ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Dec-2009 | 16-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 117-165 | 117-095 | -0-070 | -0.2% | 117-260 |  
                        | High | 117-215 | 117-200 | -0-015 | 0.0% | 119-000 |  
                        | Low | 117-000 | 117-025 | 0-025 | 0.1% | 117-135 |  
                        | Close | 117-045 | 117-080 | 0-035 | 0.1% | 117-215 |  
                        | Range | 0-215 | 0-175 | -0-040 | -18.6% | 1-185 |  
                        | ATR | 0-220 | 0-217 | -0-003 | -1.5% | 0-000 |  
                        | Volume | 502,059 | 747,542 | 245,483 | 48.9% | 4,267,234 |  | 
    
| 
        
            | Daily Pivots for day following 16-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-307 | 118-208 | 117-176 |  |  
                | R3 | 118-132 | 118-033 | 117-128 |  |  
                | R2 | 117-277 | 117-277 | 117-112 |  |  
                | R1 | 117-178 | 117-178 | 117-096 | 117-140 |  
                | PP | 117-102 | 117-102 | 117-102 | 117-082 |  
                | S1 | 117-003 | 117-003 | 117-064 | 116-285 |  
                | S2 | 116-247 | 116-247 | 117-048 |  |  
                | S3 | 116-072 | 116-148 | 117-032 |  |  
                | S4 | 115-217 | 115-293 | 116-304 |  |  | 
        
            | 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 | 119-304 |  
            | 2.618 | 119-018 |  
            | 1.618 | 118-163 |  
            | 1.000 | 118-055 |  
            | 0.618 | 117-308 |  
            | HIGH | 117-200 |  
            | 0.618 | 117-133 |  
            | 0.500 | 117-112 |  
            | 0.382 | 117-092 |  
            | LOW | 117-025 |  
            | 0.618 | 116-237 |  
            | 1.000 | 116-170 |  
            | 1.618 | 116-062 |  
            | 2.618 | 115-207 |  
            | 4.250 | 114-241 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-112 | 117-145 |  
                                | PP | 117-102 | 117-123 |  
                                | S1 | 117-091 | 117-102 |  |