ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Dec-2009 | 08-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 117-260 | 118-080 | 0-140 | 0.4% | 119-250 |  
                        | High | 118-120 | 119-000 | 0-200 | 0.5% | 120-000 |  
                        | Low | 117-205 | 118-055 | 0-170 | 0.5% | 117-180 |  
                        | Close | 118-065 | 118-250 | 0-185 | 0.5% | 117-270 |  
                        | Range | 0-235 | 0-265 | 0-030 | 12.8% | 2-140 |  
                        | ATR | 0-222 | 0-225 | 0-003 | 1.4% | 0-000 |  
                        | Volume | 1,131,250 | 664,487 | -466,763 | -41.3% | 3,637,813 |  | 
    
| 
        
            | Daily Pivots for day following 08-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-043 | 120-252 | 119-076 |  |  
                | R3 | 120-098 | 119-307 | 119-003 |  |  
                | R2 | 119-153 | 119-153 | 118-299 |  |  
                | R1 | 119-042 | 119-042 | 118-274 | 119-098 |  
                | PP | 118-208 | 118-208 | 118-208 | 118-236 |  
                | S1 | 118-097 | 118-097 | 118-226 | 118-152 |  
                | S2 | 117-263 | 117-263 | 118-201 |  |  
                | S3 | 116-318 | 117-152 | 118-177 |  |  
                | S4 | 116-053 | 116-207 | 118-104 |  |  | 
        
            | 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 | 122-166 |  
            | 2.618 | 121-054 |  
            | 1.618 | 120-109 |  
            | 1.000 | 119-265 |  
            | 0.618 | 119-164 |  
            | HIGH | 119-000 |  
            | 0.618 | 118-219 |  
            | 0.500 | 118-188 |  
            | 0.382 | 118-156 |  
            | LOW | 118-055 |  
            | 0.618 | 117-211 |  
            | 1.000 | 117-110 |  
            | 1.618 | 116-266 |  
            | 2.618 | 116-001 |  
            | 4.250 | 114-209 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-229 | 118-197 |  
                                | PP | 118-208 | 118-143 |  
                                | S1 | 118-188 | 118-090 |  |