ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Dec-2009 | 09-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 118-080 | 118-250 | 0-170 | 0.4% | 119-250 |  
                        | High | 119-000 | 118-305 | -0-015 | 0.0% | 120-000 |  
                        | Low | 118-055 | 118-145 | 0-090 | 0.2% | 117-180 |  
                        | Close | 118-250 | 118-205 | -0-045 | -0.1% | 117-270 |  
                        | Range | 0-265 | 0-160 | -0-105 | -39.6% | 2-140 |  
                        | ATR | 0-225 | 0-220 | -0-005 | -2.1% | 0-000 |  
                        | Volume | 664,487 | 834,707 | 170,220 | 25.6% | 3,637,813 |  | 
    
| 
        
            | Daily Pivots for day following 09-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-058 | 119-292 | 118-293 |  |  
                | R3 | 119-218 | 119-132 | 118-249 |  |  
                | R2 | 119-058 | 119-058 | 118-234 |  |  
                | R1 | 118-292 | 118-292 | 118-220 | 118-255 |  
                | PP | 118-218 | 118-218 | 118-218 | 118-200 |  
                | S1 | 118-132 | 118-132 | 118-190 | 118-095 |  
                | S2 | 118-058 | 118-058 | 118-176 |  |  
                | S3 | 117-218 | 117-292 | 118-161 |  |  
                | S4 | 117-058 | 117-132 | 118-117 |  |  | 
        
            | 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 | 121-025 |  
            | 2.618 | 120-084 |  
            | 1.618 | 119-244 |  
            | 1.000 | 119-145 |  
            | 0.618 | 119-084 |  
            | HIGH | 118-305 |  
            | 0.618 | 118-244 |  
            | 0.500 | 118-225 |  
            | 0.382 | 118-206 |  
            | LOW | 118-145 |  
            | 0.618 | 118-046 |  
            | 1.000 | 117-305 |  
            | 1.618 | 117-206 |  
            | 2.618 | 117-046 |  
            | 4.250 | 116-105 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-225 | 118-171 |  
                                | PP | 118-218 | 118-137 |  
                                | S1 | 118-212 | 118-102 |  |