ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Dec-2009 | 07-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 118-235 | 117-260 | -0-295 | -0.8% | 119-250 |  
                        | High | 118-295 | 118-120 | -0-175 | -0.5% | 120-000 |  
                        | Low | 117-180 | 117-205 | 0-025 | 0.1% | 117-180 |  
                        | Close | 117-270 | 118-065 | 0-115 | 0.3% | 117-270 |  
                        | Range | 1-115 | 0-235 | -0-200 | -46.0% | 2-140 |  
                        | ATR | 0-221 | 0-222 | 0-001 | 0.5% | 0-000 |  
                        | Volume | 947,876 | 1,131,250 | 183,374 | 19.3% | 3,637,813 |  | 
    
| 
        
            | Daily Pivots for day following 07-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-088 | 119-312 | 118-194 |  |  
                | R3 | 119-173 | 119-077 | 118-130 |  |  
                | R2 | 118-258 | 118-258 | 118-108 |  |  
                | R1 | 118-162 | 118-162 | 118-087 | 118-210 |  
                | PP | 118-023 | 118-023 | 118-023 | 118-048 |  
                | S1 | 117-247 | 117-247 | 118-043 | 117-295 |  
                | S2 | 117-108 | 117-108 | 118-022 |  |  
                | S3 | 116-193 | 117-012 | 118-000 |  |  
                | S4 | 115-278 | 116-097 | 117-256 |  |  | 
        
            | 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 | 121-159 |  
            | 2.618 | 120-095 |  
            | 1.618 | 119-180 |  
            | 1.000 | 119-035 |  
            | 0.618 | 118-265 |  
            | HIGH | 118-120 |  
            | 0.618 | 118-030 |  
            | 0.500 | 118-002 |  
            | 0.382 | 117-295 |  
            | LOW | 117-205 |  
            | 0.618 | 117-060 |  
            | 1.000 | 116-290 |  
            | 1.618 | 116-145 |  
            | 2.618 | 115-230 |  
            | 4.250 | 114-166 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-044 | 118-120 |  
                                | PP | 118-023 | 118-102 |  
                                | S1 | 118-002 | 118-083 |  |