                114-175 | 
             
            
                | S2 | 
                111-313 | 
                111-313 | 
                115-093 | 
                 | 
             
            
                | S3 | 
                108-253 | 
                110-237 | 
                115-000 | 
                 | 
             
            
                | S4 | 
                105-193 | 
                107-177 | 
                114-039 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-295 | 
         
        
            | 
2.618             | 
            119-060 | 
         
        
            | 
1.618             | 
            118-040 | 
         
        
            | 
1.000             | 
            117-150 | 
         
        
            | 
0.618             | 
            117-020 | 
         
        
            | 
HIGH             | 
            116-130 | 
         
        
            | 
0.618             | 
            116-000 | 
         
        
            | 
0.500             | 
            115-280 | 
         
        
            | 
0.382             | 
            115-240 | 
         
        
            | 
LOW             | 
            115-110 | 
         
        
            | 
0.618             | 
            114-220 | 
         
        
            | 
1.000             | 
            114-090 | 
         
        
            | 
1.618             | 
            113-200 | 
         
        
            | 
2.618             | 
            112-180 | 
         
        
            | 
4.250             | 
            110-265 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Aug-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115-280 | 
                                115-208 | 
                             
                            
                                | PP | 
                                115-280 | 
                                115-137 | 
                             
                            
                                | S1 | 
                                115-280 | 
                                115-065 | 
                             
             
         |