ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Nov-2009 | 18-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 118-060 | 118-110 | 0-050 | 0.1% | 117-030 |  
                        | High | 118-160 | 118-150 | -0-010 | 0.0% | 117-230 |  
                        | Low | 117-310 | 118-010 | 0-020 | 0.1% | 116-280 |  
                        | Close | 118-130 | 118-030 | -0-100 | -0.3% | 117-180 |  
                        | Range | 0-170 | 0-140 | -0-030 | -17.6% | 0-270 |  
                        | ATR | 0-205 | 0-201 | -0-005 | -2.3% | 0-000 |  
                        | Volume | 17,068 | 30,700 | 13,632 | 79.9% | 38,401 |  | 
    
| 
        
            | Daily Pivots for day following 18-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-163 | 119-077 | 118-107 |  |  
                | R3 | 119-023 | 118-257 | 118-068 |  |  
                | R2 | 118-203 | 118-203 | 118-056 |  |  
                | R1 | 118-117 | 118-117 | 118-043 | 118-090 |  
                | PP | 118-063 | 118-063 | 118-063 | 118-050 |  
                | S1 | 117-297 | 117-297 | 118-017 | 117-270 |  
                | S2 | 117-243 | 117-243 | 118-004 |  |  
                | S3 | 117-103 | 117-157 | 117-312 |  |  
                | S4 | 116-283 | 117-017 | 117-273 |  |  | 
        
            | 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 | 120-105 |  
            | 2.618 | 119-197 |  
            | 1.618 | 119-057 |  
            | 1.000 | 118-290 |  
            | 0.618 | 118-237 |  
            | HIGH | 118-150 |  
            | 0.618 | 118-097 |  
            | 0.500 | 118-080 |  
            | 0.382 | 118-063 |  
            | LOW | 118-010 |  
            | 0.618 | 117-243 |  
            | 1.000 | 117-190 |  
            | 1.618 | 117-103 |  
            | 2.618 | 116-283 |  
            | 4.250 | 116-055 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-080 | 118-022 |  
                                | PP | 118-063 | 118-013 |  
                                | S1 | 118-047 | 118-005 |  |