ECBOT 10 Year T-Note Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Dec-2009 | 
                    09-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-215 | 
                        120-050 | 
                        0-155 | 
                        0.4% | 
                        120-315 | 
                     
                    
                        | High | 
                        120-115 | 
                        120-100 | 
                        -0-015 | 
                        0.0% | 
                        121-070 | 
                     
                    
                        | Low | 
                        119-200 | 
                        119-250 | 
                        0-050 | 
                        0.1% | 
                        118-300 | 
                     
                    
                        | Close | 
                        120-045 | 
                        120-010 | 
                        -0-035 | 
                        -0.1% | 
                        119-065 | 
                     
                    
                        | Range | 
                        0-235 | 
                        0-170 | 
                        -0-065 | 
                        -27.7% | 
                        2-090 | 
                     
                    
                        | ATR | 
                        0-220 | 
                        0-217 | 
                        -0-004 | 
                        -1.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        17,961 | 
                        21,503 | 
                        3,542 | 
                        19.7% | 
                        1,147,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-203 | 
                121-117 | 
                120-104 | 
                 | 
             
            
                | R3 | 
                121-033 | 
                120-267 | 
                120-057 | 
                 | 
             
            
                | R2 | 
                120-183 | 
                120-183 | 
                120-041 | 
                 | 
             
            
                | R1 | 
                120-097 | 
                120-097 | 
                120-026 | 
                120-055 | 
             
            
                | PP | 
                120-013 | 
                120-013 | 
                120-013 | 
                119-312 | 
             
            
                | S1 | 
                119-247 | 
                119-247 | 
                119-314 | 
                119-205 | 
             
            
                | S2 | 
                119-163 | 
                119-163 | 
                119-299 | 
                 | 
             
            
                | S3 | 
                118-313 | 
                119-077 | 
                119-283 | 
                 | 
             
            
                | S4 | 
                118-143 | 
                118-227 | 
                119-236 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                120-140 | 
                118-300 | 
                1-160 | 
                1.2% | 
                0-249 | 
                0.6% | 
                73% | 
                False | 
                False | 
                41,572 | 
                 
                
                | 10 | 
                121-215 | 
                118-300 | 
                2-235 | 
                2.3% | 
                0-220 | 
                0.6% | 
                40% | 
                False | 
                False | 
                373,326 | 
                 
                
                | 20 | 
                121-215 | 
                118-080 | 
                3-135 | 
                2.9% | 
                0-204 | 
                0.5% | 
                52% | 
                False | 
                False | 
                560,911 | 
                 
                
                | 40 | 
                121-215 | 
                116-280 | 
                4-255 | 
                4.0% | 
                0-213 | 
                0.6% | 
                66% | 
                False | 
                False | 
                721,122 | 
                 
                
                | 60 | 
                121-215 | 
                116-190 | 
                5-025 | 
                4.2% | 
                0-218 | 
                0.6% | 
                68% | 
                False | 
                False | 
                748,287 | 
                 
                
                | 80 | 
                121-215 | 
                115-120 | 
                6-095 | 
                5.2% | 
                0-224 | 
                0.6% | 
                74% | 
                False | 
                False | 
                672,352 | 
                 
                
                | 100 | 
                121-215 | 
                113-060 | 
                8-155 | 
                7.1% | 
                0-242 | 
                0.6% | 
                81% | 
                False | 
                False | 
                538,177 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            122-182 | 
         
        
            | 
2.618             | 
            121-225 | 
         
        
            | 
1.618             | 
            121-055 | 
         
        
            | 
1.000             | 
            120-270 | 
         
        
            | 
0.618             | 
            120-205 | 
         
        
            | 
HIGH             | 
            120-100 | 
         
        
            | 
0.618             | 
            120-035 | 
         
        
            | 
0.500             | 
            120-015 | 
         
        
            | 
0.382             | 
            119-315 | 
         
        
            | 
LOW             | 
            119-250 | 
         
        
            | 
0.618             | 
            119-145 | 
         
        
            | 
1.000             | 
            119-080 | 
         
        
            | 
1.618             | 
            118-295 | 
         
        
            | 
2.618             | 
            118-125 | 
         
        
            | 
4.250             | 
            117-168 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-015 | 
                                119-294 | 
                             
                            
                                | PP | 
                                120-013 | 
                                119-258 | 
                             
                            
                                | S1 | 
                                120-012 | 
                                119-222 | 
                             
             
         |