ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Dec-2009 | 14-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 118-025 | 117-190 | -0-155 | -0.4% | 117-260 |  
                        | High | 118-050 | 117-290 | -0-080 | -0.2% | 119-000 |  
                        | Low | 117-135 | 117-150 | 0-015 | 0.0% | 117-135 |  
                        | Close | 117-215 | 117-180 | -0-035 | -0.1% | 117-215 |  
                        | Range | 0-235 | 0-140 | -0-095 | -40.4% | 1-185 |  
                        | ATR | 0-226 | 0-220 | -0-006 | -2.7% | 0-000 |  
                        | Volume | 843,626 | 885,674 | 42,048 | 5.0% | 4,267,234 |  | 
    
| 
        
            | Daily Pivots for day following 14-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-307 | 118-223 | 117-257 |  |  
                | R3 | 118-167 | 118-083 | 117-218 |  |  
                | R2 | 118-027 | 118-027 | 117-206 |  |  
                | R1 | 117-263 | 117-263 | 117-193 | 117-235 |  
                | PP | 117-207 | 117-207 | 117-207 | 117-192 |  
                | S1 | 117-123 | 117-123 | 117-167 | 117-095 |  
                | S2 | 117-067 | 117-067 | 117-154 |  |  
                | S3 | 116-247 | 116-303 | 117-142 |  |  
                | S4 | 116-107 | 116-163 | 117-103 |  |  | 
        
            | 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 | 119-245 |  
            | 2.618 | 119-017 |  
            | 1.618 | 118-197 |  
            | 1.000 | 118-110 |  
            | 0.618 | 118-057 |  
            | HIGH | 117-290 |  
            | 0.618 | 117-237 |  
            | 0.500 | 117-220 |  
            | 0.382 | 117-203 |  
            | LOW | 117-150 |  
            | 0.618 | 117-063 |  
            | 1.000 | 117-010 |  
            | 1.618 | 116-243 |  
            | 2.618 | 116-103 |  
            | 4.250 | 115-195 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-220 | 118-015 |  
                                | PP | 117-207 | 117-283 |  
                                | S1 | 117-193 | 117-232 |  |