CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	118-040	118-185	0-145	0.4%	117-165
High	118-195	118-230	0-035	0.1%	118-195
Low	118-040	118-155	0-115	0.3%	116-295
Close	118-195	118-155	-0-040	-0.1%	118-195
Range	0-155	0-075	-0-080	-51.6%	1-220
ATR	0-180	0-173	-0-008	-4.2%	0-000
Volume	1,096,483	1,067,367	-29,116	-2.7%	4,855,675

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-085	119-035	118-196
R3	119-010	118-280	118-176
R2	118-255	118-255	118-169
R1	118-205	118-205	118-162	118-192
PP	118-180	118-180	118-180	118-174
S1	118-130	118-130	118-148	118-118
S2	118-105	118-105	118-141
S3	118-030	118-055	118-134
S4	117-275	117-300	118-114

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-035	122-175	119-172
R3	121-135	120-275	119-024
R2	119-235	119-235	118-294
R1	119-055	119-055	118-244	119-145
PP	118-015	118-015	118-015	118-060
S1	117-155	117-155	118-146	117-245
S2	116-115	116-115	118-096
S3	114-215	115-255	118-046
S4	112-315	114-035	117-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-230	117-055	1-175	1.3%	0-137	0.4%	85%	True	False	1,017,119
10	118-250	116-295	1-275	1.6%	0-123	0.3%	84%	False	False	904,135
20	119-235	116-295	2-260	2.4%	0-128	0.3%	56%	False	False	840,736
40	119-235	116-200	3-035	2.6%	0-141	0.4%	60%	False	False	819,449
60	119-235	114-040	5-195	4.7%	0-112	0.3%	78%	False	False	623,876
80	119-235	113-080	6-155	5.5%	0-084	0.2%	81%	False	False	468,155

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-229
2.618	119-106
1.618	119-031
1.000	118-305
0.618	118-276
HIGH	118-230
0.618	118-201
0.500	118-192
0.382	118-184
LOW	118-155
0.618	118-109
1.000	118-080
1.618	118-034
2.618	117-279
4.250	117-156

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	118-192	118-122
PP	118-180	118-088
S1	118-168	118-055

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These figures are updated between 7pm and 10pm EST after a trading day.

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