ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Dec-2009 | 22-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 118-040 | 116-215 | -1-145 | -1.2% | 117-190 |  
                        | High | 118-080 | 116-230 | -1-170 | -1.3% | 118-080 |  
                        | Low | 117-180 | 116-035 | -1-145 | -1.2% | 117-000 |  
                        | Close | 117-190 | 116-075 | -1-115 | -1.2% | 117-190 |  
                        | Range | 0-220 | 0-195 | -0-025 | -11.4% | 1-080 |  
                        | ATR | 0-223 | 0-241 | 0-018 | 8.1% | 0-000 |  
                        | Volume | 734,075 | 560,228 | -173,847 | -23.7% | 3,545,737 |  | 
    
| 
        
            | Daily Pivots for day following 22-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-058 | 117-262 | 116-182 |  |  
                | R3 | 117-183 | 117-067 | 116-129 |  |  
                | R2 | 116-308 | 116-308 | 116-111 |  |  
                | R1 | 116-192 | 116-192 | 116-093 | 116-152 |  
                | PP | 116-113 | 116-113 | 116-113 | 116-094 |  
                | S1 | 115-317 | 115-317 | 116-057 | 115-278 |  
                | S2 | 115-238 | 115-238 | 116-039 |  |  
                | S3 | 115-043 | 115-122 | 116-021 |  |  
                | S4 | 114-168 | 114-247 | 115-288 |  |  | 
        
            | Weekly Pivots for week ending 18-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-117 | 120-233 | 118-090 |  |  
                | R3 | 120-037 | 119-153 | 117-300 |  |  
                | R2 | 118-277 | 118-277 | 117-263 |  |  
                | R1 | 118-073 | 118-073 | 117-227 | 118-070 |  
                | PP | 117-197 | 117-197 | 117-197 | 117-195 |  
                | S1 | 116-313 | 116-313 | 117-153 | 116-310 |  
                | S2 | 116-117 | 116-117 | 117-117 |  |  
                | S3 | 115-037 | 115-233 | 117-080 |  |  
                | S4 | 113-277 | 114-153 | 116-290 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-099 |  
            | 2.618 | 118-101 |  
            | 1.618 | 117-226 |  
            | 1.000 | 117-105 |  
            | 0.618 | 117-031 |  
            | HIGH | 116-230 |  
            | 0.618 | 116-156 |  
            | 0.500 | 116-132 |  
            | 0.382 | 116-109 |  
            | LOW | 116-035 |  
            | 0.618 | 115-234 |  
            | 1.000 | 115-160 |  
            | 1.618 | 115-039 |  
            | 2.618 | 114-164 |  
            | 4.250 | 113-166 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 116-132 | 117-058 |  
                                | PP | 116-113 | 116-277 |  
                                | S1 | 116-094 | 116-176 |  |