ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Nov-2009 | 12-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 117-070 | 117-170 | 0-100 | 0.3% | 117-050 |  
                        | High | 117-230 | 117-210 | -0-020 | -0.1% | 117-140 |  
                        | Low | 117-040 | 116-280 | -0-080 | -0.2% | 116-060 |  
                        | Close | 117-210 | 117-170 | -0-040 | -0.1% | 117-010 |  
                        | Range | 0-190 | 0-250 | 0-060 | 31.6% | 1-080 |  
                        | ATR | 0-210 | 0-213 | 0-003 | 1.4% | 0-000 |  
                        | Volume | 16,980 | 1,023 | -15,957 | -94.0% | 18,896 |  | 
    
| 
        
            | Daily Pivots for day following 12-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-223 | 119-127 | 117-308 |  |  
                | R3 | 118-293 | 118-197 | 117-239 |  |  
                | R2 | 118-043 | 118-043 | 117-216 |  |  
                | R1 | 117-267 | 117-267 | 117-193 | 117-295 |  
                | PP | 117-113 | 117-113 | 117-113 | 117-128 |  
                | S1 | 117-017 | 117-017 | 117-147 | 117-045 |  
                | S2 | 116-183 | 116-183 | 117-124 |  |  
                | S3 | 115-253 | 116-087 | 117-101 |  |  
                | S4 | 115-003 | 115-157 | 117-032 |  |  | 
        
            | 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 | 120-312 |  
            | 2.618 | 119-224 |  
            | 1.618 | 118-294 |  
            | 1.000 | 118-140 |  
            | 0.618 | 118-044 |  
            | HIGH | 117-210 |  
            | 0.618 | 117-114 |  
            | 0.500 | 117-085 |  
            | 0.382 | 117-056 |  
            | LOW | 116-280 |  
            | 0.618 | 116-126 |  
            | 1.000 | 116-030 |  
            | 1.618 | 115-196 |  
            | 2.618 | 114-266 |  
            | 4.250 | 113-178 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-142 | 117-145 |  
                                | PP | 117-113 | 117-120 |  
                                | S1 | 117-085 | 117-095 |  |