ECBOT 30 Year Treasury Bond Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Nov-2009 | 20-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 119-27 | 120-08 | 0-13 | 0.3% | 118-20 |  
                        | High | 120-21 | 120-18 | -0-03 | -0.1% | 120-21 |  
                        | Low | 119-25 | 119-25 | 0-00 | 0.0% | 118-19 |  
                        | Close | 120-05 | 120-08 | 0-03 | 0.1% | 120-08 |  
                        | Range | 0-28 | 0-25 | -0-03 | -10.7% | 2-02 |  
                        | ATR | 1-05 | 1-04 | -0-01 | -2.3% | 0-00 |  
                        | Volume | 11,684 | 57,198 | 45,514 | 389.5% | 96,301 |  | 
    
| 
        
            | Daily Pivots for day following 20-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-17 | 122-06 | 120-22 |  |  
                | R3 | 121-24 | 121-13 | 120-15 |  |  
                | R2 | 120-31 | 120-31 | 120-13 |  |  
                | R1 | 120-20 | 120-20 | 120-10 | 120-20 |  
                | PP | 120-06 | 120-06 | 120-06 | 120-07 |  
                | S1 | 119-27 | 119-27 | 120-06 | 119-28 |  
                | S2 | 119-13 | 119-13 | 120-03 |  |  
                | S3 | 118-20 | 119-02 | 120-01 |  |  
                | S4 | 117-27 | 118-09 | 119-26 |  |  | 
        
            | Weekly Pivots for week ending 20-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 126-01 | 125-06 | 121-12 |  |  
                | R3 | 123-31 | 123-04 | 120-26 |  |  
                | R2 | 121-29 | 121-29 | 120-20 |  |  
                | R1 | 121-02 | 121-02 | 120-14 | 121-16 |  
                | PP | 119-27 | 119-27 | 119-27 | 120-01 |  
                | S1 | 119-00 | 119-00 | 120-02 | 119-14 |  
                | S2 | 117-25 | 117-25 | 119-28 |  |  
                | S3 | 115-23 | 116-30 | 119-22 |  |  
                | S4 | 113-21 | 114-28 | 119-04 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 123-28 |  
            | 2.618 | 122-19 |  
            | 1.618 | 121-26 |  
            | 1.000 | 121-11 |  
            | 0.618 | 121-01 |  
            | HIGH | 120-18 |  
            | 0.618 | 120-08 |  
            | 0.500 | 120-06 |  
            | 0.382 | 120-03 |  
            | LOW | 119-25 |  
            | 0.618 | 119-10 |  
            | 1.000 | 119-00 |  
            | 1.618 | 118-17 |  
            | 2.618 | 117-24 |  
            | 4.250 | 116-15 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 120-07 | 120-07 |  
                                | PP | 120-06 | 120-06 |  
                                | S1 | 120-06 | 120-04 |  |