ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Nov-2009 | 09-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 116-210 | 117-030 | 0-140 | 0.4% | 117-050 |  
                        | High | 117-080 | 117-090 | 0-010 | 0.0% | 117-140 |  
                        | Low | 116-200 | 116-280 | 0-080 | 0.2% | 116-060 |  
                        | Close | 117-010 | 117-040 | 0-030 | 0.1% | 117-010 |  
                        | Range | 0-200 | 0-130 | -0-070 | -35.0% | 1-080 |  
                        | ATR | 0-223 | 0-216 | -0-007 | -3.0% | 0-000 |  
                        | Volume | 5,585 | 1,605 | -3,980 | -71.3% | 18,896 |  | 
    
| 
        
            | Daily Pivots for day following 09-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-100 | 118-040 | 117-112 |  |  
                | R3 | 117-290 | 117-230 | 117-076 |  |  
                | R2 | 117-160 | 117-160 | 117-064 |  |  
                | R1 | 117-100 | 117-100 | 117-052 | 117-130 |  
                | PP | 117-030 | 117-030 | 117-030 | 117-045 |  
                | S1 | 116-290 | 116-290 | 117-028 | 117-000 |  
                | S2 | 116-220 | 116-220 | 117-016 |  |  
                | S3 | 116-090 | 116-160 | 117-004 |  |  
                | S4 | 115-280 | 116-030 | 116-288 |  |  | 
        
            | Weekly Pivots for week ending 06-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-203 | 120-027 | 117-230 |  |  
                | R3 | 119-123 | 118-267 | 117-120 |  |  
                | R2 | 118-043 | 118-043 | 117-083 |  |  
                | R1 | 117-187 | 117-187 | 117-047 | 117-075 |  
                | PP | 116-283 | 116-283 | 116-283 | 116-228 |  
                | S1 | 116-107 | 116-107 | 116-293 | 115-315 |  
                | S2 | 115-203 | 115-203 | 116-257 |  |  
                | S3 | 114-123 | 115-027 | 116-220 |  |  
                | S4 | 113-043 | 113-267 | 116-110 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-002 |  
            | 2.618 | 118-110 |  
            | 1.618 | 117-300 |  
            | 1.000 | 117-220 |  
            | 0.618 | 117-170 |  
            | HIGH | 117-090 |  
            | 0.618 | 117-040 |  
            | 0.500 | 117-025 |  
            | 0.382 | 117-010 |  
            | LOW | 116-280 |  
            | 0.618 | 116-200 |  
            | 1.000 | 116-150 |  
            | 1.618 | 116-070 |  
            | 2.618 | 115-260 |  
            | 4.250 | 115-048 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-035 | 117-008 |  
                                | PP | 117-030 | 116-297 |  
                                | S1 | 117-025 | 116-265 |  |