ECBOT 10 Year T-Note Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Sep-2009 | 
                    18-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        116-285 | 
                        117-130 | 
                        0-165 | 
                        0.4% | 
                        117-290 | 
                     
                    
                        | High | 
                        117-165 | 
                        117-195 | 
                        0-030 | 
                        0.1% | 
                        118-045 | 
                     
                    
                        | Low | 
                        116-200 | 
                        116-230 | 
                        0-030 | 
                        0.1% | 
                        116-200 | 
                     
                    
                        | Close | 
                        117-130 | 
                        116-270 | 
                        -0-180 | 
                        -0.5% | 
                        116-270 | 
                     
                    
                        | Range | 
                        0-285 | 
                        0-285 | 
                        0-000 | 
                        0.0% | 
                        1-165 | 
                     
                    
                        | ATR | 
                        0-267 | 
                        0-269 | 
                        0-001 | 
                        0.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,048,780 | 
                        833,857 | 
                        -214,923 | 
                        -20.5% | 
                        4,066,701 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-233 | 
                119-057 | 
                117-107 | 
                 | 
             
            
                | R3 | 
                118-268 | 
                118-092 | 
                117-028 | 
                 | 
             
            
                | R2 | 
                117-303 | 
                117-303 | 
                117-002 | 
                 | 
             
            
                | R1 | 
                117-127 | 
                117-127 | 
                116-296 | 
                117-072 | 
             
            
                | PP | 
                117-018 | 
                117-018 | 
                117-018 | 
                116-311 | 
             
            
                | S1 | 
                116-162 | 
                116-162 | 
                116-244 | 
                116-108 | 
             
            
                | S2 | 
                116-053 | 
                116-053 | 
                116-218 | 
                 | 
             
            
                | S3 | 
                115-088 | 
                115-197 | 
                116-192 | 
                 | 
             
            
                | S4 | 
                114-123 | 
                114-232 | 
                116-113 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-240 | 
                120-260 | 
                117-217 | 
                 | 
             
            
                | R3 | 
                120-075 | 
                119-095 | 
                117-083 | 
                 | 
             
            
                | R2 | 
                118-230 | 
                118-230 | 
                117-039 | 
                 | 
             
            
                | R1 | 
                117-250 | 
                117-250 | 
                116-314 | 
                117-158 | 
             
            
                | PP | 
                117-065 | 
                117-065 | 
                117-065 | 
                117-019 | 
             
            
                | S1 | 
                116-085 | 
                116-085 | 
                116-226 | 
                115-312 | 
             
            
                | S2 | 
                115-220 | 
                115-220 | 
                116-181 | 
                 | 
             
            
                | S3 | 
                114-055 | 
                114-240 | 
                116-137 | 
                 | 
             
            
                | S4 | 
                112-210 | 
                113-075 | 
                116-003 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-126 | 
         
        
            | 
2.618             | 
            119-301 | 
         
        
            | 
1.618             | 
            119-016 | 
         
        
            | 
1.000             | 
            118-160 | 
         
        
            | 
0.618             | 
            118-051 | 
         
        
            | 
HIGH             | 
            117-195 | 
         
        
            | 
0.618             | 
            117-086 | 
         
        
            | 
0.500             | 
            117-052 | 
         
        
            | 
0.382             | 
            117-019 | 
         
        
            | 
LOW             | 
            116-230 | 
         
        
            | 
0.618             | 
            116-054 | 
         
        
            | 
1.000             | 
            115-265 | 
         
        
            | 
1.618             | 
            115-089 | 
         
        
            | 
2.618             | 
            114-124 | 
         
        
            | 
4.250             | 
            112-299 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                117-052 | 
                                117-058 | 
                             
                            
                                | PP | 
                                117-018 | 
                                117-022 | 
                             
                            
                                | S1 | 
                                116-304 | 
                                116-306 | 
                             
             
         |