ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Nov-2009 | 13-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 117-170 | 117-160 | -0-010 | 0.0% | 117-030 |  
                        | High | 117-210 | 117-210 | 0-000 | 0.0% | 117-230 |  
                        | Low | 116-280 | 117-120 | 0-160 | 0.4% | 116-280 |  
                        | Close | 117-170 | 117-180 | 0-010 | 0.0% | 117-180 |  
                        | Range | 0-250 | 0-090 | -0-160 | -64.0% | 0-270 |  
                        | ATR | 0-213 | 0-204 | -0-009 | -4.1% | 0-000 |  
                        | Volume | 1,023 | 9,615 | 8,592 | 839.9% | 38,401 |  | 
    
| 
        
            | Daily Pivots for day following 13-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-120 | 118-080 | 117-230 |  |  
                | R3 | 118-030 | 117-310 | 117-205 |  |  
                | R2 | 117-260 | 117-260 | 117-196 |  |  
                | R1 | 117-220 | 117-220 | 117-188 | 117-240 |  
                | PP | 117-170 | 117-170 | 117-170 | 117-180 |  
                | S1 | 117-130 | 117-130 | 117-172 | 117-150 |  
                | S2 | 117-080 | 117-080 | 117-164 |  |  
                | S3 | 116-310 | 117-040 | 117-155 |  |  
                | S4 | 116-220 | 116-270 | 117-130 |  |  | 
        
            | Weekly Pivots for week ending 13-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-293 | 119-187 | 118-008 |  |  
                | R3 | 119-023 | 118-237 | 117-254 |  |  
                | R2 | 118-073 | 118-073 | 117-230 |  |  
                | R1 | 117-287 | 117-287 | 117-205 | 118-020 |  
                | PP | 117-123 | 117-123 | 117-123 | 117-150 |  
                | S1 | 117-017 | 117-017 | 117-155 | 117-070 |  
                | S2 | 116-173 | 116-173 | 117-130 |  |  
                | S3 | 115-223 | 116-067 | 117-106 |  |  
                | S4 | 114-273 | 115-117 | 117-032 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 118-272 |  
            | 2.618 | 118-126 |  
            | 1.618 | 118-036 |  
            | 1.000 | 117-300 |  
            | 0.618 | 117-266 |  
            | HIGH | 117-210 |  
            | 0.618 | 117-176 |  
            | 0.500 | 117-165 |  
            | 0.382 | 117-154 |  
            | LOW | 117-120 |  
            | 0.618 | 117-064 |  
            | 1.000 | 117-030 |  
            | 1.618 | 116-294 |  
            | 2.618 | 116-204 |  
            | 4.250 | 116-058 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-175 | 117-152 |  
                                | PP | 117-170 | 117-123 |  
                                | S1 | 117-165 | 117-095 |  |