ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Oct-2009 | 28-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 115-270 | 116-120 | 0-170 | 0.5% | 116-200 |  
                        | High | 116-180 | 117-020 | 0-160 | 0.4% | 117-160 |  
                        | Low | 115-240 | 116-120 | 0-200 | 0.5% | 116-010 |  
                        | Close | 116-170 | 116-280 | 0-110 | 0.3% | 116-080 |  
                        | Range | 0-260 | 0-220 | -0-040 | -15.4% | 1-150 |  
                        | ATR | 0-230 | 0-229 | -0-001 | -0.3% | 0-000 |  
                        | Volume | 470 | 1,660 | 1,190 | 253.2% | 1,226 |  | 
    
| 
        
            | Daily Pivots for day following 28-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-267 | 118-173 | 117-081 |  |  
                | R3 | 118-047 | 117-273 | 117-020 |  |  
                | R2 | 117-147 | 117-147 | 117-000 |  |  
                | R1 | 117-053 | 117-053 | 116-300 | 117-100 |  
                | PP | 116-247 | 116-247 | 116-247 | 116-270 |  
                | S1 | 116-153 | 116-153 | 116-260 | 116-200 |  
                | S2 | 116-027 | 116-027 | 116-240 |  |  
                | S3 | 115-127 | 115-253 | 116-220 |  |  
                | S4 | 114-227 | 115-033 | 116-159 |  |  | 
        
            | Weekly Pivots for week ending 23-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-000 | 120-030 | 117-018 |  |  
                | R3 | 119-170 | 118-200 | 116-209 |  |  
                | R2 | 118-020 | 118-020 | 116-166 |  |  
                | R1 | 117-050 | 117-050 | 116-123 | 116-280 |  
                | PP | 116-190 | 116-190 | 116-190 | 116-145 |  
                | S1 | 115-220 | 115-220 | 116-037 | 115-130 |  
                | S2 | 115-040 | 115-040 | 115-314 |  |  
                | S3 | 113-210 | 114-070 | 115-271 |  |  
                | S4 | 112-060 | 112-240 | 115-142 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-315 |  
            | 2.618 | 118-276 |  
            | 1.618 | 118-056 |  
            | 1.000 | 117-240 |  
            | 0.618 | 117-156 |  
            | HIGH | 117-020 |  
            | 0.618 | 116-256 |  
            | 0.500 | 116-230 |  
            | 0.382 | 116-204 |  
            | LOW | 116-120 |  
            | 0.618 | 115-304 |  
            | 1.000 | 115-220 |  
            | 1.618 | 115-084 |  
            | 2.618 | 114-184 |  
            | 4.250 | 113-145 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 116-263 | 116-218 |  
                                | PP | 116-247 | 116-157 |  
                                | S1 | 116-230 | 116-095 |  |