ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Dec-2009 | 11-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 118-165 | 118-025 | -0-140 | -0.4% | 117-260 |  
                        | High | 118-215 | 118-050 | -0-165 | -0.4% | 119-000 |  
                        | Low | 117-245 | 117-135 | -0-110 | -0.3% | 117-135 |  
                        | Close | 118-055 | 117-215 | -0-160 | -0.4% | 117-215 |  
                        | Range | 0-290 | 0-235 | -0-055 | -19.0% | 1-185 |  
                        | ATR | 0-225 | 0-226 | 0-001 | 0.5% | 0-000 |  
                        | Volume | 793,164 | 843,626 | 50,462 | 6.4% | 4,267,234 |  | 
    
| 
        
            | Daily Pivots for day following 11-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-305 | 119-175 | 118-024 |  |  
                | R3 | 119-070 | 118-260 | 117-280 |  |  
                | R2 | 118-155 | 118-155 | 117-258 |  |  
                | R1 | 118-025 | 118-025 | 117-237 | 117-292 |  
                | PP | 117-240 | 117-240 | 117-240 | 117-214 |  
                | S1 | 117-110 | 117-110 | 117-193 | 117-058 |  
                | S2 | 117-005 | 117-005 | 117-172 |  |  
                | S3 | 116-090 | 116-195 | 117-150 |  |  
                | S4 | 115-175 | 115-280 | 117-086 |  |  | 
        
            | Weekly Pivots for week ending 11-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-245 | 121-255 | 118-173 |  |  
                | R3 | 121-060 | 120-070 | 118-034 |  |  
                | R2 | 119-195 | 119-195 | 117-308 |  |  
                | R1 | 118-205 | 118-205 | 117-261 | 118-108 |  
                | PP | 118-010 | 118-010 | 118-010 | 117-281 |  
                | S1 | 117-020 | 117-020 | 117-169 | 116-242 |  
                | S2 | 116-145 | 116-145 | 117-122 |  |  
                | S3 | 114-280 | 115-155 | 117-076 |  |  
                | S4 | 113-095 | 113-290 | 116-257 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-089 |  
            | 2.618 | 120-025 |  
            | 1.618 | 119-110 |  
            | 1.000 | 118-285 |  
            | 0.618 | 118-195 |  
            | HIGH | 118-050 |  
            | 0.618 | 117-280 |  
            | 0.500 | 117-252 |  
            | 0.382 | 117-225 |  
            | LOW | 117-135 |  
            | 0.618 | 116-310 |  
            | 1.000 | 116-220 |  
            | 1.618 | 116-075 |  
            | 2.618 | 115-160 |  
            | 4.250 | 114-096 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-252 | 118-060 |  
                                | PP | 117-240 | 118-005 |  
                                | S1 | 117-228 | 117-270 |  |