ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Oct-2009 | 13-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 116-240 | 117-050 | 0-130 | 0.3% | 118-040 |  
                        | High | 117-130 | 117-220 | 0-090 | 0.2% | 118-140 |  
                        | Low | 116-240 | 117-050 | 0-130 | 0.3% | 116-250 |  
                        | Close | 117-070 | 117-180 | 0-110 | 0.3% | 116-300 |  
                        | Range | 0-210 | 0-170 | -0-040 | -19.0% | 1-210 |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 1,338 | 155 | -1,183 | -88.4% | 14,143 |  | 
    
| 
        
            | Daily Pivots for day following 13-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-020 | 118-270 | 117-274 |  |  
                | R3 | 118-170 | 118-100 | 117-227 |  |  
                | R2 | 118-000 | 118-000 | 117-211 |  |  
                | R1 | 117-250 | 117-250 | 117-196 | 117-285 |  
                | PP | 117-150 | 117-150 | 117-150 | 117-168 |  
                | S1 | 117-080 | 117-080 | 117-164 | 117-115 |  
                | S2 | 116-300 | 116-300 | 117-149 |  |  
                | S3 | 116-130 | 116-230 | 117-133 |  |  
                | S4 | 115-280 | 116-060 | 117-086 |  |  | 
        
            | Weekly Pivots for week ending 09-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-113 | 121-097 | 117-272 |  |  
                | R3 | 120-223 | 119-207 | 117-126 |  |  
                | R2 | 119-013 | 119-013 | 117-077 |  |  
                | R1 | 117-317 | 117-317 | 117-029 | 117-220 |  
                | PP | 117-123 | 117-123 | 117-123 | 117-075 |  
                | S1 | 116-107 | 116-107 | 116-251 | 116-010 |  
                | S2 | 115-233 | 115-233 | 116-203 |  |  
                | S3 | 114-023 | 114-217 | 116-154 |  |  
                | S4 | 112-133 | 113-007 | 116-008 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-302 |  
            | 2.618 | 119-025 |  
            | 1.618 | 118-175 |  
            | 1.000 | 118-070 |  
            | 0.618 | 118-005 |  
            | HIGH | 117-220 |  
            | 0.618 | 117-155 |  
            | 0.500 | 117-135 |  
            | 0.382 | 117-115 |  
            | LOW | 117-050 |  
            | 0.618 | 116-265 |  
            | 1.000 | 116-200 |  
            | 1.618 | 116-095 |  
            | 2.618 | 115-245 |  
            | 4.250 | 114-288 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-165 | 117-153 |  
                                | PP | 117-150 | 117-127 |  
                                | S1 | 117-135 | 117-100 |  |