ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Nov-2009 | 11-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 117-030 | 117-070 | 0-040 | 0.1% | 117-050 |  
                        | High | 117-160 | 117-230 | 0-070 | 0.2% | 117-140 |  
                        | Low | 117-010 | 117-040 | 0-030 | 0.1% | 116-060 |  
                        | Close | 117-060 | 117-210 | 0-150 | 0.4% | 117-010 |  
                        | Range | 0-150 | 0-190 | 0-040 | 26.7% | 1-080 |  
                        | ATR | 0-211 | 0-210 | -0-002 | -0.7% | 0-000 |  
                        | Volume | 9,178 | 16,980 | 7,802 | 85.0% | 18,896 |  | 
    
| 
        
            | Daily Pivots for day following 11-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-090 | 119-020 | 117-314 |  |  
                | R3 | 118-220 | 118-150 | 117-262 |  |  
                | R2 | 118-030 | 118-030 | 117-245 |  |  
                | R1 | 117-280 | 117-280 | 117-227 | 117-315 |  
                | PP | 117-160 | 117-160 | 117-160 | 117-178 |  
                | S1 | 117-090 | 117-090 | 117-193 | 117-125 |  
                | S2 | 116-290 | 116-290 | 117-175 |  |  
                | S3 | 116-100 | 116-220 | 117-158 |  |  
                | S4 | 115-230 | 116-030 | 117-106 |  |  | 
        
            | 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 | 120-078 |  
            | 2.618 | 119-087 |  
            | 1.618 | 118-217 |  
            | 1.000 | 118-100 |  
            | 0.618 | 118-027 |  
            | HIGH | 117-230 |  
            | 0.618 | 117-157 |  
            | 0.500 | 117-135 |  
            | 0.382 | 117-113 |  
            | LOW | 117-040 |  
            | 0.618 | 116-243 |  
            | 1.000 | 116-170 |  
            | 1.618 | 116-053 |  
            | 2.618 | 115-183 |  
            | 4.250 | 114-192 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-185 | 117-172 |  
                                | PP | 117-160 | 117-133 |  
                                | S1 | 117-135 | 117-095 |  |