ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jan-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jan-2010 | 27-Jan-2010 | Change | Change % | Previous Week |  
                        | Open | 117-235 | 117-270 | 0-035 | 0.1% | 117-100 |  
                        | High | 118-070 | 118-090 | 0-020 | 0.1% | 118-015 |  
                        | Low | 117-210 | 117-180 | -0-030 | -0.1% | 116-300 |  
                        | Close | 117-265 | 117-210 | -0-055 | -0.1% | 117-290 |  
                        | Range | 0-180 | 0-230 | 0-050 | 27.8% | 1-035 |  
                        | ATR | 0-199 | 0-201 | 0-002 | 1.1% | 0-000 |  
                        | Volume | 583,391 | 765,667 | 182,276 | 31.2% | 3,806,940 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-317 | 119-173 | 118-016 |  |  
                | R3 | 119-087 | 118-263 | 117-273 |  |  
                | R2 | 118-177 | 118-177 | 117-252 |  |  
                | R1 | 118-033 | 118-033 | 117-231 | 117-310 |  
                | PP | 117-267 | 117-267 | 117-267 | 117-245 |  
                | S1 | 117-123 | 117-123 | 117-189 | 117-080 |  
                | S2 | 117-037 | 117-037 | 117-168 |  |  
                | S3 | 116-127 | 116-213 | 117-147 |  |  
                | S4 | 115-217 | 115-303 | 117-084 |  |  | 
        
            | 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 | 118-090 | 117-055 | 1-035 | 0.9% | 0-173 | 0.5% | 44% | True | False | 864,391 |  
                | 10 | 118-090 | 116-080 | 2-010 | 1.7% | 0-186 | 0.5% | 69% | True | False | 889,217 |  
                | 20 | 118-090 | 114-285 | 3-125 | 2.9% | 0-190 | 0.5% | 82% | True | False | 733,078 |  
                | 40 | 120-150 | 114-285 | 5-185 | 4.7% | 0-210 | 0.6% | 50% | False | False | 721,422 |  
                | 60 | 120-150 | 114-285 | 5-185 | 4.7% | 0-203 | 0.5% | 50% | False | False | 498,179 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-206 | 0.5% | 50% | False | False | 373,897 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-108 |  
            | 2.618 | 120-052 |  
            | 1.618 | 119-142 |  
            | 1.000 | 119-000 |  
            | 0.618 | 118-232 |  
            | HIGH | 118-090 |  
            | 0.618 | 118-002 |  
            | 0.500 | 117-295 |  
            | 0.382 | 117-268 |  
            | LOW | 117-180 |  
            | 0.618 | 117-038 |  
            | 1.000 | 116-270 |  
            | 1.618 | 116-128 |  
            | 2.618 | 115-218 |  
            | 4.250 | 114-162 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jan-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 117-295 | 117-292 |  
                                | PP | 117-267 | 117-265 |  
                                | S1 | 117-238 | 117-238 |  |