ECBOT 10 Year T-Note Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Dec-2009 | 
                    10-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-050 | 
                        119-275 | 
                        -0-095 | 
                        -0.2% | 
                        120-315 | 
                     
                    
                        | High | 
                        120-100 | 
                        120-010 | 
                        -0-090 | 
                        -0.2% | 
                        121-070 | 
                     
                    
                        | Low | 
                        119-250 | 
                        119-050 | 
                        -0-200 | 
                        -0.5% | 
                        118-300 | 
                     
                    
                        | Close | 
                        120-010 | 
                        119-165 | 
                        -0-165 | 
                        -0.4% | 
                        119-065 | 
                     
                    
                        | Range | 
                        0-170 | 
                        0-280 | 
                        0-110 | 
                        64.7% | 
                        2-090 | 
                     
                    
                        | ATR | 
                        0-217 | 
                        0-221 | 
                        0-005 | 
                        2.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        21,503 | 
                        8,419 | 
                        -13,084 | 
                        -60.8% | 
                        1,147,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-062 | 
                121-233 | 
                119-319 | 
                 | 
             
            
                | R3 | 
                121-102 | 
                120-273 | 
                119-242 | 
                 | 
             
            
                | R2 | 
                120-142 | 
                120-142 | 
                119-216 | 
                 | 
             
            
                | R1 | 
                119-313 | 
                119-313 | 
                119-191 | 
                119-248 | 
             
            
                | PP | 
                119-182 | 
                119-182 | 
                119-182 | 
                119-149 | 
             
            
                | S1 | 
                119-033 | 
                119-033 | 
                119-139 | 
                118-288 | 
             
            
                | S2 | 
                118-222 | 
                118-222 | 
                119-114 | 
                 | 
             
            
                | S3 | 
                117-262 | 
                118-073 | 
                119-088 | 
                 | 
             
            
                | S4 | 
                116-302 | 
                117-113 | 
                119-011 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                120-115 | 
                118-300 | 
                1-135 | 
                1.2% | 
                0-264 | 
                0.7% | 
                41% | 
                False | 
                False | 
                31,272 | 
                 
                
                | 10 | 
                121-215 | 
                118-300 | 
                2-235 | 
                2.3% | 
                0-226 | 
                0.6% | 
                21% | 
                False | 
                False | 
                265,150 | 
                 
                
                | 20 | 
                121-215 | 
                118-080 | 
                3-135 | 
                2.9% | 
                0-207 | 
                0.5% | 
                37% | 
                False | 
                False | 
                522,495 | 
                 
                
                | 40 | 
                121-215 | 
                116-280 | 
                4-255 | 
                4.0% | 
                0-214 | 
                0.6% | 
                55% | 
                False | 
                False | 
                703,870 | 
                 
                
                | 60 | 
                121-215 | 
                116-190 | 
                5-025 | 
                4.2% | 
                0-217 | 
                0.6% | 
                58% | 
                False | 
                False | 
                735,174 | 
                 
                
                | 80 | 
                121-215 | 
                115-120 | 
                6-095 | 
                5.3% | 
                0-226 | 
                0.6% | 
                66% | 
                False | 
                False | 
                672,399 | 
                 
                
                | 100 | 
                121-215 | 
                113-060 | 
                8-155 | 
                7.1% | 
                0-240 | 
                0.6% | 
                75% | 
                False | 
                False | 
                538,250 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123-240 | 
         
        
            | 
2.618             | 
            122-103 | 
         
        
            | 
1.618             | 
            121-143 | 
         
        
            | 
1.000             | 
            120-290 | 
         
        
            | 
0.618             | 
            120-183 | 
         
        
            | 
HIGH             | 
            120-010 | 
         
        
            | 
0.618             | 
            119-223 | 
         
        
            | 
0.500             | 
            119-190 | 
         
        
            | 
0.382             | 
            119-157 | 
         
        
            | 
LOW             | 
            119-050 | 
         
        
            | 
0.618             | 
            118-197 | 
         
        
            | 
1.000             | 
            118-090 | 
         
        
            | 
1.618             | 
            117-237 | 
         
        
            | 
2.618             | 
            116-277 | 
         
        
            | 
4.250             | 
            115-140 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-190 | 
                                119-242 | 
                             
                            
                                | PP | 
                                119-182 | 
                                119-217 | 
                             
                            
                                | S1 | 
                                119-173 | 
                                119-191 | 
                             
             
         |