ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Nov-2009 | 17-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 117-170 | 118-060 | 0-210 | 0.6% | 117-030 |  
                        | High | 118-110 | 118-160 | 0-050 | 0.1% | 117-230 |  
                        | Low | 117-170 | 117-310 | 0-140 | 0.4% | 116-280 |  
                        | Close | 118-110 | 118-130 | 0-020 | 0.1% | 117-180 |  
                        | Range | 0-260 | 0-170 | -0-090 | -34.6% | 0-270 |  
                        | ATR | 0-208 | 0-205 | -0-003 | -1.3% | 0-000 |  
                        | Volume | 6,272 | 17,068 | 10,796 | 172.1% | 38,401 |  | 
    
| 
        
            | Daily Pivots for day following 17-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-283 | 119-217 | 118-224 |  |  
                | R3 | 119-113 | 119-047 | 118-177 |  |  
                | R2 | 118-263 | 118-263 | 118-161 |  |  
                | R1 | 118-197 | 118-197 | 118-146 | 118-230 |  
                | PP | 118-093 | 118-093 | 118-093 | 118-110 |  
                | S1 | 118-027 | 118-027 | 118-114 | 118-060 |  
                | S2 | 117-243 | 117-243 | 118-099 |  |  
                | S3 | 117-073 | 117-177 | 118-083 |  |  
                | S4 | 116-223 | 117-007 | 118-036 |  |  | 
        
            | 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 | 120-242 |  
            | 2.618 | 119-285 |  
            | 1.618 | 119-115 |  
            | 1.000 | 119-010 |  
            | 0.618 | 118-265 |  
            | HIGH | 118-160 |  
            | 0.618 | 118-095 |  
            | 0.500 | 118-075 |  
            | 0.382 | 118-055 |  
            | LOW | 117-310 |  
            | 0.618 | 117-205 |  
            | 1.000 | 117-140 |  
            | 1.618 | 117-035 |  
            | 2.618 | 116-185 |  
            | 4.250 | 115-228 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-112 | 118-080 |  
                                | PP | 118-093 | 118-030 |  
                                | S1 | 118-075 | 117-300 |  |