ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Oct-2009 | 16-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 116-240 | 116-190 | -0-050 | -0.1% | 116-240 |  
                        | High | 116-300 | 116-280 | -0-020 | -0.1% | 117-220 |  
                        | Low | 116-110 | 116-110 | 0-000 | 0.0% | 116-110 |  
                        | Close | 116-130 | 116-250 | 0-120 | 0.3% | 116-250 |  
                        | Range | 0-190 | 0-170 | -0-020 | -10.5% | 1-110 |  
                        | ATR | 0-000 | 0-214 | 0-214 |  | 0-000 |  
                        | Volume | 550 | 183 | -367 | -66.7% | 2,625 |  | 
    
| 
        
            | Daily Pivots for day following 16-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-083 | 118-017 | 117-024 |  |  
                | R3 | 117-233 | 117-167 | 116-297 |  |  
                | R2 | 117-063 | 117-063 | 116-281 |  |  
                | R1 | 116-317 | 116-317 | 116-266 | 117-030 |  
                | PP | 116-213 | 116-213 | 116-213 | 116-230 |  
                | S1 | 116-147 | 116-147 | 116-234 | 116-180 |  
                | S2 | 116-043 | 116-043 | 116-219 |  |  
                | S3 | 115-193 | 115-297 | 116-203 |  |  
                | S4 | 115-023 | 115-127 | 116-156 |  |  | 
        
            | Weekly Pivots for week ending 16-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-310 | 120-070 | 117-166 |  |  
                | R3 | 119-200 | 118-280 | 117-048 |  |  
                | R2 | 118-090 | 118-090 | 117-009 |  |  
                | R1 | 117-170 | 117-170 | 116-289 | 117-290 |  
                | PP | 116-300 | 116-300 | 116-300 | 117-040 |  
                | S1 | 116-060 | 116-060 | 116-211 | 116-180 |  
                | S2 | 115-190 | 115-190 | 116-171 |  |  
                | S3 | 114-080 | 114-270 | 116-132 |  |  
                | S4 | 112-290 | 113-160 | 116-014 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-042 |  
            | 2.618 | 118-085 |  
            | 1.618 | 117-235 |  
            | 1.000 | 117-130 |  
            | 0.618 | 117-065 |  
            | HIGH | 116-280 |  
            | 0.618 | 116-215 |  
            | 0.500 | 116-195 |  
            | 0.382 | 116-175 |  
            | LOW | 116-110 |  
            | 0.618 | 116-005 |  
            | 1.000 | 115-260 |  
            | 1.618 | 115-155 |  
            | 2.618 | 114-305 |  
            | 4.250 | 114-028 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 116-232 | 116-265 |  
                                | PP | 116-213 | 116-260 |  
                                | S1 | 116-195 | 116-255 |  |