ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Nov-2009 | 16-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 117-160 | 117-170 | 0-010 | 0.0% | 117-030 |  
                        | High | 117-210 | 118-110 | 0-220 | 0.6% | 117-230 |  
                        | Low | 117-120 | 117-170 | 0-050 | 0.1% | 116-280 |  
                        | Close | 117-180 | 118-110 | 0-250 | 0.7% | 117-180 |  
                        | Range | 0-090 | 0-260 | 0-170 | 188.9% | 0-270 |  
                        | ATR | 0-204 | 0-208 | 0-004 | 2.0% | 0-000 |  
                        | Volume | 9,615 | 6,272 | -3,343 | -34.8% | 38,401 |  | 
    
| 
        
            | Daily Pivots for day following 16-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-163 | 120-077 | 118-253 |  |  
                | R3 | 119-223 | 119-137 | 118-182 |  |  
                | R2 | 118-283 | 118-283 | 118-158 |  |  
                | R1 | 118-197 | 118-197 | 118-134 | 118-240 |  
                | PP | 118-023 | 118-023 | 118-023 | 118-045 |  
                | S1 | 117-257 | 117-257 | 118-086 | 117-300 |  
                | S2 | 117-083 | 117-083 | 118-062 |  |  
                | S3 | 116-143 | 116-317 | 118-038 |  |  
                | S4 | 115-203 | 116-057 | 117-287 |  |  | 
        
            | 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 | 121-255 |  
            | 2.618 | 120-151 |  
            | 1.618 | 119-211 |  
            | 1.000 | 119-050 |  
            | 0.618 | 118-271 |  
            | HIGH | 118-110 |  
            | 0.618 | 118-011 |  
            | 0.500 | 117-300 |  
            | 0.382 | 117-269 |  
            | LOW | 117-170 |  
            | 0.618 | 117-009 |  
            | 1.000 | 116-230 |  
            | 1.618 | 116-069 |  
            | 2.618 | 115-129 |  
            | 4.250 | 114-025 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-067 | 118-032 |  
                                | PP | 118-023 | 117-273 |  
                                | S1 | 117-300 | 117-195 |  |