ECBOT 10 Year T-Note Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Dec-2009 | 
                    04-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-140 | 
                        120-020 | 
                        -0-120 | 
                        -0.3% | 
                        120-315 | 
                     
                    
                        | High | 
                        120-140 | 
                        120-070 | 
                        -0-070 | 
                        -0.2% | 
                        121-070 | 
                     
                    
                        | Low | 
                        119-255 | 
                        118-300 | 
                        -0-275 | 
                        -0.7% | 
                        118-300 | 
                     
                    
                        | Close | 
                        120-020 | 
                        119-065 | 
                        -0-275 | 
                        -0.7% | 
                        119-065 | 
                     
                    
                        | Range | 
                        0-205 | 
                        1-090 | 
                        0-205 | 
                        100.0% | 
                        2-090 | 
                     
                    
                        | ATR | 
                        0-203 | 
                        0-218 | 
                        0-015 | 
                        7.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        59,921 | 
                        56,889 | 
                        -3,032 | 
                        -5.1% | 
                        1,147,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-095 | 
                122-170 | 
                119-290 | 
                 | 
             
            
                | R3 | 
                122-005 | 
                121-080 | 
                119-178 | 
                 | 
             
            
                | R2 | 
                120-235 | 
                120-235 | 
                119-140 | 
                 | 
             
            
                | R1 | 
                119-310 | 
                119-310 | 
                119-103 | 
                119-228 | 
             
            
                | PP | 
                119-145 | 
                119-145 | 
                119-145 | 
                119-104 | 
             
            
                | S1 | 
                118-220 | 
                118-220 | 
                119-027 | 
                118-138 | 
             
            
                | S2 | 
                118-055 | 
                118-055 | 
                118-310 | 
                 | 
             
            
                | S3 | 
                116-285 | 
                117-130 | 
                118-272 | 
                 | 
             
            
                | S4 | 
                115-195 | 
                116-040 | 
                118-160 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-202 | 
                125-063 | 
                120-146 | 
                 | 
             
            
                | R3 | 
                124-112 | 
                122-293 | 
                119-266 | 
                 | 
             
            
                | R2 | 
                122-022 | 
                122-022 | 
                119-199 | 
                 | 
             
            
                | R1 | 
                120-203 | 
                120-203 | 
                119-132 | 
                120-068 | 
             
            
                | PP | 
                119-252 | 
                119-252 | 
                119-252 | 
                119-184 | 
             
            
                | S1 | 
                118-113 | 
                118-113 | 
                118-318 | 
                117-298 | 
             
            
                | S2 | 
                117-162 | 
                117-162 | 
                118-251 | 
                 | 
             
            
                | S3 | 
                115-072 | 
                116-023 | 
                118-184 | 
                 | 
             
            
                | S4 | 
                112-302 | 
                113-253 | 
                117-304 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                121-070 | 
                118-300 | 
                2-090 | 
                1.9% | 
                0-208 | 
                0.5% | 
                12% | 
                False | 
                True | 
                229,456 | 
                 
                
                | 10 | 
                121-215 | 
                118-300 | 
                2-235 | 
                2.3% | 
                0-213 | 
                0.6% | 
                10% | 
                False | 
                True | 
                611,330 | 
                 
                
                | 20 | 
                121-215 | 
                117-315 | 
                3-220 | 
                3.1% | 
                0-199 | 
                0.5% | 
                33% | 
                False | 
                False | 
                682,259 | 
                 
                
                | 40 | 
                121-215 | 
                116-280 | 
                4-255 | 
                4.0% | 
                0-216 | 
                0.6% | 
                49% | 
                False | 
                False | 
                771,698 | 
                 
                
                | 60 | 
                121-215 | 
                116-190 | 
                5-025 | 
                4.3% | 
                0-220 | 
                0.6% | 
                51% | 
                False | 
                False | 
                783,550 | 
                 
                
                | 80 | 
                121-215 | 
                114-070 | 
                7-145 | 
                6.3% | 
                0-228 | 
                0.6% | 
                67% | 
                False | 
                False | 
                671,316 | 
                 
                
                | 100 | 
                121-215 | 
                113-060 | 
                8-155 | 
                7.1% | 
                0-244 | 
                0.6% | 
                71% | 
                False | 
                False | 
                537,268 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125-212 | 
         
        
            | 
2.618             | 
            123-183 | 
         
        
            | 
1.618             | 
            122-093 | 
         
        
            | 
1.000             | 
            121-160 | 
         
        
            | 
0.618             | 
            121-003 | 
         
        
            | 
HIGH             | 
            120-070 | 
         
        
            | 
0.618             | 
            119-233 | 
         
        
            | 
0.500             | 
            119-185 | 
         
        
            | 
0.382             | 
            119-137 | 
         
        
            | 
LOW             | 
            118-300 | 
         
        
            | 
0.618             | 
            118-047 | 
         
        
            | 
1.000             | 
            117-210 | 
         
        
            | 
1.618             | 
            116-277 | 
         
        
            | 
2.618             | 
            115-187 | 
         
        
            | 
4.250             | 
            113-158 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-185 | 
                                119-292 | 
                             
                            
                                | PP | 
                                119-145 | 
                                119-217 | 
                             
                            
                                | S1 | 
                                119-105 | 
                                119-141 | 
                             
             
         |