ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Oct-2009 | 30-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 116-180 | 116-140 | -0-040 | -0.1% | 116-080 |  
                        | High | 116-310 | 117-100 | 0-110 | 0.3% | 117-100 |  
                        | Low | 116-040 | 116-140 | 0-100 | 0.3% | 115-170 |  
                        | Close | 116-110 | 117-080 | 0-290 | 0.8% | 117-080 |  
                        | Range | 0-270 | 0-280 | 0-010 | 3.7% | 1-250 |  
                        | ATR | 0-232 | 0-237 | 0-006 | 2.4% | 0-000 |  
                        | Volume | 3,250 | 3,939 | 689 | 21.2% | 10,083 |  | 
    
| 
        
            | Daily Pivots for day following 30-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-200 | 119-100 | 117-234 |  |  
                | R3 | 118-240 | 118-140 | 117-157 |  |  
                | R2 | 117-280 | 117-280 | 117-131 |  |  
                | R1 | 117-180 | 117-180 | 117-106 | 117-230 |  
                | PP | 117-000 | 117-000 | 117-000 | 117-025 |  
                | S1 | 116-220 | 116-220 | 117-054 | 116-270 |  
                | S2 | 116-040 | 116-040 | 117-029 |  |  
                | S3 | 115-080 | 115-260 | 117-003 |  |  
                | S4 | 114-120 | 114-300 | 116-246 |  |  | 
        
            | Weekly Pivots for week ending 30-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-013 | 121-137 | 118-074 |  |  
                | R3 | 120-083 | 119-207 | 117-237 |  |  
                | R2 | 118-153 | 118-153 | 117-184 |  |  
                | R1 | 117-277 | 117-277 | 117-132 | 118-055 |  
                | PP | 116-223 | 116-223 | 116-223 | 116-272 |  
                | S1 | 116-027 | 116-027 | 117-028 | 116-125 |  
                | S2 | 114-293 | 114-293 | 116-296 |  |  
                | S3 | 113-043 | 114-097 | 116-243 |  |  
                | S4 | 111-113 | 112-167 | 116-086 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-010 |  
            | 2.618 | 119-193 |  
            | 1.618 | 118-233 |  
            | 1.000 | 118-060 |  
            | 0.618 | 117-273 |  
            | HIGH | 117-100 |  
            | 0.618 | 116-313 |  
            | 0.500 | 116-280 |  
            | 0.382 | 116-247 |  
            | LOW | 116-140 |  
            | 0.618 | 115-287 |  
            | 1.000 | 115-180 |  
            | 1.618 | 115-007 |  
            | 2.618 | 114-047 |  
            | 4.250 | 112-230 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-040 | 117-023 |  
                                | PP | 117-000 | 116-287 |  
                                | S1 | 116-280 | 116-230 |  |