ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Nov-2009 | 05-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 116-270 | 116-180 | -0-090 | -0.2% | 116-080 |  
                        | High | 116-280 | 116-250 | -0-030 | -0.1% | 117-100 |  
                        | Low | 116-060 | 116-120 | 0-060 | 0.2% | 115-170 |  
                        | Close | 116-140 | 116-220 | 0-080 | 0.2% | 117-080 |  
                        | Range | 0-220 | 0-130 | -0-090 | -40.9% | 1-250 |  
                        | ATR | 0-232 | 0-224 | -0-007 | -3.1% | 0-000 |  
                        | Volume | 931 | 1,447 | 516 | 55.4% | 10,083 |  | 
    
| 
        
            | Daily Pivots for day following 05-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-267 | 117-213 | 116-292 |  |  
                | R3 | 117-137 | 117-083 | 116-256 |  |  
                | R2 | 117-007 | 117-007 | 116-244 |  |  
                | R1 | 116-273 | 116-273 | 116-232 | 116-300 |  
                | PP | 116-197 | 116-197 | 116-197 | 116-210 |  
                | S1 | 116-143 | 116-143 | 116-208 | 116-170 |  
                | S2 | 116-067 | 116-067 | 116-196 |  |  
                | S3 | 115-257 | 116-013 | 116-184 |  |  
                | S4 | 115-127 | 115-203 | 116-148 |  |  | 
        
            | 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 | 118-162 |  
            | 2.618 | 117-270 |  
            | 1.618 | 117-140 |  
            | 1.000 | 117-060 |  
            | 0.618 | 117-010 |  
            | HIGH | 116-250 |  
            | 0.618 | 116-200 |  
            | 0.500 | 116-185 |  
            | 0.382 | 116-170 |  
            | LOW | 116-120 |  
            | 0.618 | 116-040 |  
            | 1.000 | 115-310 |  
            | 1.618 | 115-230 |  
            | 2.618 | 115-100 |  
            | 4.250 | 114-208 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 116-208 | 116-260 |  
                                | PP | 116-197 | 116-247 |  
                                | S1 | 116-185 | 116-233 |  |