ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jan-2010 | 26-Jan-2010 | Change | Change % | Previous Week |  
                        | Open | 117-245 | 117-235 | -0-010 | 0.0% | 117-100 |  
                        | High | 117-280 | 118-070 | 0-110 | 0.3% | 118-015 |  
                        | Low | 117-175 | 117-210 | 0-035 | 0.1% | 116-300 |  
                        | Close | 117-235 | 117-265 | 0-030 | 0.1% | 117-290 |  
                        | Range | 0-105 | 0-180 | 0-075 | 71.4% | 1-035 |  
                        | ATR | 0-200 | 0-199 | -0-001 | -0.7% | 0-000 |  
                        | Volume | 960,238 | 583,391 | -376,847 | -39.2% | 3,806,940 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-188 | 119-087 | 118-044 |  |  
                | R3 | 119-008 | 118-227 | 117-314 |  |  
                | R2 | 118-148 | 118-148 | 117-298 |  |  
                | R1 | 118-047 | 118-047 | 117-282 | 118-098 |  
                | PP | 117-288 | 117-288 | 117-288 | 117-314 |  
                | S1 | 117-187 | 117-187 | 117-248 | 117-238 |  
                | S2 | 117-108 | 117-108 | 117-232 |  |  
                | S3 | 116-248 | 117-007 | 117-216 |  |  
                | S4 | 116-068 | 116-147 | 117-166 |  |  | 
        
            | 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 | 118-070 | 117-035 | 1-035 | 0.9% | 0-159 | 0.4% | 65% | True | False | 880,975 |  
                | 10 | 118-070 | 116-010 | 2-060 | 1.9% | 0-190 | 0.5% | 82% | True | False | 870,097 |  
                | 20 | 118-070 | 114-285 | 3-105 | 2.8% | 0-188 | 0.5% | 88% | True | False | 711,867 |  
                | 40 | 120-150 | 114-285 | 5-185 | 4.7% | 0-210 | 0.6% | 53% | False | False | 713,876 |  
                | 60 | 120-150 | 114-285 | 5-185 | 4.7% | 0-203 | 0.5% | 53% | False | False | 485,446 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-204 | 0.5% | 53% | False | False | 364,332 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-195 |  
            | 2.618 | 119-221 |  
            | 1.618 | 119-041 |  
            | 1.000 | 118-250 |  
            | 0.618 | 118-181 |  
            | HIGH | 118-070 |  
            | 0.618 | 118-001 |  
            | 0.500 | 117-300 |  
            | 0.382 | 117-279 |  
            | LOW | 117-210 |  
            | 0.618 | 117-099 |  
            | 1.000 | 117-030 |  
            | 1.618 | 116-239 |  
            | 2.618 | 116-059 |  
            | 4.250 | 115-085 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jan-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-300 | 117-282 |  
                                | PP | 117-288 | 117-277 |  
                                | S1 | 117-277 | 117-271 |  |