ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Dec-2009 | 04-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 119-050 | 118-235 | -0-135 | -0.4% | 119-250 |  
                        | High | 119-060 | 118-295 | -0-085 | -0.2% | 120-000 |  
                        | Low | 118-145 | 117-180 | -0-285 | -0.8% | 117-180 |  
                        | Close | 118-235 | 117-270 | -0-285 | -0.8% | 117-270 |  
                        | Range | 0-235 | 1-115 | 0-200 | 85.1% | 2-140 |  
                        | ATR | 0-205 | 0-221 | 0-016 | 8.0% | 0-000 |  
                        | Volume | 788,070 | 947,876 | 159,806 | 20.3% | 3,637,813 |  | 
    
| 
        
            | Daily Pivots for day following 04-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-060 | 121-120 | 118-189 |  |  
                | R3 | 120-265 | 120-005 | 118-070 |  |  
                | R2 | 119-150 | 119-150 | 118-030 |  |  
                | R1 | 118-210 | 118-210 | 117-310 | 118-122 |  
                | PP | 118-035 | 118-035 | 118-035 | 117-311 |  
                | S1 | 117-095 | 117-095 | 117-230 | 117-008 |  
                | S2 | 116-240 | 116-240 | 117-190 |  |  
                | S3 | 115-125 | 115-300 | 117-150 |  |  
                | S4 | 114-010 | 114-185 | 117-031 |  |  | 
        
            | Weekly Pivots for week ending 04-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 125-250 | 124-080 | 119-059 |  |  
                | R3 | 123-110 | 121-260 | 118-164 |  |  
                | R2 | 120-290 | 120-290 | 118-093 |  |  
                | R1 | 119-120 | 119-120 | 118-022 | 118-295 |  
                | PP | 118-150 | 118-150 | 118-150 | 118-078 |  
                | S1 | 116-300 | 116-300 | 117-198 | 116-155 |  
                | S2 | 116-010 | 116-010 | 117-127 |  |  
                | S3 | 113-190 | 114-160 | 117-056 |  |  
                | S4 | 111-050 | 112-020 | 116-161 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 124-224 |  
            | 2.618 | 122-154 |  
            | 1.618 | 121-039 |  
            | 1.000 | 120-090 |  
            | 0.618 | 119-244 |  
            | HIGH | 118-295 |  
            | 0.618 | 118-129 |  
            | 0.500 | 118-078 |  
            | 0.382 | 118-026 |  
            | LOW | 117-180 |  
            | 0.618 | 116-231 |  
            | 1.000 | 116-065 |  
            | 1.618 | 115-116 |  
            | 2.618 | 114-001 |  
            | 4.250 | 111-251 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-078 | 118-190 |  
                                | PP | 118-035 | 118-110 |  
                                | S1 | 117-312 | 118-030 |  |