ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jan-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2010 | 22-Jan-2010 | Change | Change % | Previous Week |  
                        | Open | 117-130 | 117-290 | 0-160 | 0.4% | 117-100 |  
                        | High | 117-300 | 118-015 | 0-035 | 0.1% | 118-015 |  
                        | Low | 117-055 | 117-230 | 0-175 | 0.5% | 116-300 |  
                        | Close | 117-260 | 117-290 | 0-030 | 0.1% | 117-290 |  
                        | Range | 0-245 | 0-105 | -0-140 | -57.1% | 1-035 |  
                        | ATR | 0-215 | 0-207 | -0-008 | -3.6% | 0-000 |  
                        | Volume | 821,765 | 1,190,895 | 369,130 | 44.9% | 3,806,940 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-280 | 118-230 | 118-028 |  |  
                | R3 | 118-175 | 118-125 | 117-319 |  |  
                | R2 | 118-070 | 118-070 | 117-309 |  |  
                | R1 | 118-020 | 118-020 | 117-300 | 118-022 |  
                | PP | 117-285 | 117-285 | 117-285 | 117-286 |  
                | S1 | 117-235 | 117-235 | 117-280 | 117-238 |  
                | S2 | 117-180 | 117-180 | 117-271 |  |  
                | S3 | 117-075 | 117-130 | 117-261 |  |  
                | S4 | 116-290 | 117-025 | 117-232 |  |  | 
        
            | Weekly Pivots for week ending 22-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-307 | 120-173 | 118-165 |  |  
                | R3 | 119-272 | 119-138 | 118-068 |  |  
                | R2 | 118-237 | 118-237 | 118-035 |  |  
                | R1 | 118-103 | 118-103 | 118-003 | 118-170 |  
                | PP | 117-202 | 117-202 | 117-202 | 117-235 |  
                | S1 | 117-068 | 117-068 | 117-257 | 117-135 |  
                | S2 | 116-167 | 116-167 | 117-225 |  |  
                | S3 | 115-132 | 116-033 | 117-192 |  |  
                | S4 | 114-097 | 114-318 | 117-095 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-015 | 116-215 | 1-120 | 1.2% | 0-189 | 0.5% | 90% | True | False | 937,541 |  
                | 10 | 118-015 | 115-190 | 2-145 | 2.1% | 0-198 | 0.5% | 94% | True | False | 884,576 |  
                | 20 | 118-015 | 114-285 | 3-050 | 2.7% | 0-194 | 0.5% | 96% | True | False | 691,813 |  
                | 40 | 120-150 | 114-285 | 5-185 | 4.7% | 0-212 | 0.6% | 54% | False | False | 684,538 |  
                | 60 | 120-150 | 114-285 | 5-185 | 4.7% | 0-211 | 0.6% | 54% | False | False | 459,739 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-141 |  
            | 2.618 | 118-290 |  
            | 1.618 | 118-185 |  
            | 1.000 | 118-120 |  
            | 0.618 | 118-080 |  
            | HIGH | 118-015 |  
            | 0.618 | 117-295 |  
            | 0.500 | 117-282 |  
            | 0.382 | 117-270 |  
            | LOW | 117-230 |  
            | 0.618 | 117-165 |  
            | 1.000 | 117-125 |  
            | 1.618 | 117-060 |  
            | 2.618 | 116-275 |  
            | 4.250 | 116-104 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jan-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-288 | 117-255 |  
                                | PP | 117-285 | 117-220 |  
                                | S1 | 117-282 | 117-185 |  |