ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Dec-2009 | 10-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 118-250 | 118-165 | -0-085 | -0.2% | 119-250 |  
                        | High | 118-305 | 118-215 | -0-090 | -0.2% | 120-000 |  
                        | Low | 118-145 | 117-245 | -0-220 | -0.6% | 117-180 |  
                        | Close | 118-205 | 118-055 | -0-150 | -0.4% | 117-270 |  
                        | Range | 0-160 | 0-290 | 0-130 | 81.3% | 2-140 |  
                        | ATR | 0-220 | 0-225 | 0-005 | 2.3% | 0-000 |  
                        | Volume | 834,707 | 793,164 | -41,543 | -5.0% | 3,637,813 |  | 
    
| 
        
            | Daily Pivots for day following 10-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-295 | 120-145 | 118-214 |  |  
                | R3 | 120-005 | 119-175 | 118-135 |  |  
                | R2 | 119-035 | 119-035 | 118-108 |  |  
                | R1 | 118-205 | 118-205 | 118-082 | 118-135 |  
                | PP | 118-065 | 118-065 | 118-065 | 118-030 |  
                | S1 | 117-235 | 117-235 | 118-028 | 117-165 |  
                | S2 | 117-095 | 117-095 | 118-002 |  |  
                | S3 | 116-125 | 116-265 | 117-295 |  |  
                | S4 | 115-155 | 115-295 | 117-216 |  |  | 
        
            | 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 | 122-168 |  
            | 2.618 | 121-014 |  
            | 1.618 | 120-044 |  
            | 1.000 | 119-185 |  
            | 0.618 | 119-074 |  
            | HIGH | 118-215 |  
            | 0.618 | 118-104 |  
            | 0.500 | 118-070 |  
            | 0.382 | 118-036 |  
            | LOW | 117-245 |  
            | 0.618 | 117-066 |  
            | 1.000 | 116-275 |  
            | 1.618 | 116-096 |  
            | 2.618 | 115-126 |  
            | 4.250 | 113-292 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-070 | 118-122 |  
                                | PP | 118-065 | 118-100 |  
                                | S1 | 118-060 | 118-078 |  |