ECBOT 10 Year T-Note Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Sep-2009 | 
                    09-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        117-015 | 
                        116-290 | 
                        -0-045 | 
                        -0.1% | 
                        116-280 | 
                     
                    
                        | High | 
                        117-120 | 
                        117-045 | 
                        -0-075 | 
                        -0.2% | 
                        118-045 | 
                     
                    
                        | Low | 
                        116-270 | 
                        116-180 | 
                        -0-090 | 
                        -0.2% | 
                        116-215 | 
                     
                    
                        | Close | 
                        117-005 | 
                        116-300 | 
                        -0-025 | 
                        -0.1% | 
                        117-010 | 
                     
                    
                        | Range | 
                        0-170 | 
                        0-185 | 
                        0-015 | 
                        8.8% | 
                        1-150 | 
                     
                    
                        | ATR | 
                        0-261 | 
                        0-256 | 
                        -0-005 | 
                        -2.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        721,471 | 
                        626,068 | 
                        -95,403 | 
                        -13.2% | 
                        3,143,417 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-197 | 
                118-113 | 
                117-082 | 
                 | 
             
            
                | R3 | 
                118-012 | 
                117-248 | 
                117-031 | 
                 | 
             
            
                | R2 | 
                117-147 | 
                117-147 | 
                117-014 | 
                 | 
             
            
                | R1 | 
                117-063 | 
                117-063 | 
                116-317 | 
                117-105 | 
             
            
                | PP | 
                116-282 | 
                116-282 | 
                116-282 | 
                116-302 | 
             
            
                | S1 | 
                116-198 | 
                116-198 | 
                116-283 | 
                116-240 | 
             
            
                | S2 | 
                116-097 | 
                116-097 | 
                116-266 | 
                 | 
             
            
                | S3 | 
                115-232 | 
                116-013 | 
                116-249 | 
                 | 
             
            
                | S4 | 
                115-047 | 
                115-148 | 
                116-198 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-220 | 
                120-265 | 
                117-268 | 
                 | 
             
            
                | R3 | 
                120-070 | 
                119-115 | 
                117-139 | 
                 | 
             
            
                | R2 | 
                118-240 | 
                118-240 | 
                117-096 | 
                 | 
             
            
                | R1 | 
                117-285 | 
                117-285 | 
                117-053 | 
                118-102 | 
             
            
                | PP | 
                117-090 | 
                117-090 | 
                117-090 | 
                117-159 | 
             
            
                | S1 | 
                116-135 | 
                116-135 | 
                116-287 | 
                116-272 | 
             
            
                | S2 | 
                115-260 | 
                115-260 | 
                116-244 | 
                 | 
             
            
                | S3 | 
                114-110 | 
                114-305 | 
                116-201 | 
                 | 
             
            
                | S4 | 
                112-280 | 
                113-155 | 
                116-072 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-191 | 
         
        
            | 
2.618             | 
            118-209 | 
         
        
            | 
1.618             | 
            118-024 | 
         
        
            | 
1.000             | 
            117-230 | 
         
        
            | 
0.618             | 
            117-159 | 
         
        
            | 
HIGH             | 
            117-045 | 
         
        
            | 
0.618             | 
            116-294 | 
         
        
            | 
0.500             | 
            116-272 | 
         
        
            | 
0.382             | 
            116-251 | 
         
        
            | 
LOW             | 
            116-180 | 
         
        
            | 
0.618             | 
            116-066 | 
         
        
            | 
1.000             | 
            115-315 | 
         
        
            | 
1.618             | 
            115-201 | 
         
        
            | 
2.618             | 
            115-016 | 
         
        
            | 
4.250             | 
            114-034 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                116-291 | 
                                117-045 | 
                             
                            
                                | PP | 
                                116-282 | 
                                117-023 | 
                             
                            
                                | S1 | 
                                116-272 | 
                                117-002 | 
                             
             
         |