ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Oct-2009 | 22-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 116-270 | 116-230 | -0-040 | -0.1% | 116-240 |  
                        | High | 117-120 | 116-270 | -0-170 | -0.5% | 117-220 |  
                        | Low | 116-180 | 116-120 | -0-060 | -0.2% | 116-110 |  
                        | Close | 116-220 | 116-200 | -0-020 | -0.1% | 116-250 |  
                        | Range | 0-260 | 0-150 | -0-110 | -42.3% | 1-110 |  
                        | ATR | 0-213 | 0-208 | -0-004 | -2.1% | 0-000 |  
                        | Volume | 38 | 108 | 70 | 184.2% | 2,625 |  | 
    
| 
        
            | Daily Pivots for day following 22-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-007 | 117-253 | 116-282 |  |  
                | R3 | 117-177 | 117-103 | 116-241 |  |  
                | R2 | 117-027 | 117-027 | 116-228 |  |  
                | R1 | 116-273 | 116-273 | 116-214 | 116-235 |  
                | PP | 116-197 | 116-197 | 116-197 | 116-178 |  
                | S1 | 116-123 | 116-123 | 116-186 | 116-085 |  
                | S2 | 116-047 | 116-047 | 116-172 |  |  
                | S3 | 115-217 | 115-293 | 116-159 |  |  
                | S4 | 115-067 | 115-143 | 116-118 |  |  | 
        
            | 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 | 118-268 |  
            | 2.618 | 118-023 |  
            | 1.618 | 117-193 |  
            | 1.000 | 117-100 |  
            | 0.618 | 117-043 |  
            | HIGH | 116-270 |  
            | 0.618 | 116-213 |  
            | 0.500 | 116-195 |  
            | 0.382 | 116-177 |  
            | LOW | 116-120 |  
            | 0.618 | 116-027 |  
            | 1.000 | 115-290 |  
            | 1.618 | 115-197 |  
            | 2.618 | 115-047 |  
            | 4.250 | 114-122 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 116-198 | 116-300 |  
                                | PP | 116-197 | 116-267 |  
                                | S1 | 116-195 | 116-233 |  |